CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0895 |
-0.0006 |
-0.1% |
1.0831 |
| High |
1.0916 |
1.0896 |
-0.0021 |
-0.2% |
1.0938 |
| Low |
1.0886 |
1.0847 |
-0.0039 |
-0.4% |
1.0816 |
| Close |
1.0896 |
1.0884 |
-0.0012 |
-0.1% |
1.0875 |
| Range |
0.0030 |
0.0049 |
0.0019 |
61.7% |
0.0122 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,800 |
1,217 |
-583 |
-32.4% |
11,062 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.1001 |
1.0911 |
|
| R3 |
1.0973 |
1.0953 |
1.0897 |
|
| R2 |
1.0924 |
1.0924 |
1.0893 |
|
| R1 |
1.0904 |
1.0904 |
1.0888 |
1.0890 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0868 |
| S1 |
1.0856 |
1.0856 |
1.0880 |
1.0841 |
| S2 |
1.0827 |
1.0827 |
1.0875 |
|
| S3 |
1.0779 |
1.0807 |
1.0871 |
|
| S4 |
1.0730 |
1.0759 |
1.0857 |
|
|
| 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 |
1.0847 |
0.0091 |
0.8% |
0.0046 |
0.4% |
41% |
False |
True |
2,836 |
| 10 |
1.0938 |
1.0753 |
0.0185 |
1.7% |
0.0048 |
0.4% |
71% |
False |
False |
1,906 |
| 20 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0057 |
0.5% |
64% |
False |
False |
1,460 |
| 40 |
1.1119 |
1.0753 |
0.0366 |
3.4% |
0.0060 |
0.6% |
36% |
False |
False |
1,125 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
29% |
False |
False |
855 |
| 80 |
1.1209 |
1.0711 |
0.0498 |
4.6% |
0.0059 |
0.5% |
35% |
False |
False |
663 |
| 100 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
44% |
False |
False |
556 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
48% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1102 |
|
2.618 |
1.1022 |
|
1.618 |
1.0974 |
|
1.000 |
1.0944 |
|
0.618 |
1.0925 |
|
HIGH |
1.0896 |
|
0.618 |
1.0877 |
|
0.500 |
1.0871 |
|
0.382 |
1.0866 |
|
LOW |
1.0847 |
|
0.618 |
1.0817 |
|
1.000 |
1.0799 |
|
1.618 |
1.0769 |
|
2.618 |
1.0720 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0883 |
| PP |
1.0876 |
1.0882 |
| S1 |
1.0871 |
1.0882 |
|