CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0890 |
0.0003 |
0.0% |
1.0943 |
| High |
1.0900 |
1.0906 |
0.0006 |
0.1% |
1.0966 |
| Low |
1.0874 |
1.0881 |
0.0008 |
0.1% |
1.0874 |
| Close |
1.0891 |
1.0891 |
0.0001 |
0.0% |
1.0891 |
| Range |
0.0027 |
0.0025 |
-0.0002 |
-7.5% |
0.0093 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
67,749 |
8,008 |
-59,741 |
-88.2% |
1,521,150 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0953 |
1.0904 |
|
| R3 |
1.0942 |
1.0929 |
1.0898 |
|
| R2 |
1.0917 |
1.0917 |
1.0895 |
|
| R1 |
1.0904 |
1.0904 |
1.0893 |
1.0911 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0896 |
| S1 |
1.0880 |
1.0880 |
1.0889 |
1.0886 |
| S2 |
1.0868 |
1.0868 |
1.0887 |
|
| S3 |
1.0844 |
1.0855 |
1.0884 |
|
| S4 |
1.0819 |
1.0831 |
1.0878 |
|
|
| 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% |
0.0042 |
0.4% |
19% |
False |
False |
259,401 |
| 10 |
1.0985 |
1.0845 |
0.0140 |
1.3% |
0.0050 |
0.5% |
33% |
False |
False |
243,812 |
| 20 |
1.0985 |
1.0773 |
0.0212 |
1.9% |
0.0050 |
0.5% |
56% |
False |
False |
226,774 |
| 40 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0058 |
0.5% |
66% |
False |
False |
218,164 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0061 |
0.6% |
39% |
False |
False |
208,616 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0064 |
0.6% |
39% |
False |
False |
178,595 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0066 |
0.6% |
51% |
False |
False |
143,080 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0066 |
0.6% |
56% |
False |
False |
119,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0970 |
|
1.618 |
1.0945 |
|
1.000 |
1.0930 |
|
0.618 |
1.0921 |
|
HIGH |
1.0906 |
|
0.618 |
1.0896 |
|
0.500 |
1.0893 |
|
0.382 |
1.0890 |
|
LOW |
1.0881 |
|
0.618 |
1.0866 |
|
1.000 |
1.0857 |
|
1.618 |
1.0841 |
|
2.618 |
1.0817 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0915 |
| PP |
1.0893 |
1.0907 |
| S1 |
1.0892 |
1.0899 |
|