CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0901 |
0.0031 |
0.3% |
1.0831 |
| High |
1.0910 |
1.0916 |
0.0006 |
0.1% |
1.0938 |
| Low |
1.0864 |
1.0886 |
0.0022 |
0.2% |
1.0816 |
| Close |
1.0898 |
1.0896 |
-0.0002 |
0.0% |
1.0875 |
| Range |
0.0046 |
0.0030 |
-0.0016 |
-34.8% |
0.0122 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
2,103 |
1,800 |
-303 |
-14.4% |
11,062 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0972 |
1.0912 |
|
| R3 |
1.0959 |
1.0942 |
1.0904 |
|
| R2 |
1.0929 |
1.0929 |
1.0901 |
|
| R1 |
1.0912 |
1.0912 |
1.0898 |
1.0906 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0896 |
| S1 |
1.0882 |
1.0882 |
1.0893 |
1.0876 |
| S2 |
1.0869 |
1.0869 |
1.0890 |
|
| S3 |
1.0839 |
1.0852 |
1.0887 |
|
| S4 |
1.0809 |
1.0822 |
1.0879 |
|
|
| 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 |
1.0845 |
0.0093 |
0.8% |
0.0043 |
0.4% |
55% |
False |
False |
2,684 |
| 10 |
1.0938 |
1.0753 |
0.0185 |
1.7% |
0.0055 |
0.5% |
77% |
False |
False |
1,897 |
| 20 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0057 |
0.5% |
70% |
False |
False |
1,428 |
| 40 |
1.1161 |
1.0753 |
0.0408 |
3.7% |
0.0060 |
0.6% |
35% |
False |
False |
1,105 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
31% |
False |
False |
837 |
| 80 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0058 |
0.5% |
44% |
False |
False |
648 |
| 100 |
1.1209 |
1.0630 |
0.0579 |
5.3% |
0.0055 |
0.5% |
46% |
False |
False |
547 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
50% |
False |
False |
465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.0995 |
|
1.618 |
1.0965 |
|
1.000 |
1.0946 |
|
0.618 |
1.0935 |
|
HIGH |
1.0916 |
|
0.618 |
1.0905 |
|
0.500 |
1.0901 |
|
0.382 |
1.0897 |
|
LOW |
1.0886 |
|
0.618 |
1.0867 |
|
1.000 |
1.0856 |
|
1.618 |
1.0837 |
|
2.618 |
1.0807 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0894 |
| PP |
1.0899 |
1.0892 |
| S1 |
1.0897 |
1.0890 |
|