CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0810 |
-0.0053 |
-0.5% |
1.0860 |
| High |
1.0864 |
1.0828 |
-0.0036 |
-0.3% |
1.0885 |
| Low |
1.0801 |
1.0810 |
0.0009 |
0.1% |
1.0831 |
| Close |
1.0801 |
1.0828 |
0.0027 |
0.2% |
1.0880 |
| Range |
0.0063 |
0.0018 |
-0.0045 |
-71.4% |
0.0054 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
40 |
123 |
83 |
207.5% |
263 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0870 |
1.0837 |
|
| R3 |
1.0858 |
1.0852 |
1.0832 |
|
| R2 |
1.0840 |
1.0840 |
1.0831 |
|
| R1 |
1.0834 |
1.0834 |
1.0829 |
1.0837 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0823 |
| S1 |
1.0816 |
1.0816 |
1.0826 |
1.0819 |
| S2 |
1.0804 |
1.0804 |
1.0824 |
|
| S3 |
1.0786 |
1.0798 |
1.0823 |
|
| S4 |
1.0768 |
1.0780 |
1.0818 |
|
|
| 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 |
1.0801 |
0.0084 |
0.8% |
0.0029 |
0.3% |
32% |
False |
False |
48 |
| 10 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0041 |
0.4% |
13% |
False |
False |
51 |
| 20 |
1.1006 |
1.0801 |
0.0205 |
1.9% |
0.0034 |
0.3% |
13% |
False |
False |
55 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0036 |
0.3% |
6% |
False |
False |
63 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0036 |
0.3% |
6% |
False |
False |
74 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
24% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0875 |
|
1.618 |
1.0857 |
|
1.000 |
1.0846 |
|
0.618 |
1.0839 |
|
HIGH |
1.0828 |
|
0.618 |
1.0821 |
|
0.500 |
1.0819 |
|
0.382 |
1.0817 |
|
LOW |
1.0810 |
|
0.618 |
1.0799 |
|
1.000 |
1.0792 |
|
1.618 |
1.0781 |
|
2.618 |
1.0763 |
|
4.250 |
1.0734 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0836 |
| PP |
1.0822 |
1.0833 |
| S1 |
1.0819 |
1.0830 |
|