CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0866 |
0.0013 |
0.1% |
1.0946 |
| High |
1.0855 |
1.0880 |
0.0026 |
0.2% |
1.0998 |
| Low |
1.0831 |
1.0860 |
0.0029 |
0.3% |
1.0885 |
| Close |
1.0851 |
1.0871 |
0.0021 |
0.2% |
1.0896 |
| Range |
0.0024 |
0.0020 |
-0.0004 |
-14.9% |
0.0113 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
105 |
69 |
-36 |
-34.3% |
310 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0921 |
1.0882 |
|
| R3 |
1.0910 |
1.0901 |
1.0877 |
|
| R2 |
1.0890 |
1.0890 |
1.0875 |
|
| R1 |
1.0881 |
1.0881 |
1.0873 |
1.0886 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0873 |
| S1 |
1.0861 |
1.0861 |
1.0869 |
1.0866 |
| S2 |
1.0850 |
1.0850 |
1.0867 |
|
| S3 |
1.0830 |
1.0841 |
1.0866 |
|
| S4 |
1.0810 |
1.0821 |
1.0860 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1192 |
1.0957 |
|
| R3 |
1.1151 |
1.1080 |
1.0926 |
|
| R2 |
1.1039 |
1.1039 |
1.0916 |
|
| R1 |
1.0967 |
1.0967 |
1.0906 |
1.0947 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0916 |
| S1 |
1.0855 |
1.0855 |
1.0885 |
1.0834 |
| S2 |
1.0814 |
1.0814 |
1.0875 |
|
| S3 |
1.0701 |
1.0742 |
1.0865 |
|
| S4 |
1.0589 |
1.0630 |
1.0834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0998 |
1.0831 |
0.0167 |
1.5% |
0.0053 |
0.5% |
24% |
False |
False |
55 |
| 10 |
1.0998 |
1.0831 |
0.0167 |
1.5% |
0.0047 |
0.4% |
24% |
False |
False |
56 |
| 20 |
1.1094 |
1.0831 |
0.0263 |
2.4% |
0.0038 |
0.4% |
15% |
False |
False |
59 |
| 40 |
1.1252 |
1.0831 |
0.0421 |
3.9% |
0.0040 |
0.4% |
10% |
False |
False |
71 |
| 60 |
1.1252 |
1.0811 |
0.0441 |
4.1% |
0.0038 |
0.3% |
14% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0965 |
|
2.618 |
1.0932 |
|
1.618 |
1.0912 |
|
1.000 |
1.0900 |
|
0.618 |
1.0892 |
|
HIGH |
1.0880 |
|
0.618 |
1.0872 |
|
0.500 |
1.0870 |
|
0.382 |
1.0868 |
|
LOW |
1.0860 |
|
0.618 |
1.0848 |
|
1.000 |
1.0840 |
|
1.618 |
1.0828 |
|
2.618 |
1.0808 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0866 |
| PP |
1.0870 |
1.0861 |
| S1 |
1.0870 |
1.0856 |
|