CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0893 |
-0.0086 |
-0.8% |
1.0989 |
| High |
1.0983 |
1.0974 |
-0.0010 |
-0.1% |
1.1006 |
| Low |
1.0930 |
1.0893 |
-0.0038 |
-0.3% |
1.0918 |
| Close |
1.0944 |
1.0974 |
0.0030 |
0.3% |
1.0963 |
| Range |
0.0053 |
0.0081 |
0.0028 |
52.8% |
0.0088 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.9% |
0.0000 |
| Volume |
81 |
25 |
-56 |
-69.1% |
264 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1163 |
1.1018 |
|
| R3 |
1.1109 |
1.1082 |
1.0996 |
|
| R2 |
1.1028 |
1.1028 |
1.0988 |
|
| R1 |
1.1001 |
1.1001 |
1.0981 |
1.1014 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0953 |
| S1 |
1.0920 |
1.0920 |
1.0966 |
1.0933 |
| S2 |
1.0866 |
1.0866 |
1.0959 |
|
| S3 |
1.0785 |
1.0839 |
1.0951 |
|
| S4 |
1.0704 |
1.0758 |
1.0929 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1182 |
1.1011 |
|
| R3 |
1.1138 |
1.1094 |
1.0987 |
|
| R2 |
1.1050 |
1.1050 |
1.0979 |
|
| R1 |
1.1006 |
1.1006 |
1.0971 |
1.0984 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0951 |
| S1 |
1.0918 |
1.0918 |
1.0954 |
1.0896 |
| S2 |
1.0874 |
1.0874 |
1.0946 |
|
| S3 |
1.0786 |
1.0830 |
1.0938 |
|
| S4 |
1.0698 |
1.0742 |
1.0914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0983 |
1.0893 |
0.0091 |
0.8% |
0.0050 |
0.5% |
90% |
False |
True |
49 |
| 10 |
1.1006 |
1.0893 |
0.0113 |
1.0% |
0.0035 |
0.3% |
72% |
False |
True |
56 |
| 20 |
1.1094 |
1.0893 |
0.0201 |
1.8% |
0.0039 |
0.4% |
40% |
False |
True |
56 |
| 40 |
1.1252 |
1.0889 |
0.0364 |
3.3% |
0.0039 |
0.4% |
23% |
False |
False |
74 |
| 60 |
1.1252 |
1.0811 |
0.0441 |
4.0% |
0.0035 |
0.3% |
37% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1318 |
|
2.618 |
1.1186 |
|
1.618 |
1.1105 |
|
1.000 |
1.1055 |
|
0.618 |
1.1024 |
|
HIGH |
1.0974 |
|
0.618 |
1.0943 |
|
0.500 |
1.0933 |
|
0.382 |
1.0923 |
|
LOW |
1.0893 |
|
0.618 |
1.0842 |
|
1.000 |
1.0812 |
|
1.618 |
1.0761 |
|
2.618 |
1.0680 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0962 |
| PP |
1.0947 |
1.0950 |
| S1 |
1.0933 |
1.0938 |
|