CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0794 |
0.0005 |
0.0% |
1.0800 |
| High |
1.0805 |
1.0812 |
0.0007 |
0.1% |
1.0812 |
| Low |
1.0758 |
1.0778 |
0.0020 |
0.2% |
1.0740 |
| Close |
1.0791 |
1.0798 |
0.0007 |
0.1% |
1.0798 |
| Range |
0.0048 |
0.0034 |
-0.0014 |
-28.4% |
0.0072 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
156,168 |
159,601 |
3,433 |
2.2% |
890,245 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0898 |
1.0882 |
1.0816 |
|
| R3 |
1.0864 |
1.0848 |
1.0807 |
|
| R2 |
1.0830 |
1.0830 |
1.0804 |
|
| R1 |
1.0814 |
1.0814 |
1.0801 |
1.0822 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0800 |
| S1 |
1.0780 |
1.0780 |
1.0794 |
1.0788 |
| S2 |
1.0762 |
1.0762 |
1.0791 |
|
| S3 |
1.0728 |
1.0746 |
1.0788 |
|
| S4 |
1.0694 |
1.0712 |
1.0779 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0969 |
1.0837 |
|
| R3 |
1.0926 |
1.0898 |
1.0817 |
|
| R2 |
1.0855 |
1.0855 |
1.0811 |
|
| R1 |
1.0826 |
1.0826 |
1.0804 |
1.0805 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0772 |
| S1 |
1.0755 |
1.0755 |
1.0791 |
1.0733 |
| S2 |
1.0712 |
1.0712 |
1.0784 |
|
| S3 |
1.0640 |
1.0683 |
1.0778 |
|
| S4 |
1.0569 |
1.0612 |
1.0758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0812 |
1.0740 |
0.0072 |
0.7% |
0.0043 |
0.4% |
80% |
True |
False |
178,049 |
| 10 |
1.0917 |
1.0740 |
0.0177 |
1.6% |
0.0063 |
0.6% |
32% |
False |
False |
217,230 |
| 20 |
1.1016 |
1.0740 |
0.0276 |
2.6% |
0.0064 |
0.6% |
21% |
False |
False |
215,028 |
| 40 |
1.1175 |
1.0740 |
0.0435 |
4.0% |
0.0070 |
0.7% |
13% |
False |
False |
205,420 |
| 60 |
1.1175 |
1.0723 |
0.0452 |
4.2% |
0.0071 |
0.7% |
17% |
False |
False |
146,156 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.6% |
36% |
False |
False |
109,862 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
41% |
False |
False |
88,137 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0066 |
0.6% |
41% |
False |
False |
73,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0956 |
|
2.618 |
1.0901 |
|
1.618 |
1.0867 |
|
1.000 |
1.0846 |
|
0.618 |
1.0833 |
|
HIGH |
1.0812 |
|
0.618 |
1.0799 |
|
0.500 |
1.0795 |
|
0.382 |
1.0790 |
|
LOW |
1.0778 |
|
0.618 |
1.0756 |
|
1.000 |
1.0744 |
|
1.618 |
1.0722 |
|
2.618 |
1.0688 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0793 |
| PP |
1.0796 |
1.0789 |
| S1 |
1.0795 |
1.0785 |
|