CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0969 |
-0.0001 |
0.0% |
1.0889 |
| High |
1.0988 |
1.1007 |
0.0020 |
0.2% |
1.1026 |
| Low |
1.0946 |
1.0964 |
0.0018 |
0.2% |
1.0885 |
| Close |
1.0969 |
1.0995 |
0.0027 |
0.2% |
1.0987 |
| Range |
0.0042 |
0.0043 |
0.0002 |
3.6% |
0.0142 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
172,795 |
407,056 |
234,261 |
135.6% |
111,495 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1099 |
1.1019 |
|
| R3 |
1.1075 |
1.1056 |
1.1007 |
|
| R2 |
1.1032 |
1.1032 |
1.1003 |
|
| R1 |
1.1013 |
1.1013 |
1.0999 |
1.1023 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0993 |
| S1 |
1.0970 |
1.0970 |
1.0991 |
1.0980 |
| S2 |
1.0946 |
1.0946 |
1.0987 |
|
| S3 |
1.0903 |
1.0927 |
1.0983 |
|
| S4 |
1.0860 |
1.0884 |
1.0971 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1330 |
1.1064 |
|
| R3 |
1.1249 |
1.1188 |
1.1025 |
|
| R2 |
1.1107 |
1.1107 |
1.1012 |
|
| R1 |
1.1047 |
1.1047 |
1.0999 |
1.1077 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0981 |
| S1 |
1.0905 |
1.0905 |
1.0974 |
1.0936 |
| S2 |
1.0824 |
1.0824 |
1.0961 |
|
| S3 |
1.0683 |
1.0764 |
1.0948 |
|
| S4 |
1.0541 |
1.0622 |
1.0909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1026 |
1.0913 |
0.0113 |
1.0% |
0.0052 |
0.5% |
73% |
False |
False |
152,441 |
| 10 |
1.1026 |
1.0844 |
0.0182 |
1.7% |
0.0050 |
0.5% |
83% |
False |
False |
79,485 |
| 20 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0049 |
0.4% |
89% |
False |
False |
40,695 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0055 |
0.5% |
89% |
False |
False |
20,788 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.1% |
0.0058 |
0.5% |
53% |
False |
False |
14,050 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.1% |
0.0058 |
0.5% |
53% |
False |
False |
10,587 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0057 |
0.5% |
62% |
False |
False |
8,492 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
66% |
False |
False |
7,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.1120 |
|
1.618 |
1.1077 |
|
1.000 |
1.1050 |
|
0.618 |
1.1034 |
|
HIGH |
1.1007 |
|
0.618 |
1.0991 |
|
0.500 |
1.0986 |
|
0.382 |
1.0980 |
|
LOW |
1.0964 |
|
0.618 |
1.0937 |
|
1.000 |
1.0921 |
|
1.618 |
1.0894 |
|
2.618 |
1.0851 |
|
4.250 |
1.0781 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0989 |
| PP |
1.0989 |
1.0983 |
| S1 |
1.0986 |
1.0977 |
|