CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0944 |
0.0041 |
0.4% |
1.0870 |
| High |
1.0962 |
1.0994 |
0.0033 |
0.3% |
1.0916 |
| Low |
1.0889 |
1.0913 |
0.0025 |
0.2% |
1.0844 |
| Close |
1.0943 |
1.0992 |
0.0049 |
0.4% |
1.0889 |
| Range |
0.0073 |
0.0081 |
0.0008 |
11.0% |
0.0072 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
| Volume |
12,711 |
38,138 |
25,427 |
200.0% |
12,747 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1182 |
1.1037 |
|
| R3 |
1.1128 |
1.1101 |
1.1014 |
|
| R2 |
1.1047 |
1.1047 |
1.1007 |
|
| R1 |
1.1020 |
1.1020 |
1.0999 |
1.1034 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0973 |
| S1 |
1.0939 |
1.0939 |
1.0985 |
1.0953 |
| S2 |
1.0885 |
1.0885 |
1.0977 |
|
| S3 |
1.0804 |
1.0858 |
1.0970 |
|
| S4 |
1.0723 |
1.0777 |
1.0947 |
|
|
| 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 |
1.0994 |
1.0846 |
0.0149 |
1.4% |
0.0053 |
0.5% |
99% |
True |
False |
13,650 |
| 10 |
1.0994 |
1.0844 |
0.0150 |
1.4% |
0.0047 |
0.4% |
99% |
True |
False |
8,243 |
| 20 |
1.0994 |
1.0753 |
0.0241 |
2.2% |
0.0052 |
0.5% |
99% |
True |
False |
4,637 |
| 40 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0058 |
0.5% |
73% |
False |
False |
2,805 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.1% |
0.0060 |
0.5% |
52% |
False |
False |
2,006 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.1% |
0.0059 |
0.5% |
52% |
False |
False |
1,539 |
| 100 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
62% |
False |
False |
1,255 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
65% |
False |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1206 |
|
1.618 |
1.1125 |
|
1.000 |
1.1075 |
|
0.618 |
1.1044 |
|
HIGH |
1.0994 |
|
0.618 |
1.0963 |
|
0.500 |
1.0954 |
|
0.382 |
1.0944 |
|
LOW |
1.0913 |
|
0.618 |
1.0863 |
|
1.000 |
1.0832 |
|
1.618 |
1.0782 |
|
2.618 |
1.0701 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.0975 |
| PP |
1.0966 |
1.0958 |
| S1 |
1.0954 |
1.0940 |
|