CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0905 |
-0.0015 |
-0.1% |
1.0978 |
| High |
1.0934 |
1.0941 |
0.0007 |
0.1% |
1.0996 |
| Low |
1.0904 |
1.0846 |
-0.0059 |
-0.5% |
1.0871 |
| Close |
1.0909 |
1.0869 |
-0.0040 |
-0.4% |
1.0918 |
| Range |
0.0030 |
0.0095 |
0.0066 |
222.0% |
0.0125 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.3% |
0.0000 |
| Volume |
130,655 |
221,884 |
91,229 |
69.8% |
912,739 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1115 |
1.0921 |
|
| R3 |
1.1075 |
1.1020 |
1.0895 |
|
| R2 |
1.0980 |
1.0980 |
1.0886 |
|
| R1 |
1.0925 |
1.0925 |
1.0878 |
1.0905 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0875 |
| S1 |
1.0830 |
1.0830 |
1.0860 |
1.0810 |
| S2 |
1.0790 |
1.0790 |
1.0852 |
|
| S3 |
1.0695 |
1.0735 |
1.0843 |
|
| S4 |
1.0600 |
1.0640 |
1.0817 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1234 |
1.0986 |
|
| R3 |
1.1177 |
1.1110 |
1.0952 |
|
| R2 |
1.1053 |
1.1053 |
1.0940 |
|
| R1 |
1.0985 |
1.0985 |
1.0929 |
1.0957 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0914 |
| S1 |
1.0861 |
1.0861 |
1.0906 |
1.0832 |
| S2 |
1.0804 |
1.0804 |
1.0895 |
|
| S3 |
1.0679 |
1.0736 |
1.0883 |
|
| S4 |
1.0555 |
1.0612 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0941 |
1.0846 |
0.0095 |
0.9% |
0.0052 |
0.5% |
25% |
True |
True |
180,438 |
| 10 |
1.1041 |
1.0846 |
0.0195 |
1.8% |
0.0060 |
0.6% |
12% |
False |
True |
204,035 |
| 20 |
1.1175 |
1.0846 |
0.0329 |
3.0% |
0.0067 |
0.6% |
7% |
False |
True |
189,420 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0070 |
0.6% |
24% |
False |
False |
147,696 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0071 |
0.6% |
48% |
False |
False |
98,881 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0071 |
0.6% |
52% |
False |
False |
74,469 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
52% |
False |
False |
59,726 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0063 |
0.6% |
52% |
False |
False |
49,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1189 |
|
1.618 |
1.1094 |
|
1.000 |
1.1036 |
|
0.618 |
1.0999 |
|
HIGH |
1.0941 |
|
0.618 |
1.0904 |
|
0.500 |
1.0893 |
|
0.382 |
1.0882 |
|
LOW |
1.0846 |
|
0.618 |
1.0787 |
|
1.000 |
1.0751 |
|
1.618 |
1.0692 |
|
2.618 |
1.0597 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0893 |
| PP |
1.0885 |
1.0885 |
| S1 |
1.0877 |
1.0877 |
|