CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0903 |
0.0000 |
0.0% |
1.0870 |
| High |
1.0923 |
1.0962 |
0.0039 |
0.4% |
1.0916 |
| Low |
1.0887 |
1.0889 |
0.0002 |
0.0% |
1.0844 |
| Close |
1.0900 |
1.0943 |
0.0044 |
0.4% |
1.0889 |
| Range |
0.0037 |
0.0073 |
0.0037 |
100.0% |
0.0072 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
2.9% |
0.0000 |
| Volume |
5,368 |
12,711 |
7,343 |
136.8% |
12,747 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1120 |
1.0983 |
|
| R3 |
1.1077 |
1.1047 |
1.0963 |
|
| R2 |
1.1004 |
1.1004 |
1.0956 |
|
| R1 |
1.0974 |
1.0974 |
1.0950 |
1.0989 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0939 |
| S1 |
1.0901 |
1.0901 |
1.0936 |
1.0916 |
| S2 |
1.0858 |
1.0858 |
1.0930 |
|
| S3 |
1.0785 |
1.0828 |
1.0923 |
|
| S4 |
1.0712 |
1.0755 |
1.0903 |
|
|
| 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 |
1.0962 |
1.0844 |
0.0118 |
1.1% |
0.0049 |
0.4% |
84% |
True |
False |
6,529 |
| 10 |
1.0962 |
1.0844 |
0.0118 |
1.1% |
0.0047 |
0.4% |
84% |
True |
False |
4,683 |
| 20 |
1.0962 |
1.0753 |
0.0209 |
1.9% |
0.0050 |
0.5% |
91% |
True |
False |
2,755 |
| 40 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0057 |
0.5% |
58% |
False |
False |
1,860 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0060 |
0.5% |
42% |
False |
False |
1,372 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
42% |
False |
False |
1,064 |
| 100 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
54% |
False |
False |
875 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
58% |
False |
False |
745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1153 |
|
1.618 |
1.1080 |
|
1.000 |
1.1035 |
|
0.618 |
1.1007 |
|
HIGH |
1.0962 |
|
0.618 |
1.0934 |
|
0.500 |
1.0925 |
|
0.382 |
1.0916 |
|
LOW |
1.0889 |
|
0.618 |
1.0843 |
|
1.000 |
1.0816 |
|
1.618 |
1.0770 |
|
2.618 |
1.0697 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0936 |
| PP |
1.0931 |
1.0930 |
| S1 |
1.0925 |
1.0923 |
|