CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0851 |
-0.0037 |
-0.3% |
1.0870 |
| High |
1.0904 |
1.0890 |
-0.0014 |
-0.1% |
1.0916 |
| Low |
1.0844 |
1.0846 |
0.0002 |
0.0% |
1.0844 |
| Close |
1.0850 |
1.0889 |
0.0039 |
0.4% |
1.0889 |
| Range |
0.0060 |
0.0045 |
-0.0016 |
-25.8% |
0.0072 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,533 |
5,094 |
2,561 |
101.1% |
12,747 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0993 |
1.0913 |
|
| R3 |
1.0964 |
1.0949 |
1.0901 |
|
| R2 |
1.0919 |
1.0919 |
1.0897 |
|
| R1 |
1.0904 |
1.0904 |
1.0893 |
1.0912 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0879 |
| S1 |
1.0860 |
1.0860 |
1.0885 |
1.0867 |
| S2 |
1.0830 |
1.0830 |
1.0881 |
|
| S3 |
1.0786 |
1.0815 |
1.0877 |
|
| S4 |
1.0741 |
1.0771 |
1.0865 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1066 |
1.0929 |
|
| R3 |
1.1027 |
1.0994 |
1.0909 |
|
| R2 |
1.0955 |
1.0955 |
1.0902 |
|
| R1 |
1.0922 |
1.0922 |
1.0896 |
1.0939 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0891 |
| S1 |
1.0850 |
1.0850 |
1.0882 |
1.0867 |
| S2 |
1.0811 |
1.0811 |
1.0876 |
|
| S3 |
1.0739 |
1.0778 |
1.0869 |
|
| S4 |
1.0667 |
1.0706 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0916 |
1.0844 |
0.0072 |
0.7% |
0.0046 |
0.4% |
63% |
False |
False |
2,549 |
| 10 |
1.0938 |
1.0787 |
0.0151 |
1.4% |
0.0050 |
0.5% |
68% |
False |
False |
2,467 |
| 20 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0053 |
0.5% |
67% |
False |
False |
1,690 |
| 40 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0059 |
0.5% |
42% |
False |
False |
1,276 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0060 |
0.5% |
30% |
False |
False |
973 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
30% |
False |
False |
755 |
| 100 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
45% |
False |
False |
631 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
49% |
False |
False |
538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.1007 |
|
1.618 |
1.0962 |
|
1.000 |
1.0935 |
|
0.618 |
1.0918 |
|
HIGH |
1.0890 |
|
0.618 |
1.0873 |
|
0.500 |
1.0868 |
|
0.382 |
1.0862 |
|
LOW |
1.0846 |
|
0.618 |
1.0818 |
|
1.000 |
1.0801 |
|
1.618 |
1.0773 |
|
2.618 |
1.0729 |
|
4.250 |
1.0656 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0884 |
| PP |
1.0875 |
1.0879 |
| S1 |
1.0868 |
1.0874 |
|