CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0783 |
1.0829 |
0.0047 |
0.4% |
1.0848 |
| High |
1.0838 |
1.0841 |
0.0003 |
0.0% |
1.0870 |
| Low |
1.0783 |
1.0787 |
0.0005 |
0.0% |
1.0753 |
| Close |
1.0823 |
1.0831 |
0.0008 |
0.1% |
1.0831 |
| Range |
0.0056 |
0.0054 |
-0.0002 |
-2.7% |
0.0117 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,081 |
866 |
-215 |
-19.9% |
4,361 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0960 |
1.0861 |
|
| R3 |
1.0928 |
1.0906 |
1.0846 |
|
| R2 |
1.0874 |
1.0874 |
1.0841 |
|
| R1 |
1.0852 |
1.0852 |
1.0836 |
1.0863 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0825 |
| S1 |
1.0798 |
1.0798 |
1.0826 |
1.0809 |
| S2 |
1.0766 |
1.0766 |
1.0821 |
|
| S3 |
1.0712 |
1.0744 |
1.0816 |
|
| S4 |
1.0658 |
1.0690 |
1.0801 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1117 |
1.0895 |
|
| R3 |
1.1052 |
1.1000 |
1.0863 |
|
| R2 |
1.0935 |
1.0935 |
1.0852 |
|
| R1 |
1.0883 |
1.0883 |
1.0842 |
1.0851 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0802 |
| S1 |
1.0766 |
1.0766 |
1.0820 |
1.0734 |
| S2 |
1.0701 |
1.0701 |
1.0810 |
|
| S3 |
1.0584 |
1.0649 |
1.0799 |
|
| S4 |
1.0467 |
1.0532 |
1.0767 |
|
|
| 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% |
0.0062 |
0.6% |
67% |
False |
False |
872 |
| 10 |
1.0870 |
1.0753 |
0.0117 |
1.1% |
0.0051 |
0.5% |
67% |
False |
False |
897 |
| 20 |
1.0995 |
1.0753 |
0.0242 |
2.2% |
0.0062 |
0.6% |
32% |
False |
False |
887 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0062 |
0.6% |
17% |
False |
False |
778 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
17% |
False |
False |
596 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0059 |
0.5% |
33% |
False |
False |
473 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
40% |
False |
False |
401 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
40% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0982 |
|
1.618 |
1.0928 |
|
1.000 |
1.0895 |
|
0.618 |
1.0874 |
|
HIGH |
1.0841 |
|
0.618 |
1.0820 |
|
0.500 |
1.0814 |
|
0.382 |
1.0808 |
|
LOW |
1.0787 |
|
0.618 |
1.0754 |
|
1.000 |
1.0733 |
|
1.618 |
1.0700 |
|
2.618 |
1.0646 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0820 |
| PP |
1.0820 |
1.0808 |
| S1 |
1.0814 |
1.0797 |
|