CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0928 |
-0.0015 |
-0.1% |
1.0849 |
| High |
1.0952 |
1.0947 |
-0.0005 |
0.0% |
1.0985 |
| Low |
1.0917 |
1.0905 |
-0.0013 |
-0.1% |
1.0844 |
| Close |
1.0928 |
1.0927 |
-0.0001 |
0.0% |
1.0946 |
| Range |
0.0035 |
0.0042 |
0.0008 |
21.7% |
0.0142 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
232,151 |
343,086 |
110,935 |
47.8% |
1,061,005 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.1032 |
1.0950 |
|
| R3 |
1.1010 |
1.0990 |
1.0939 |
|
| R2 |
1.0968 |
1.0968 |
1.0935 |
|
| R1 |
1.0948 |
1.0948 |
1.0931 |
1.0937 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0921 |
| S1 |
1.0906 |
1.0906 |
1.0923 |
1.0895 |
| S2 |
1.0884 |
1.0884 |
1.0919 |
|
| S3 |
1.0842 |
1.0864 |
1.0915 |
|
| S4 |
1.0800 |
1.0822 |
1.0904 |
|
|
| 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 |
1.0847 |
0.0138 |
1.3% |
0.0059 |
0.5% |
58% |
False |
False |
264,875 |
| 10 |
1.0985 |
1.0803 |
0.0183 |
1.7% |
0.0052 |
0.5% |
68% |
False |
False |
232,024 |
| 20 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0055 |
0.5% |
79% |
False |
False |
221,207 |
| 40 |
1.0996 |
1.0709 |
0.0287 |
2.6% |
0.0059 |
0.5% |
76% |
False |
False |
217,135 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0064 |
0.6% |
47% |
False |
False |
206,842 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
47% |
False |
False |
166,719 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0067 |
0.6% |
58% |
False |
False |
133,576 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
61% |
False |
False |
111,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1056 |
|
1.618 |
1.1014 |
|
1.000 |
1.0989 |
|
0.618 |
1.0972 |
|
HIGH |
1.0947 |
|
0.618 |
1.0930 |
|
0.500 |
1.0926 |
|
0.382 |
1.0921 |
|
LOW |
1.0905 |
|
0.618 |
1.0879 |
|
1.000 |
1.0863 |
|
1.618 |
1.0837 |
|
2.618 |
1.0795 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0945 |
| PP |
1.0926 |
1.0939 |
| S1 |
1.0926 |
1.0933 |
|