CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0928 |
-0.0065 |
-0.6% |
1.0984 |
| High |
1.0997 |
1.0941 |
-0.0056 |
-0.5% |
1.1007 |
| Low |
1.0922 |
1.0915 |
-0.0008 |
-0.1% |
1.0915 |
| Close |
1.0927 |
1.0932 |
0.0005 |
0.0% |
1.0932 |
| Range |
0.0075 |
0.0027 |
-0.0049 |
-64.7% |
0.0093 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
263,807 |
207,446 |
-56,361 |
-21.4% |
1,146,986 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0997 |
1.0946 |
|
| R3 |
1.0982 |
1.0970 |
1.0939 |
|
| R2 |
1.0956 |
1.0956 |
1.0936 |
|
| R1 |
1.0944 |
1.0944 |
1.0934 |
1.0950 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0932 |
| S1 |
1.0917 |
1.0917 |
1.0929 |
1.0923 |
| S2 |
1.0903 |
1.0903 |
1.0927 |
|
| S3 |
1.0876 |
1.0891 |
1.0924 |
|
| S4 |
1.0850 |
1.0864 |
1.0917 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1173 |
1.0982 |
|
| R3 |
1.1136 |
1.1080 |
1.0957 |
|
| R2 |
1.1044 |
1.1044 |
1.0948 |
|
| R1 |
1.0988 |
1.0988 |
1.0940 |
1.0969 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0942 |
| S1 |
1.0895 |
1.0895 |
1.0923 |
1.0877 |
| S2 |
1.0859 |
1.0859 |
1.0915 |
|
| S3 |
1.0766 |
1.0803 |
1.0906 |
|
| S4 |
1.0674 |
1.0710 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1007 |
1.0915 |
0.0093 |
0.8% |
0.0044 |
0.4% |
18% |
False |
True |
229,397 |
| 10 |
1.1026 |
1.0885 |
0.0142 |
1.3% |
0.0050 |
0.5% |
33% |
False |
False |
125,848 |
| 20 |
1.1026 |
1.0787 |
0.0239 |
2.2% |
0.0050 |
0.5% |
60% |
False |
False |
64,157 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0055 |
0.5% |
65% |
False |
False |
32,517 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
39% |
False |
False |
21,896 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
39% |
False |
False |
16,476 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
51% |
False |
False |
13,202 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0054 |
0.5% |
56% |
False |
False |
11,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.1010 |
|
1.618 |
1.0984 |
|
1.000 |
1.0968 |
|
0.618 |
1.0957 |
|
HIGH |
1.0941 |
|
0.618 |
1.0931 |
|
0.500 |
1.0928 |
|
0.382 |
1.0925 |
|
LOW |
1.0915 |
|
0.618 |
1.0898 |
|
1.000 |
1.0888 |
|
1.618 |
1.0872 |
|
2.618 |
1.0845 |
|
4.250 |
1.0802 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0961 |
| PP |
1.0929 |
1.0951 |
| S1 |
1.0928 |
1.0941 |
|