CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0872 |
0.0003 |
0.0% |
1.0920 |
| High |
1.0909 |
1.0873 |
-0.0037 |
-0.3% |
1.0956 |
| Low |
1.0835 |
1.0818 |
-0.0017 |
-0.2% |
1.0835 |
| Close |
1.0880 |
1.0840 |
-0.0040 |
-0.4% |
1.0880 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.2% |
0.0122 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
199,326 |
196,639 |
-2,687 |
-1.3% |
1,030,324 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0979 |
1.0870 |
|
| R3 |
1.0953 |
1.0924 |
1.0855 |
|
| R2 |
1.0898 |
1.0898 |
1.0850 |
|
| R1 |
1.0869 |
1.0869 |
1.0845 |
1.0856 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0837 |
| S1 |
1.0814 |
1.0814 |
1.0835 |
1.0801 |
| S2 |
1.0788 |
1.0788 |
1.0830 |
|
| S3 |
1.0733 |
1.0759 |
1.0825 |
|
| S4 |
1.0678 |
1.0704 |
1.0810 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1189 |
1.0947 |
|
| R3 |
1.1133 |
1.1067 |
1.0913 |
|
| R2 |
1.1012 |
1.1012 |
1.0902 |
|
| R1 |
1.0946 |
1.0946 |
1.0891 |
1.0918 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0876 |
| S1 |
1.0824 |
1.0824 |
1.0869 |
1.0797 |
| S2 |
1.0769 |
1.0769 |
1.0858 |
|
| S3 |
1.0647 |
1.0703 |
1.0847 |
|
| S4 |
1.0526 |
1.0581 |
1.0813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0956 |
1.0818 |
0.0139 |
1.3% |
0.0077 |
0.7% |
16% |
False |
True |
219,261 |
| 10 |
1.0996 |
1.0818 |
0.0178 |
1.6% |
0.0066 |
0.6% |
13% |
False |
True |
213,970 |
| 20 |
1.1120 |
1.0818 |
0.0302 |
2.8% |
0.0068 |
0.6% |
7% |
False |
True |
205,680 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0072 |
0.7% |
17% |
False |
False |
169,289 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0071 |
0.7% |
43% |
False |
False |
113,361 |
| 80 |
1.1175 |
1.0537 |
0.0638 |
5.9% |
0.0071 |
0.7% |
48% |
False |
False |
85,343 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
48% |
False |
False |
68,458 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0064 |
0.6% |
48% |
False |
False |
57,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1016 |
|
1.618 |
1.0961 |
|
1.000 |
1.0928 |
|
0.618 |
1.0906 |
|
HIGH |
1.0873 |
|
0.618 |
1.0851 |
|
0.500 |
1.0845 |
|
0.382 |
1.0839 |
|
LOW |
1.0818 |
|
0.618 |
1.0784 |
|
1.000 |
1.0763 |
|
1.618 |
1.0729 |
|
2.618 |
1.0674 |
|
4.250 |
1.0584 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0872 |
| PP |
1.0843 |
1.0861 |
| S1 |
1.0842 |
1.0851 |
|