CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0869 |
-0.0017 |
-0.2% |
1.0860 |
| High |
1.0885 |
1.0881 |
-0.0005 |
0.0% |
1.0885 |
| Low |
1.0845 |
1.0861 |
0.0016 |
0.1% |
1.0831 |
| Close |
1.0873 |
1.0880 |
0.0007 |
0.1% |
1.0880 |
| Range |
0.0040 |
0.0020 |
-0.0020 |
-50.0% |
0.0054 |
| ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
14 |
59 |
45 |
321.4% |
263 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0927 |
1.0891 |
|
| R3 |
1.0914 |
1.0907 |
1.0885 |
|
| R2 |
1.0894 |
1.0894 |
1.0883 |
|
| R1 |
1.0887 |
1.0887 |
1.0881 |
1.0890 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0875 |
| S1 |
1.0867 |
1.0867 |
1.0878 |
1.0870 |
| S2 |
1.0854 |
1.0854 |
1.0876 |
|
| S3 |
1.0834 |
1.0847 |
1.0874 |
|
| S4 |
1.0814 |
1.0827 |
1.0869 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.1007 |
1.0909 |
|
| R3 |
1.0973 |
1.0953 |
1.0894 |
|
| R2 |
1.0919 |
1.0919 |
1.0889 |
|
| R1 |
1.0899 |
1.0899 |
1.0884 |
1.0909 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0870 |
| S1 |
1.0845 |
1.0845 |
1.0875 |
1.0855 |
| S2 |
1.0811 |
1.0811 |
1.0870 |
|
| S3 |
1.0757 |
1.0791 |
1.0865 |
|
| S4 |
1.0703 |
1.0737 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0885 |
1.0831 |
0.0054 |
0.5% |
0.0026 |
0.2% |
90% |
False |
False |
52 |
| 10 |
1.0998 |
1.0831 |
0.0167 |
1.5% |
0.0043 |
0.4% |
29% |
False |
False |
57 |
| 20 |
1.1094 |
1.0831 |
0.0263 |
2.4% |
0.0038 |
0.3% |
18% |
False |
False |
61 |
| 40 |
1.1252 |
1.0831 |
0.0421 |
3.9% |
0.0040 |
0.4% |
12% |
False |
False |
67 |
| 60 |
1.1252 |
1.0831 |
0.0421 |
3.9% |
0.0038 |
0.4% |
12% |
False |
False |
72 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
33% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0933 |
|
1.618 |
1.0913 |
|
1.000 |
1.0901 |
|
0.618 |
1.0893 |
|
HIGH |
1.0881 |
|
0.618 |
1.0873 |
|
0.500 |
1.0871 |
|
0.382 |
1.0868 |
|
LOW |
1.0861 |
|
0.618 |
1.0848 |
|
1.000 |
1.0841 |
|
1.618 |
1.0828 |
|
2.618 |
1.0808 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0875 |
| PP |
1.0874 |
1.0870 |
| S1 |
1.0871 |
1.0865 |
|