CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0960 |
-0.0024 |
-0.2% |
1.1076 |
| High |
1.0997 |
1.1004 |
0.0007 |
0.1% |
1.1079 |
| Low |
1.0941 |
1.0953 |
0.0012 |
0.1% |
1.0908 |
| Close |
1.0956 |
1.1001 |
0.0046 |
0.4% |
1.0977 |
| Range |
0.0056 |
0.0051 |
-0.0005 |
-9.0% |
0.0171 |
| ATR |
0.0073 |
0.0072 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
180,681 |
164,423 |
-16,258 |
-9.0% |
885,582 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1120 |
1.1029 |
|
| R3 |
1.1087 |
1.1069 |
1.1015 |
|
| R2 |
1.1036 |
1.1036 |
1.1010 |
|
| R1 |
1.1019 |
1.1019 |
1.1006 |
1.1028 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0990 |
| S1 |
1.0968 |
1.0968 |
1.0996 |
1.0977 |
| S2 |
1.0935 |
1.0935 |
1.0992 |
|
| S3 |
1.0885 |
1.0918 |
1.0987 |
|
| S4 |
1.0834 |
1.0867 |
1.0973 |
|
|
| 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% |
0.0068 |
0.6% |
76% |
False |
False |
188,321 |
| 10 |
1.1175 |
1.0908 |
0.0267 |
2.4% |
0.0075 |
0.7% |
35% |
False |
False |
186,644 |
| 20 |
1.1175 |
1.0807 |
0.0368 |
3.3% |
0.0076 |
0.7% |
53% |
False |
False |
195,350 |
| 40 |
1.1175 |
1.0723 |
0.0452 |
4.1% |
0.0074 |
0.7% |
62% |
False |
False |
105,612 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0071 |
0.6% |
70% |
False |
False |
70,750 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0070 |
0.6% |
73% |
False |
False |
53,369 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0066 |
0.6% |
73% |
False |
False |
42,788 |
| 120 |
1.1276 |
1.0534 |
0.0743 |
6.7% |
0.0063 |
0.6% |
63% |
False |
False |
35,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1136 |
|
1.618 |
1.1085 |
|
1.000 |
1.1054 |
|
0.618 |
1.1035 |
|
HIGH |
1.1004 |
|
0.618 |
1.0984 |
|
0.500 |
1.0978 |
|
0.382 |
1.0972 |
|
LOW |
1.0953 |
|
0.618 |
1.0922 |
|
1.000 |
1.0903 |
|
1.618 |
1.0871 |
|
2.618 |
1.0821 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0993 |
| PP |
1.0986 |
1.0984 |
| S1 |
1.0978 |
1.0976 |
|