CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0871 |
0.0003 |
0.0% |
1.0860 |
| High |
1.0881 |
1.0871 |
-0.0010 |
-0.1% |
1.0885 |
| Low |
1.0861 |
1.0867 |
0.0007 |
0.1% |
1.0831 |
| Close |
1.0880 |
1.0867 |
-0.0013 |
-0.1% |
1.0880 |
| Range |
0.0020 |
0.0004 |
-0.0016 |
-80.0% |
0.0054 |
| ATR |
0.0048 |
0.0046 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
59 |
4 |
-55 |
-93.2% |
263 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0878 |
1.0869 |
|
| R3 |
1.0876 |
1.0874 |
1.0868 |
|
| R2 |
1.0872 |
1.0872 |
1.0868 |
|
| R1 |
1.0870 |
1.0870 |
1.0867 |
1.0869 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0868 |
| S1 |
1.0866 |
1.0866 |
1.0867 |
1.0865 |
| S2 |
1.0864 |
1.0864 |
1.0866 |
|
| S3 |
1.0860 |
1.0862 |
1.0866 |
|
| S4 |
1.0856 |
1.0858 |
1.0865 |
|
|
| 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% |
0.0022 |
0.2% |
67% |
False |
False |
50 |
| 10 |
1.0998 |
1.0831 |
0.0167 |
1.5% |
0.0040 |
0.4% |
22% |
False |
False |
44 |
| 20 |
1.1058 |
1.0831 |
0.0227 |
2.1% |
0.0035 |
0.3% |
16% |
False |
False |
56 |
| 40 |
1.1252 |
1.0831 |
0.0421 |
3.9% |
0.0038 |
0.3% |
9% |
False |
False |
64 |
| 60 |
1.1252 |
1.0831 |
0.0421 |
3.9% |
0.0035 |
0.3% |
9% |
False |
False |
72 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0035 |
0.3% |
31% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0881 |
|
1.618 |
1.0877 |
|
1.000 |
1.0875 |
|
0.618 |
1.0873 |
|
HIGH |
1.0871 |
|
0.618 |
1.0869 |
|
0.500 |
1.0869 |
|
0.382 |
1.0869 |
|
LOW |
1.0867 |
|
0.618 |
1.0865 |
|
1.000 |
1.0863 |
|
1.618 |
1.0861 |
|
2.618 |
1.0857 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0866 |
| PP |
1.0868 |
1.0866 |
| S1 |
1.0868 |
1.0865 |
|