CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.0943 |
-0.0010 |
-0.1% |
1.0849 |
| High |
1.0985 |
1.0952 |
-0.0034 |
-0.3% |
1.0985 |
| Low |
1.0922 |
1.0917 |
-0.0005 |
0.0% |
1.0844 |
| Close |
1.0946 |
1.0928 |
-0.0018 |
-0.2% |
1.0946 |
| Range |
0.0064 |
0.0035 |
-0.0029 |
-45.7% |
0.0142 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
283,408 |
232,151 |
-51,257 |
-18.1% |
1,061,005 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1016 |
1.0946 |
|
| R3 |
1.1001 |
1.0982 |
1.0937 |
|
| R2 |
1.0967 |
1.0967 |
1.0934 |
|
| R1 |
1.0947 |
1.0947 |
1.0931 |
1.0940 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0928 |
| S1 |
1.0913 |
1.0913 |
1.0924 |
1.0905 |
| S2 |
1.0898 |
1.0898 |
1.0921 |
|
| S3 |
1.0863 |
1.0878 |
1.0918 |
|
| S4 |
1.0829 |
1.0844 |
1.0909 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1289 |
1.1023 |
|
| R3 |
1.1208 |
1.1147 |
1.0984 |
|
| R2 |
1.1066 |
1.1066 |
1.0971 |
|
| R1 |
1.1006 |
1.1006 |
1.0958 |
1.1036 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0940 |
| S1 |
1.0864 |
1.0864 |
1.0933 |
1.0895 |
| S2 |
1.0783 |
1.0783 |
1.0920 |
|
| S3 |
1.0642 |
1.0723 |
1.0907 |
|
| S4 |
1.0500 |
1.0581 |
1.0868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0985 |
1.0845 |
0.0140 |
1.3% |
0.0058 |
0.5% |
59% |
False |
False |
228,223 |
| 10 |
1.0985 |
1.0803 |
0.0183 |
1.7% |
0.0051 |
0.5% |
68% |
False |
False |
214,866 |
| 20 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0055 |
0.5% |
79% |
False |
False |
211,347 |
| 40 |
1.1016 |
1.0709 |
0.0307 |
2.8% |
0.0060 |
0.5% |
71% |
False |
False |
213,187 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
47% |
False |
False |
207,396 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
47% |
False |
False |
162,454 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0067 |
0.6% |
58% |
False |
False |
130,159 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
61% |
False |
False |
108,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1042 |
|
1.618 |
1.1007 |
|
1.000 |
1.0986 |
|
0.618 |
1.0973 |
|
HIGH |
1.0952 |
|
0.618 |
1.0938 |
|
0.500 |
1.0934 |
|
0.382 |
1.0930 |
|
LOW |
1.0917 |
|
0.618 |
1.0896 |
|
1.000 |
1.0883 |
|
1.618 |
1.0861 |
|
2.618 |
1.0827 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0928 |
| PP |
1.0932 |
1.0928 |
| S1 |
1.0930 |
1.0928 |
|