CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0801 |
1.0788 |
-0.0014 |
-0.1% |
1.0800 |
| High |
1.0821 |
1.0830 |
0.0010 |
0.1% |
1.0812 |
| Low |
1.0772 |
1.0715 |
-0.0057 |
-0.5% |
1.0740 |
| Close |
1.0784 |
1.0716 |
-0.0068 |
-0.6% |
1.0798 |
| Range |
0.0049 |
0.0116 |
0.0067 |
135.7% |
0.0072 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.7% |
0.0000 |
| Volume |
145,881 |
258,772 |
112,891 |
77.4% |
890,245 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1023 |
1.0779 |
|
| R3 |
1.0984 |
1.0908 |
1.0747 |
|
| R2 |
1.0869 |
1.0869 |
1.0737 |
|
| R1 |
1.0792 |
1.0792 |
1.0726 |
1.0773 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0744 |
| S1 |
1.0677 |
1.0677 |
1.0705 |
1.0657 |
| S2 |
1.0638 |
1.0638 |
1.0694 |
|
| S3 |
1.0522 |
1.0561 |
1.0684 |
|
| S4 |
1.0407 |
1.0446 |
1.0652 |
|
|
| 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 |
1.0830 |
1.0715 |
0.0116 |
1.1% |
0.0055 |
0.5% |
1% |
True |
True |
177,782 |
| 10 |
1.0917 |
1.0715 |
0.0203 |
1.9% |
0.0069 |
0.6% |
0% |
False |
True |
219,475 |
| 20 |
1.0956 |
1.0715 |
0.0242 |
2.3% |
0.0064 |
0.6% |
0% |
False |
True |
207,846 |
| 40 |
1.1175 |
1.0715 |
0.0460 |
4.3% |
0.0068 |
0.6% |
0% |
False |
True |
200,091 |
| 60 |
1.1175 |
1.0715 |
0.0460 |
4.3% |
0.0069 |
0.6% |
0% |
False |
True |
152,855 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.5% |
0.0070 |
0.7% |
21% |
False |
False |
114,891 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0070 |
0.7% |
28% |
False |
False |
92,159 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0067 |
0.6% |
28% |
False |
False |
76,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1132 |
|
1.618 |
1.1017 |
|
1.000 |
1.0946 |
|
0.618 |
1.0901 |
|
HIGH |
1.0830 |
|
0.618 |
1.0786 |
|
0.500 |
1.0772 |
|
0.382 |
1.0759 |
|
LOW |
1.0715 |
|
0.618 |
1.0643 |
|
1.000 |
1.0599 |
|
1.618 |
1.0528 |
|
2.618 |
1.0412 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0772 |
| PP |
1.0753 |
1.0753 |
| S1 |
1.0734 |
1.0734 |
|