CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0787 |
0.0047 |
0.4% |
1.0801 |
| High |
1.0798 |
1.0800 |
0.0003 |
0.0% |
1.0830 |
| Low |
1.0737 |
1.0745 |
0.0008 |
0.1% |
1.0709 |
| Close |
1.0782 |
1.0790 |
0.0008 |
0.1% |
1.0790 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-8.3% |
0.0121 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
205,410 |
198,486 |
-6,924 |
-3.4% |
988,465 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0923 |
1.0820 |
|
| R3 |
1.0889 |
1.0867 |
1.0805 |
|
| R2 |
1.0834 |
1.0834 |
1.0800 |
|
| R1 |
1.0812 |
1.0812 |
1.0795 |
1.0823 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0784 |
| S1 |
1.0756 |
1.0756 |
1.0784 |
1.0767 |
| S2 |
1.0723 |
1.0723 |
1.0779 |
|
| S3 |
1.0667 |
1.0701 |
1.0774 |
|
| S4 |
1.0612 |
1.0645 |
1.0759 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1085 |
1.0856 |
|
| R3 |
1.1018 |
1.0964 |
1.0823 |
|
| R2 |
1.0897 |
1.0897 |
1.0812 |
|
| R1 |
1.0843 |
1.0843 |
1.0801 |
1.0810 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0759 |
| S1 |
1.0722 |
1.0722 |
1.0778 |
1.0689 |
| S2 |
1.0655 |
1.0655 |
1.0767 |
|
| S3 |
1.0534 |
1.0601 |
1.0756 |
|
| S4 |
1.0413 |
1.0480 |
1.0723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0830 |
1.0709 |
0.0121 |
1.1% |
0.0064 |
0.6% |
67% |
False |
False |
197,693 |
| 10 |
1.0830 |
1.0709 |
0.0121 |
1.1% |
0.0054 |
0.5% |
67% |
False |
False |
187,871 |
| 20 |
1.0956 |
1.0709 |
0.0247 |
2.3% |
0.0066 |
0.6% |
33% |
False |
False |
209,554 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0066 |
0.6% |
17% |
False |
False |
199,537 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0069 |
0.6% |
17% |
False |
False |
162,535 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.6% |
34% |
False |
False |
122,157 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
40% |
False |
False |
97,980 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
40% |
False |
False |
81,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.0945 |
|
1.618 |
1.0890 |
|
1.000 |
1.0856 |
|
0.618 |
1.0834 |
|
HIGH |
1.0800 |
|
0.618 |
1.0779 |
|
0.500 |
1.0772 |
|
0.382 |
1.0766 |
|
LOW |
1.0745 |
|
0.618 |
1.0710 |
|
1.000 |
1.0689 |
|
1.618 |
1.0655 |
|
2.618 |
1.0599 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0778 |
| PP |
1.0778 |
1.0766 |
| S1 |
1.0772 |
1.0755 |
|