CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0873 |
1.0878 |
0.0005 |
0.0% |
1.0831 |
| High |
1.0938 |
1.0889 |
-0.0049 |
-0.4% |
1.0938 |
| Low |
1.0857 |
1.0864 |
0.0007 |
0.1% |
1.0816 |
| Close |
1.0873 |
1.0875 |
0.0002 |
0.0% |
1.0875 |
| Range |
0.0081 |
0.0026 |
-0.0056 |
-68.5% |
0.0122 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
2,537 |
6,526 |
3,989 |
157.2% |
11,062 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0939 |
1.0889 |
|
| R3 |
1.0927 |
1.0914 |
1.0882 |
|
| R2 |
1.0901 |
1.0901 |
1.0880 |
|
| R1 |
1.0888 |
1.0888 |
1.0877 |
1.0882 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0873 |
| S1 |
1.0863 |
1.0863 |
1.0873 |
1.0857 |
| S2 |
1.0850 |
1.0850 |
1.0870 |
|
| S3 |
1.0825 |
1.0837 |
1.0868 |
|
| S4 |
1.0799 |
1.0812 |
1.0861 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1179 |
1.0942 |
|
| R3 |
1.1119 |
1.1058 |
1.0908 |
|
| R2 |
1.0998 |
1.0998 |
1.0897 |
|
| R1 |
1.0936 |
1.0936 |
1.0886 |
1.0967 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0892 |
| S1 |
1.0815 |
1.0815 |
1.0864 |
1.0846 |
| S2 |
1.0755 |
1.0755 |
1.0853 |
|
| S3 |
1.0633 |
1.0693 |
1.0842 |
|
| S4 |
1.0512 |
1.0572 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0938 |
1.0787 |
0.0151 |
1.4% |
0.0053 |
0.5% |
58% |
False |
False |
2,385 |
| 10 |
1.0938 |
1.0753 |
0.0185 |
1.7% |
0.0055 |
0.5% |
66% |
False |
False |
1,620 |
| 20 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0059 |
0.5% |
60% |
False |
False |
1,313 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0062 |
0.6% |
27% |
False |
False |
1,021 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
27% |
False |
False |
775 |
| 80 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0059 |
0.5% |
41% |
False |
False |
606 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
47% |
False |
False |
510 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
47% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0956 |
|
1.618 |
1.0930 |
|
1.000 |
1.0915 |
|
0.618 |
1.0905 |
|
HIGH |
1.0889 |
|
0.618 |
1.0879 |
|
0.500 |
1.0876 |
|
0.382 |
1.0873 |
|
LOW |
1.0864 |
|
0.618 |
1.0848 |
|
1.000 |
1.0838 |
|
1.618 |
1.0822 |
|
2.618 |
1.0797 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0891 |
| PP |
1.0876 |
1.0886 |
| S1 |
1.0875 |
1.0880 |
|