CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0928 |
0.0001 |
0.0% |
1.0849 |
| High |
1.0947 |
1.0966 |
0.0020 |
0.2% |
1.0985 |
| Low |
1.0905 |
1.0922 |
0.0018 |
0.2% |
1.0844 |
| Close |
1.0927 |
1.0954 |
0.0027 |
0.2% |
1.0946 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0142 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
343,086 |
537,276 |
194,190 |
56.6% |
1,061,005 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1060 |
1.0978 |
|
| R3 |
1.1035 |
1.1016 |
1.0966 |
|
| R2 |
1.0991 |
1.0991 |
1.0962 |
|
| R1 |
1.0972 |
1.0972 |
1.0958 |
1.0982 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0952 |
| S1 |
1.0928 |
1.0928 |
1.0949 |
1.0938 |
| S2 |
1.0903 |
1.0903 |
1.0945 |
|
| S3 |
1.0859 |
1.0884 |
1.0941 |
|
| S4 |
1.0815 |
1.0840 |
1.0929 |
|
|
| 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 |
1.0872 |
0.0114 |
1.0% |
0.0053 |
0.5% |
72% |
False |
False |
332,417 |
| 10 |
1.0985 |
1.0803 |
0.0183 |
1.7% |
0.0051 |
0.5% |
83% |
False |
False |
267,161 |
| 20 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0051 |
0.5% |
89% |
False |
False |
235,132 |
| 40 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0058 |
0.5% |
89% |
False |
False |
221,489 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.2% |
0.0062 |
0.6% |
53% |
False |
False |
211,772 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.2% |
0.0065 |
0.6% |
53% |
False |
False |
173,425 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0067 |
0.6% |
62% |
False |
False |
138,939 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
66% |
False |
False |
115,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.1081 |
|
1.618 |
1.1037 |
|
1.000 |
1.1010 |
|
0.618 |
1.0993 |
|
HIGH |
1.0966 |
|
0.618 |
1.0949 |
|
0.500 |
1.0944 |
|
0.382 |
1.0939 |
|
LOW |
1.0922 |
|
0.618 |
1.0895 |
|
1.000 |
1.0878 |
|
1.618 |
1.0851 |
|
2.618 |
1.0807 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0947 |
| PP |
1.0947 |
1.0941 |
| S1 |
1.0944 |
1.0935 |
|