CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0800 |
-0.0093 |
-0.9% |
1.0872 |
| High |
1.0917 |
1.0805 |
-0.0113 |
-1.0% |
1.0917 |
| Low |
1.0799 |
1.0741 |
-0.0058 |
-0.5% |
1.0799 |
| Close |
1.0811 |
1.0761 |
-0.0051 |
-0.5% |
1.0811 |
| Range |
0.0118 |
0.0064 |
-0.0055 |
-46.2% |
0.0118 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
288,068 |
221,086 |
-66,982 |
-23.3% |
1,282,060 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0923 |
1.0795 |
|
| R3 |
1.0896 |
1.0860 |
1.0778 |
|
| R2 |
1.0832 |
1.0832 |
1.0772 |
|
| R1 |
1.0796 |
1.0796 |
1.0766 |
1.0783 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0762 |
| S1 |
1.0733 |
1.0733 |
1.0755 |
1.0719 |
| S2 |
1.0705 |
1.0705 |
1.0749 |
|
| S3 |
1.0642 |
1.0669 |
1.0743 |
|
| S4 |
1.0578 |
1.0606 |
1.0726 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1122 |
1.0876 |
|
| R3 |
1.1078 |
1.1004 |
1.0843 |
|
| R2 |
1.0960 |
1.0960 |
1.0833 |
|
| R1 |
1.0886 |
1.0886 |
1.0822 |
1.0864 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0832 |
| S1 |
1.0768 |
1.0768 |
1.0800 |
1.0746 |
| S2 |
1.0724 |
1.0724 |
1.0789 |
|
| S3 |
1.0606 |
1.0650 |
1.0779 |
|
| S4 |
1.0488 |
1.0532 |
1.0746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0917 |
1.0741 |
0.0176 |
1.6% |
0.0085 |
0.8% |
11% |
False |
True |
261,301 |
| 10 |
1.0956 |
1.0741 |
0.0215 |
2.0% |
0.0081 |
0.8% |
9% |
False |
True |
240,281 |
| 20 |
1.1041 |
1.0741 |
0.0300 |
2.8% |
0.0069 |
0.6% |
7% |
False |
True |
218,162 |
| 40 |
1.1175 |
1.0741 |
0.0434 |
4.0% |
0.0073 |
0.7% |
4% |
False |
True |
198,906 |
| 60 |
1.1175 |
1.0717 |
0.0458 |
4.3% |
0.0072 |
0.7% |
10% |
False |
False |
135,044 |
| 80 |
1.1175 |
1.0573 |
0.0602 |
5.6% |
0.0071 |
0.7% |
31% |
False |
False |
101,606 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0070 |
0.7% |
35% |
False |
False |
81,501 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0066 |
0.6% |
35% |
False |
False |
67,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0971 |
|
1.618 |
1.0907 |
|
1.000 |
1.0868 |
|
0.618 |
1.0844 |
|
HIGH |
1.0805 |
|
0.618 |
1.0780 |
|
0.500 |
1.0773 |
|
0.382 |
1.0765 |
|
LOW |
1.0741 |
|
0.618 |
1.0702 |
|
1.000 |
1.0678 |
|
1.618 |
1.0638 |
|
2.618 |
1.0575 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0773 |
1.0829 |
| PP |
1.0769 |
1.0806 |
| S1 |
1.0765 |
1.0783 |
|