CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0864 |
1.0862 |
-0.0002 |
0.0% |
1.0831 |
| High |
1.0882 |
1.0921 |
0.0039 |
0.4% |
1.0875 |
| Low |
1.0845 |
1.0847 |
0.0002 |
0.0% |
1.0803 |
| Close |
1.0859 |
1.0902 |
0.0044 |
0.4% |
1.0848 |
| Range |
0.0037 |
0.0074 |
0.0037 |
98.6% |
0.0072 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.5% |
0.0000 |
| Volume |
159,822 |
199,566 |
39,744 |
24.9% |
1,005,395 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1080 |
1.0942 |
|
| R3 |
1.1037 |
1.1006 |
1.0922 |
|
| R2 |
1.0963 |
1.0963 |
1.0915 |
|
| R1 |
1.0933 |
1.0933 |
1.0909 |
1.0948 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0898 |
| S1 |
1.0859 |
1.0859 |
1.0895 |
1.0875 |
| S2 |
1.0816 |
1.0816 |
1.0889 |
|
| S3 |
1.0743 |
1.0786 |
1.0882 |
|
| S4 |
1.0669 |
1.0712 |
1.0862 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1025 |
1.0888 |
|
| R3 |
1.0986 |
1.0953 |
1.0868 |
|
| R2 |
1.0914 |
1.0914 |
1.0861 |
|
| R1 |
1.0881 |
1.0881 |
1.0855 |
1.0897 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0850 |
| S1 |
1.0809 |
1.0809 |
1.0841 |
1.0825 |
| S2 |
1.0770 |
1.0770 |
1.0835 |
|
| S3 |
1.0698 |
1.0737 |
1.0828 |
|
| S4 |
1.0626 |
1.0665 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0921 |
1.0803 |
0.0118 |
1.1% |
0.0049 |
0.5% |
84% |
True |
False |
201,905 |
| 10 |
1.0921 |
1.0803 |
0.0118 |
1.1% |
0.0049 |
0.4% |
84% |
True |
False |
195,798 |
| 20 |
1.0921 |
1.0709 |
0.0212 |
1.9% |
0.0052 |
0.5% |
91% |
True |
False |
196,474 |
| 40 |
1.1041 |
1.0709 |
0.0332 |
3.0% |
0.0060 |
0.5% |
58% |
False |
False |
208,391 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
41% |
False |
False |
200,839 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
41% |
False |
False |
152,706 |
| 100 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0067 |
0.6% |
55% |
False |
False |
122,397 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
57% |
False |
False |
102,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1113 |
|
1.618 |
1.1039 |
|
1.000 |
1.0994 |
|
0.618 |
1.0966 |
|
HIGH |
1.0921 |
|
0.618 |
1.0892 |
|
0.500 |
1.0884 |
|
0.382 |
1.0875 |
|
LOW |
1.0847 |
|
0.618 |
1.0802 |
|
1.000 |
1.0774 |
|
1.618 |
1.0728 |
|
2.618 |
1.0655 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0895 |
| PP |
1.0890 |
1.0889 |
| S1 |
1.0884 |
1.0882 |
|