CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0902 |
-0.0060 |
-0.5% |
1.0932 |
| High |
1.0982 |
1.0906 |
-0.0076 |
-0.7% |
1.0982 |
| Low |
1.0894 |
1.0840 |
-0.0054 |
-0.5% |
1.0840 |
| Close |
1.0901 |
1.0842 |
-0.0059 |
-0.5% |
1.0842 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-25.0% |
0.0142 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
290,152 |
250,627 |
-39,525 |
-13.6% |
1,111,599 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.1017 |
1.0878 |
|
| R3 |
1.0994 |
1.0951 |
1.0860 |
|
| R2 |
1.0928 |
1.0928 |
1.0854 |
|
| R1 |
1.0885 |
1.0885 |
1.0848 |
1.0874 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0857 |
| S1 |
1.0819 |
1.0819 |
1.0835 |
1.0808 |
| S2 |
1.0796 |
1.0796 |
1.0829 |
|
| S3 |
1.0730 |
1.0753 |
1.0823 |
|
| S4 |
1.0664 |
1.0687 |
1.0805 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1220 |
1.0920 |
|
| R3 |
1.1172 |
1.1078 |
1.0881 |
|
| R2 |
1.1030 |
1.1030 |
1.0868 |
|
| R1 |
1.0936 |
1.0936 |
1.0855 |
1.0912 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0876 |
| S1 |
1.0794 |
1.0794 |
1.0828 |
1.0770 |
| S2 |
1.0746 |
1.0746 |
1.0815 |
|
| S3 |
1.0604 |
1.0652 |
1.0802 |
|
| S4 |
1.0462 |
1.0510 |
1.0763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0982 |
1.0840 |
0.0142 |
1.3% |
0.0065 |
0.6% |
1% |
False |
True |
222,319 |
| 10 |
1.1007 |
1.0840 |
0.0168 |
1.5% |
0.0054 |
0.5% |
1% |
False |
True |
225,858 |
| 20 |
1.1026 |
1.0840 |
0.0187 |
1.7% |
0.0053 |
0.5% |
1% |
False |
True |
119,141 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0056 |
0.5% |
32% |
False |
False |
60,227 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
19% |
False |
False |
40,394 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
19% |
False |
False |
30,367 |
| 100 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0058 |
0.5% |
35% |
False |
False |
24,313 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
41% |
False |
False |
20,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1078 |
|
1.618 |
1.1012 |
|
1.000 |
1.0972 |
|
0.618 |
1.0946 |
|
HIGH |
1.0906 |
|
0.618 |
1.0880 |
|
0.500 |
1.0873 |
|
0.382 |
1.0865 |
|
LOW |
1.0840 |
|
0.618 |
1.0799 |
|
1.000 |
1.0774 |
|
1.618 |
1.0733 |
|
2.618 |
1.0667 |
|
4.250 |
1.0559 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0911 |
| PP |
1.0862 |
1.0888 |
| S1 |
1.0852 |
1.0865 |
|