CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0888 |
-0.0063 |
-0.6% |
1.0943 |
| High |
1.0956 |
1.0900 |
-0.0056 |
-0.5% |
1.0966 |
| Low |
1.0882 |
1.0874 |
-0.0008 |
-0.1% |
1.0874 |
| Close |
1.0886 |
1.0891 |
0.0005 |
0.0% |
1.0891 |
| Range |
0.0075 |
0.0027 |
-0.0048 |
-64.4% |
0.0093 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
340,888 |
67,749 |
-273,139 |
-80.1% |
1,521,150 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0956 |
1.0905 |
|
| R3 |
1.0941 |
1.0929 |
1.0898 |
|
| R2 |
1.0915 |
1.0915 |
1.0895 |
|
| R1 |
1.0903 |
1.0903 |
1.0893 |
1.0909 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0891 |
| S1 |
1.0876 |
1.0876 |
1.0888 |
1.0882 |
| S2 |
1.0862 |
1.0862 |
1.0886 |
|
| S3 |
1.0835 |
1.0850 |
1.0883 |
|
| S4 |
1.0809 |
1.0823 |
1.0876 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1132 |
1.0941 |
|
| R3 |
1.1095 |
1.1039 |
1.0916 |
|
| R2 |
1.1003 |
1.1003 |
1.0907 |
|
| R1 |
1.0947 |
1.0947 |
1.0899 |
1.0928 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0901 |
| S1 |
1.0854 |
1.0854 |
1.0882 |
1.0836 |
| S2 |
1.0818 |
1.0818 |
1.0874 |
|
| S3 |
1.0725 |
1.0762 |
1.0865 |
|
| S4 |
1.0633 |
1.0669 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0966 |
1.0874 |
0.0093 |
0.8% |
0.0044 |
0.4% |
18% |
False |
True |
304,230 |
| 10 |
1.0985 |
1.0844 |
0.0142 |
1.3% |
0.0051 |
0.5% |
33% |
False |
False |
258,215 |
| 20 |
1.0985 |
1.0745 |
0.0241 |
2.2% |
0.0051 |
0.5% |
61% |
False |
False |
236,298 |
| 40 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0058 |
0.5% |
66% |
False |
False |
221,715 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0062 |
0.6% |
39% |
False |
False |
211,081 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0064 |
0.6% |
39% |
False |
False |
178,506 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0066 |
0.6% |
51% |
False |
False |
143,008 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
56% |
False |
False |
119,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0969 |
|
1.618 |
1.0943 |
|
1.000 |
1.0927 |
|
0.618 |
1.0916 |
|
HIGH |
1.0900 |
|
0.618 |
1.0890 |
|
0.500 |
1.0887 |
|
0.382 |
1.0884 |
|
LOW |
1.0874 |
|
0.618 |
1.0857 |
|
1.000 |
1.0847 |
|
1.618 |
1.0831 |
|
2.618 |
1.0804 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0920 |
| PP |
1.0888 |
1.0910 |
| S1 |
1.0887 |
1.0900 |
|