CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0783 |
0.0014 |
0.1% |
1.0840 |
| High |
1.0789 |
1.0838 |
0.0049 |
0.5% |
1.0852 |
| Low |
1.0753 |
1.0783 |
0.0030 |
0.3% |
1.0782 |
| Close |
1.0784 |
1.0823 |
0.0040 |
0.4% |
1.0838 |
| Range |
0.0036 |
0.0056 |
0.0020 |
54.2% |
0.0070 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
933 |
1,081 |
148 |
15.9% |
4,612 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0958 |
1.0854 |
|
| R3 |
1.0926 |
1.0902 |
1.0838 |
|
| R2 |
1.0870 |
1.0870 |
1.0833 |
|
| R1 |
1.0847 |
1.0847 |
1.0828 |
1.0858 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0820 |
| S1 |
1.0791 |
1.0791 |
1.0818 |
1.0803 |
| S2 |
1.0759 |
1.0759 |
1.0813 |
|
| S3 |
1.0704 |
1.0736 |
1.0808 |
|
| S4 |
1.0648 |
1.0680 |
1.0792 |
|
|
| 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% |
0.0057 |
0.5% |
60% |
False |
False |
855 |
| 10 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0057 |
0.5% |
34% |
False |
False |
913 |
| 20 |
1.0995 |
1.0753 |
0.0242 |
2.2% |
0.0061 |
0.6% |
29% |
False |
False |
876 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0062 |
0.6% |
15% |
False |
False |
765 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0060 |
0.6% |
15% |
False |
False |
583 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0059 |
0.5% |
32% |
False |
False |
463 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
39% |
False |
False |
394 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
39% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0983 |
|
1.618 |
1.0928 |
|
1.000 |
1.0894 |
|
0.618 |
1.0872 |
|
HIGH |
1.0838 |
|
0.618 |
1.0817 |
|
0.500 |
1.0810 |
|
0.382 |
1.0804 |
|
LOW |
1.0783 |
|
0.618 |
1.0748 |
|
1.000 |
1.0727 |
|
1.618 |
1.0693 |
|
2.618 |
1.0637 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0819 |
| PP |
1.0815 |
1.0815 |
| S1 |
1.0810 |
1.0812 |
|