CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0984 |
0.0007 |
0.1% |
1.1076 |
| High |
1.1010 |
1.0997 |
-0.0014 |
-0.1% |
1.1079 |
| Low |
1.0954 |
1.0941 |
-0.0013 |
-0.1% |
1.0908 |
| Close |
1.0993 |
1.0956 |
-0.0037 |
-0.3% |
1.0977 |
| Range |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0171 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
141,961 |
180,681 |
38,720 |
27.3% |
885,582 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1099 |
1.0986 |
|
| R3 |
1.1075 |
1.1043 |
1.0971 |
|
| R2 |
1.1020 |
1.1020 |
1.0966 |
|
| R1 |
1.0988 |
1.0988 |
1.0961 |
1.0976 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0959 |
| S1 |
1.0932 |
1.0932 |
1.0950 |
1.0921 |
| S2 |
1.0909 |
1.0909 |
1.0945 |
|
| S3 |
1.0853 |
1.0877 |
1.0940 |
|
| S4 |
1.0798 |
1.0821 |
1.0925 |
|
|
| 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 |
1.1031 |
1.0908 |
0.0123 |
1.1% |
0.0073 |
0.7% |
39% |
False |
False |
198,730 |
| 10 |
1.1175 |
1.0908 |
0.0267 |
2.4% |
0.0073 |
0.7% |
18% |
False |
False |
176,259 |
| 20 |
1.1175 |
1.0788 |
0.0387 |
3.5% |
0.0075 |
0.7% |
43% |
False |
False |
193,254 |
| 40 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0073 |
0.7% |
52% |
False |
False |
101,519 |
| 60 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0071 |
0.7% |
64% |
False |
False |
68,051 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
66% |
False |
False |
51,316 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0066 |
0.6% |
66% |
False |
False |
41,144 |
| 120 |
1.1295 |
1.0534 |
0.0762 |
7.0% |
0.0063 |
0.6% |
55% |
False |
False |
34,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1142 |
|
1.618 |
1.1086 |
|
1.000 |
1.1052 |
|
0.618 |
1.1031 |
|
HIGH |
1.0997 |
|
0.618 |
1.0975 |
|
0.500 |
1.0969 |
|
0.382 |
1.0962 |
|
LOW |
1.0941 |
|
0.618 |
1.0907 |
|
1.000 |
1.0886 |
|
1.618 |
1.0851 |
|
2.618 |
1.0796 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0970 |
| PP |
1.0964 |
1.0965 |
| S1 |
1.0960 |
1.0960 |
|