CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0862 |
-0.0006 |
-0.1% |
1.0844 |
| High |
1.0874 |
1.0862 |
-0.0012 |
-0.1% |
1.0902 |
| Low |
1.0846 |
1.0809 |
-0.0037 |
-0.3% |
1.0809 |
| Close |
1.0857 |
1.0822 |
-0.0036 |
-0.3% |
1.0822 |
| Range |
0.0028 |
0.0054 |
0.0026 |
91.1% |
0.0093 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
158,436 |
242,746 |
84,310 |
53.2% |
728,616 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0960 |
1.0851 |
|
| R3 |
1.0938 |
1.0906 |
1.0836 |
|
| R2 |
1.0884 |
1.0884 |
1.0831 |
|
| R1 |
1.0853 |
1.0853 |
1.0826 |
1.0842 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0825 |
| S1 |
1.0799 |
1.0799 |
1.0817 |
1.0788 |
| S2 |
1.0777 |
1.0777 |
1.0812 |
|
| S3 |
1.0724 |
1.0746 |
1.0807 |
|
| S4 |
1.0670 |
1.0692 |
1.0792 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1065 |
1.0873 |
|
| R3 |
1.1030 |
1.0972 |
1.0847 |
|
| R2 |
1.0937 |
1.0937 |
1.0839 |
|
| R1 |
1.0879 |
1.0879 |
1.0830 |
1.0862 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0835 |
| S1 |
1.0786 |
1.0786 |
1.0813 |
1.0769 |
| S2 |
1.0751 |
1.0751 |
1.0804 |
|
| S3 |
1.0658 |
1.0693 |
1.0796 |
|
| S4 |
1.0565 |
1.0600 |
1.0770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0906 |
1.0809 |
0.0097 |
0.9% |
0.0046 |
0.4% |
13% |
False |
True |
195,848 |
| 10 |
1.0982 |
1.0809 |
0.0173 |
1.6% |
0.0051 |
0.5% |
8% |
False |
True |
204,766 |
| 20 |
1.1026 |
1.0809 |
0.0218 |
2.0% |
0.0052 |
0.5% |
6% |
False |
True |
155,189 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0054 |
0.5% |
25% |
False |
False |
78,338 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0057 |
0.5% |
21% |
False |
False |
52,502 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
15% |
False |
False |
39,465 |
| 100 |
1.1209 |
1.0729 |
0.0481 |
4.4% |
0.0057 |
0.5% |
19% |
False |
False |
31,592 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0055 |
0.5% |
33% |
False |
False |
26,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.1002 |
|
1.618 |
1.0949 |
|
1.000 |
1.0916 |
|
0.618 |
1.0895 |
|
HIGH |
1.0862 |
|
0.618 |
1.0842 |
|
0.500 |
1.0835 |
|
0.382 |
1.0829 |
|
LOW |
1.0809 |
|
0.618 |
1.0775 |
|
1.000 |
1.0755 |
|
1.618 |
1.0722 |
|
2.618 |
1.0668 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0855 |
| PP |
1.0831 |
1.0844 |
| S1 |
1.0826 |
1.0833 |
|