CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.1000 |
-0.0003 |
0.0% |
1.0977 |
| High |
1.1041 |
1.1016 |
-0.0025 |
-0.2% |
1.1041 |
| Low |
1.0958 |
1.0965 |
0.0007 |
0.1% |
1.0941 |
| Close |
1.1011 |
1.0985 |
-0.0026 |
-0.2% |
1.0985 |
| Range |
0.0083 |
0.0051 |
-0.0032 |
-38.2% |
0.0100 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
244,776 |
185,196 |
-59,580 |
-24.3% |
917,037 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1114 |
1.1013 |
|
| R3 |
1.1090 |
1.1063 |
1.0999 |
|
| R2 |
1.1039 |
1.1039 |
1.0994 |
|
| R1 |
1.1012 |
1.1012 |
1.0989 |
1.1000 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0982 |
| S1 |
1.0961 |
1.0961 |
1.0980 |
1.0949 |
| S2 |
1.0937 |
1.0937 |
1.0975 |
|
| S3 |
1.0886 |
1.0910 |
1.0970 |
|
| S4 |
1.0835 |
1.0859 |
1.0956 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1235 |
1.1039 |
|
| R3 |
1.1188 |
1.1136 |
1.1012 |
|
| R2 |
1.1088 |
1.1088 |
1.1003 |
|
| R1 |
1.1036 |
1.1036 |
1.0994 |
1.1062 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.1002 |
| S1 |
1.0937 |
1.0937 |
1.0975 |
1.0963 |
| S2 |
1.0889 |
1.0889 |
1.0966 |
|
| S3 |
1.0790 |
1.0837 |
1.0957 |
|
| S4 |
1.0690 |
1.0738 |
1.0930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1041 |
1.0941 |
0.0100 |
0.9% |
0.0059 |
0.5% |
44% |
False |
False |
183,407 |
| 10 |
1.1120 |
1.0908 |
0.0212 |
1.9% |
0.0071 |
0.6% |
36% |
False |
False |
197,390 |
| 20 |
1.1175 |
1.0908 |
0.0267 |
2.4% |
0.0073 |
0.7% |
29% |
False |
False |
186,255 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0071 |
0.6% |
53% |
False |
False |
116,304 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0072 |
0.7% |
67% |
False |
False |
77,870 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0071 |
0.6% |
70% |
False |
False |
58,709 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0067 |
0.6% |
70% |
False |
False |
47,087 |
| 120 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0063 |
0.6% |
61% |
False |
False |
39,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1149 |
|
1.618 |
1.1098 |
|
1.000 |
1.1067 |
|
0.618 |
1.1047 |
|
HIGH |
1.1016 |
|
0.618 |
1.0996 |
|
0.500 |
1.0990 |
|
0.382 |
1.0984 |
|
LOW |
1.0965 |
|
0.618 |
1.0933 |
|
1.000 |
1.0914 |
|
1.618 |
1.0882 |
|
2.618 |
1.0831 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0997 |
| PP |
1.0988 |
1.0993 |
| S1 |
1.0986 |
1.0989 |
|