CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0769 |
-0.0061 |
-0.6% |
1.0840 |
| High |
1.0870 |
1.0789 |
-0.0081 |
-0.7% |
1.0852 |
| Low |
1.0757 |
1.0753 |
-0.0004 |
0.0% |
1.0782 |
| Close |
1.0758 |
1.0784 |
0.0026 |
0.2% |
1.0838 |
| Range |
0.0113 |
0.0036 |
-0.0077 |
-68.1% |
0.0070 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,127 |
933 |
-194 |
-17.2% |
4,612 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0869 |
1.0803 |
|
| R3 |
1.0847 |
1.0833 |
1.0793 |
|
| R2 |
1.0811 |
1.0811 |
1.0790 |
|
| R1 |
1.0797 |
1.0797 |
1.0787 |
1.0804 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0779 |
| S1 |
1.0761 |
1.0761 |
1.0780 |
1.0768 |
| S2 |
1.0739 |
1.0739 |
1.0777 |
|
| S3 |
1.0703 |
1.0725 |
1.0774 |
|
| S4 |
1.0667 |
1.0689 |
1.0764 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1006 |
1.0877 |
|
| R3 |
1.0964 |
1.0936 |
1.0857 |
|
| R2 |
1.0894 |
1.0894 |
1.0851 |
|
| R1 |
1.0866 |
1.0866 |
1.0844 |
1.0845 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0813 |
| S1 |
1.0796 |
1.0796 |
1.0832 |
1.0775 |
| S2 |
1.0754 |
1.0754 |
1.0825 |
|
| S3 |
1.0684 |
1.0726 |
1.0819 |
|
| S4 |
1.0614 |
1.0656 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0870 |
1.0753 |
0.0117 |
1.1% |
0.0055 |
0.5% |
26% |
False |
True |
767 |
| 10 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0061 |
0.6% |
15% |
False |
True |
909 |
| 20 |
1.0995 |
1.0753 |
0.0242 |
2.2% |
0.0061 |
0.6% |
13% |
False |
True |
867 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
7% |
False |
True |
744 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
7% |
False |
True |
565 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0059 |
0.5% |
25% |
False |
False |
452 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
32% |
False |
False |
384 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
32% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0883 |
|
1.618 |
1.0847 |
|
1.000 |
1.0825 |
|
0.618 |
1.0811 |
|
HIGH |
1.0789 |
|
0.618 |
1.0775 |
|
0.500 |
1.0771 |
|
0.382 |
1.0767 |
|
LOW |
1.0753 |
|
0.618 |
1.0731 |
|
1.000 |
1.0717 |
|
1.618 |
1.0695 |
|
2.618 |
1.0659 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0812 |
| PP |
1.0775 |
1.0802 |
| S1 |
1.0771 |
1.0793 |
|