CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0861 |
0.0030 |
0.3% |
1.0790 |
| High |
1.0869 |
1.0875 |
0.0006 |
0.1% |
1.0899 |
| Low |
1.0822 |
1.0842 |
0.0020 |
0.2% |
1.0773 |
| Close |
1.0856 |
1.0854 |
-0.0002 |
0.0% |
1.0833 |
| Range |
0.0047 |
0.0033 |
-0.0014 |
-29.8% |
0.0126 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
149,888 |
171,507 |
21,619 |
14.4% |
939,933 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0938 |
1.0872 |
|
| R3 |
1.0923 |
1.0905 |
1.0863 |
|
| R2 |
1.0890 |
1.0890 |
1.0860 |
|
| R1 |
1.0872 |
1.0872 |
1.0857 |
1.0864 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0853 |
| S1 |
1.0839 |
1.0839 |
1.0850 |
1.0831 |
| S2 |
1.0824 |
1.0824 |
1.0847 |
|
| S3 |
1.0791 |
1.0806 |
1.0844 |
|
| S4 |
1.0758 |
1.0773 |
1.0835 |
|
|
| 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 |
1.0801 |
0.0098 |
0.9% |
0.0046 |
0.4% |
54% |
False |
False |
184,854 |
| 10 |
1.0899 |
1.0709 |
0.0190 |
1.8% |
0.0058 |
0.5% |
76% |
False |
False |
210,391 |
| 20 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0060 |
0.6% |
69% |
False |
False |
211,272 |
| 40 |
1.1120 |
1.0709 |
0.0411 |
3.8% |
0.0064 |
0.6% |
35% |
False |
False |
208,476 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0068 |
0.6% |
31% |
False |
False |
183,283 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0068 |
0.6% |
45% |
False |
False |
137,839 |
| 100 |
1.1175 |
1.0537 |
0.0638 |
5.9% |
0.0068 |
0.6% |
50% |
False |
False |
110,529 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
50% |
False |
False |
92,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0961 |
|
1.618 |
1.0928 |
|
1.000 |
1.0908 |
|
0.618 |
1.0895 |
|
HIGH |
1.0875 |
|
0.618 |
1.0862 |
|
0.500 |
1.0858 |
|
0.382 |
1.0854 |
|
LOW |
1.0842 |
|
0.618 |
1.0821 |
|
1.000 |
1.0809 |
|
1.618 |
1.0788 |
|
2.618 |
1.0755 |
|
4.250 |
1.0701 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0852 |
| PP |
1.0857 |
1.0850 |
| S1 |
1.0855 |
1.0848 |
|