CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0831 |
-0.0001 |
0.0% |
1.0790 |
| High |
1.0849 |
1.0869 |
0.0020 |
0.2% |
1.0899 |
| Low |
1.0822 |
1.0822 |
0.0001 |
0.0% |
1.0773 |
| Close |
1.0833 |
1.0856 |
0.0023 |
0.2% |
1.0833 |
| Range |
0.0028 |
0.0047 |
0.0020 |
70.9% |
0.0126 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
168,902 |
149,888 |
-19,014 |
-11.3% |
939,933 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0970 |
1.0881 |
|
| R3 |
1.0943 |
1.0923 |
1.0868 |
|
| R2 |
1.0896 |
1.0896 |
1.0864 |
|
| R1 |
1.0876 |
1.0876 |
1.0860 |
1.0886 |
| PP |
1.0849 |
1.0849 |
1.0849 |
1.0854 |
| S1 |
1.0829 |
1.0829 |
1.0851 |
1.0839 |
| S2 |
1.0802 |
1.0802 |
1.0847 |
|
| S3 |
1.0755 |
1.0782 |
1.0843 |
|
| S4 |
1.0708 |
1.0735 |
1.0830 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1149 |
1.0902 |
|
| R3 |
1.1087 |
1.1023 |
1.0868 |
|
| R2 |
1.0961 |
1.0961 |
1.0856 |
|
| R1 |
1.0897 |
1.0897 |
1.0845 |
1.0929 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0851 |
| S1 |
1.0771 |
1.0771 |
1.0821 |
1.0803 |
| S2 |
1.0709 |
1.0709 |
1.0810 |
|
| S3 |
1.0583 |
1.0645 |
1.0798 |
|
| S4 |
1.0457 |
1.0519 |
1.0764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0899 |
1.0773 |
0.0126 |
1.2% |
0.0055 |
0.5% |
65% |
False |
False |
217,964 |
| 10 |
1.0899 |
1.0709 |
0.0190 |
1.8% |
0.0059 |
0.5% |
77% |
False |
False |
207,828 |
| 20 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0061 |
0.6% |
70% |
False |
False |
212,529 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
31% |
False |
False |
208,373 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0068 |
0.6% |
31% |
False |
False |
180,473 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0069 |
0.6% |
45% |
False |
False |
135,719 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
50% |
False |
False |
108,827 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
50% |
False |
False |
90,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0992 |
|
1.618 |
1.0945 |
|
1.000 |
1.0916 |
|
0.618 |
1.0898 |
|
HIGH |
1.0869 |
|
0.618 |
1.0851 |
|
0.500 |
1.0846 |
|
0.382 |
1.0840 |
|
LOW |
1.0822 |
|
0.618 |
1.0793 |
|
1.000 |
1.0775 |
|
1.618 |
1.0746 |
|
2.618 |
1.0699 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0856 |
| PP |
1.0849 |
1.0856 |
| S1 |
1.0846 |
1.0856 |
|