CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0846 |
-0.0007 |
-0.1% |
1.0790 |
| High |
1.0854 |
1.0863 |
0.0009 |
0.1% |
1.0899 |
| Low |
1.0805 |
1.0803 |
-0.0002 |
0.0% |
1.0773 |
| Close |
1.0842 |
1.0809 |
-0.0033 |
-0.3% |
1.0833 |
| Range |
0.0050 |
0.0061 |
0.0011 |
22.2% |
0.0126 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
| Volume |
185,902 |
274,847 |
88,945 |
47.8% |
939,933 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0968 |
1.0842 |
|
| R3 |
1.0946 |
1.0908 |
1.0826 |
|
| R2 |
1.0885 |
1.0885 |
1.0820 |
|
| R1 |
1.0847 |
1.0847 |
1.0815 |
1.0836 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0819 |
| S1 |
1.0787 |
1.0787 |
1.0803 |
1.0776 |
| S2 |
1.0764 |
1.0764 |
1.0798 |
|
| S3 |
1.0704 |
1.0726 |
1.0792 |
|
| S4 |
1.0643 |
1.0666 |
1.0776 |
|
|
| 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 |
1.0875 |
1.0803 |
0.0072 |
0.7% |
0.0044 |
0.4% |
9% |
False |
True |
190,209 |
| 10 |
1.0899 |
1.0737 |
0.0162 |
1.5% |
0.0053 |
0.5% |
44% |
False |
False |
212,597 |
| 20 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0058 |
0.5% |
48% |
False |
False |
207,801 |
| 40 |
1.1041 |
1.0709 |
0.0332 |
3.1% |
0.0063 |
0.6% |
30% |
False |
False |
210,348 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
21% |
False |
False |
190,746 |
| 80 |
1.1175 |
1.0681 |
0.0494 |
4.6% |
0.0068 |
0.6% |
26% |
False |
False |
143,572 |
| 100 |
1.1175 |
1.0565 |
0.0610 |
5.6% |
0.0068 |
0.6% |
40% |
False |
False |
115,108 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
43% |
False |
False |
96,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1021 |
|
1.618 |
1.0961 |
|
1.000 |
1.0924 |
|
0.618 |
1.0900 |
|
HIGH |
1.0863 |
|
0.618 |
1.0840 |
|
0.500 |
1.0833 |
|
0.382 |
1.0826 |
|
LOW |
1.0803 |
|
0.618 |
1.0765 |
|
1.000 |
1.0742 |
|
1.618 |
1.0705 |
|
2.618 |
1.0644 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0839 |
| PP |
1.0825 |
1.0829 |
| S1 |
1.0817 |
1.0819 |
|