CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0977 |
0.0001 |
0.0% |
1.1076 |
| High |
1.1031 |
1.1010 |
-0.0021 |
-0.2% |
1.1079 |
| Low |
1.0908 |
1.0954 |
0.0046 |
0.4% |
1.0908 |
| Close |
1.0977 |
1.0993 |
0.0016 |
0.1% |
1.0977 |
| Range |
0.0123 |
0.0057 |
-0.0067 |
-54.1% |
0.0171 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
261,784 |
141,961 |
-119,823 |
-45.8% |
885,582 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1130 |
1.1024 |
|
| R3 |
1.1098 |
1.1074 |
1.1008 |
|
| R2 |
1.1042 |
1.1042 |
1.1003 |
|
| R1 |
1.1017 |
1.1017 |
1.0998 |
1.1030 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0992 |
| S1 |
1.0961 |
1.0961 |
1.0987 |
1.0973 |
| S2 |
1.0929 |
1.0929 |
1.0982 |
|
| S3 |
1.0872 |
1.0904 |
1.0977 |
|
| S4 |
1.0816 |
1.0848 |
1.0961 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1409 |
1.1071 |
|
| R3 |
1.1329 |
1.1238 |
1.1024 |
|
| R2 |
1.1158 |
1.1158 |
1.1008 |
|
| R1 |
1.1068 |
1.1068 |
1.0993 |
1.1028 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0968 |
| S1 |
1.0897 |
1.0897 |
1.0961 |
1.0857 |
| S2 |
1.0817 |
1.0817 |
1.0946 |
|
| S3 |
1.0647 |
1.0727 |
1.0930 |
|
| S4 |
1.0476 |
1.0556 |
1.0883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0908 |
0.0171 |
1.6% |
0.0083 |
0.8% |
50% |
False |
False |
205,508 |
| 10 |
1.1175 |
1.0908 |
0.0267 |
2.4% |
0.0073 |
0.7% |
32% |
False |
False |
174,805 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0076 |
0.7% |
55% |
False |
False |
185,736 |
| 40 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0074 |
0.7% |
60% |
False |
False |
97,020 |
| 60 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0072 |
0.7% |
70% |
False |
False |
65,067 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0071 |
0.6% |
72% |
False |
False |
49,075 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0066 |
0.6% |
72% |
False |
False |
39,337 |
| 120 |
1.1375 |
1.0534 |
0.0842 |
7.7% |
0.0063 |
0.6% |
55% |
False |
False |
32,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1158 |
|
1.618 |
1.1101 |
|
1.000 |
1.1067 |
|
0.618 |
1.1045 |
|
HIGH |
1.1010 |
|
0.618 |
1.0988 |
|
0.500 |
1.0982 |
|
0.382 |
1.0975 |
|
LOW |
1.0954 |
|
0.618 |
1.0919 |
|
1.000 |
1.0897 |
|
1.618 |
1.0862 |
|
2.618 |
1.0806 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0985 |
| PP |
1.0985 |
1.0977 |
| S1 |
1.0982 |
1.0970 |
|