CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0875 |
0.0031 |
0.3% |
1.0932 |
| High |
1.0880 |
1.0902 |
0.0022 |
0.2% |
1.0982 |
| Low |
1.0839 |
1.0862 |
0.0023 |
0.2% |
1.0840 |
| Close |
1.0873 |
1.0870 |
-0.0004 |
0.0% |
1.0842 |
| Range |
0.0041 |
0.0040 |
-0.0001 |
-2.4% |
0.0142 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
155,869 |
171,565 |
15,696 |
10.1% |
1,111,599 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0974 |
1.0892 |
|
| R3 |
1.0958 |
1.0934 |
1.0881 |
|
| R2 |
1.0918 |
1.0918 |
1.0877 |
|
| R1 |
1.0894 |
1.0894 |
1.0873 |
1.0886 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0874 |
| S1 |
1.0854 |
1.0854 |
1.0866 |
1.0846 |
| S2 |
1.0838 |
1.0838 |
1.0862 |
|
| S3 |
1.0798 |
1.0814 |
1.0859 |
|
| S4 |
1.0758 |
1.0774 |
1.0848 |
|
|
| 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 |
1.0839 |
0.0143 |
1.3% |
0.0064 |
0.6% |
21% |
False |
False |
220,300 |
| 10 |
1.1007 |
1.0839 |
0.0168 |
1.5% |
0.0055 |
0.5% |
18% |
False |
False |
231,734 |
| 20 |
1.1026 |
1.0839 |
0.0187 |
1.7% |
0.0053 |
0.5% |
16% |
False |
False |
135,317 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0055 |
0.5% |
43% |
False |
False |
68,373 |
| 60 |
1.1161 |
1.0753 |
0.0408 |
3.8% |
0.0058 |
0.5% |
29% |
False |
False |
45,842 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
26% |
False |
False |
34,457 |
| 100 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0057 |
0.5% |
40% |
False |
False |
27,582 |
| 120 |
1.1209 |
1.0630 |
0.0579 |
5.3% |
0.0055 |
0.5% |
41% |
False |
False |
23,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.1006 |
|
1.618 |
1.0966 |
|
1.000 |
1.0942 |
|
0.618 |
1.0926 |
|
HIGH |
1.0902 |
|
0.618 |
1.0886 |
|
0.500 |
1.0882 |
|
0.382 |
1.0877 |
|
LOW |
1.0862 |
|
0.618 |
1.0837 |
|
1.000 |
1.0822 |
|
1.618 |
1.0797 |
|
2.618 |
1.0757 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0872 |
| PP |
1.0878 |
1.0871 |
| S1 |
1.0874 |
1.0870 |
|