CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0993 |
0.0024 |
0.2% |
1.0889 |
| High |
1.1007 |
1.0997 |
-0.0010 |
-0.1% |
1.1026 |
| Low |
1.0964 |
1.0922 |
-0.0042 |
-0.4% |
1.0885 |
| Close |
1.0995 |
1.0927 |
-0.0068 |
-0.6% |
1.0987 |
| Range |
0.0043 |
0.0075 |
0.0032 |
74.4% |
0.0142 |
| ATR |
0.0053 |
0.0054 |
0.0002 |
3.0% |
0.0000 |
| Volume |
407,056 |
263,807 |
-143,249 |
-35.2% |
111,495 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1125 |
1.0968 |
|
| R3 |
1.1099 |
1.1050 |
1.0948 |
|
| R2 |
1.1024 |
1.1024 |
1.0941 |
|
| R1 |
1.0975 |
1.0975 |
1.0934 |
1.0962 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0942 |
| S1 |
1.0900 |
1.0900 |
1.0920 |
1.0887 |
| S2 |
1.0874 |
1.0874 |
1.0913 |
|
| S3 |
1.0799 |
1.0825 |
1.0906 |
|
| S4 |
1.0724 |
1.0750 |
1.0886 |
|
|
| 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 |
1.0922 |
0.0104 |
1.0% |
0.0051 |
0.5% |
5% |
False |
True |
197,575 |
| 10 |
1.1026 |
1.0846 |
0.0181 |
1.7% |
0.0052 |
0.5% |
45% |
False |
False |
105,612 |
| 20 |
1.1026 |
1.0783 |
0.0244 |
2.2% |
0.0051 |
0.5% |
59% |
False |
False |
53,839 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0056 |
0.5% |
64% |
False |
False |
27,353 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
38% |
False |
False |
18,442 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
38% |
False |
False |
13,884 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
50% |
False |
False |
11,130 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0054 |
0.5% |
55% |
False |
False |
9,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1316 |
|
2.618 |
1.1193 |
|
1.618 |
1.1118 |
|
1.000 |
1.1072 |
|
0.618 |
1.1043 |
|
HIGH |
1.0997 |
|
0.618 |
1.0968 |
|
0.500 |
1.0960 |
|
0.382 |
1.0951 |
|
LOW |
1.0922 |
|
0.618 |
1.0876 |
|
1.000 |
1.0847 |
|
1.618 |
1.0801 |
|
2.618 |
1.0726 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0965 |
| PP |
1.0949 |
1.0952 |
| S1 |
1.0938 |
1.0940 |
|