CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0832 |
0.0022 |
0.2% |
1.0860 |
| High |
1.0828 |
1.0877 |
0.0049 |
0.5% |
1.0885 |
| Low |
1.0810 |
1.0832 |
0.0022 |
0.2% |
1.0831 |
| Close |
1.0828 |
1.0867 |
0.0040 |
0.4% |
1.0880 |
| Range |
0.0018 |
0.0045 |
0.0027 |
150.0% |
0.0054 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
123 |
160 |
37 |
30.1% |
263 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0975 |
1.0892 |
|
| R3 |
1.0949 |
1.0930 |
1.0879 |
|
| R2 |
1.0904 |
1.0904 |
1.0875 |
|
| R1 |
1.0885 |
1.0885 |
1.0871 |
1.0895 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0863 |
| S1 |
1.0840 |
1.0840 |
1.0863 |
1.0850 |
| S2 |
1.0814 |
1.0814 |
1.0859 |
|
| S3 |
1.0769 |
1.0795 |
1.0855 |
|
| S4 |
1.0724 |
1.0750 |
1.0842 |
|
|
| 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 |
1.0881 |
1.0801 |
0.0080 |
0.7% |
0.0030 |
0.3% |
83% |
False |
False |
77 |
| 10 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0037 |
0.3% |
34% |
False |
False |
65 |
| 20 |
1.1006 |
1.0801 |
0.0205 |
1.9% |
0.0036 |
0.3% |
32% |
False |
False |
60 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0037 |
0.3% |
15% |
False |
False |
66 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0036 |
0.3% |
15% |
False |
False |
77 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
31% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0995 |
|
1.618 |
1.0950 |
|
1.000 |
1.0922 |
|
0.618 |
1.0905 |
|
HIGH |
1.0877 |
|
0.618 |
1.0860 |
|
0.500 |
1.0855 |
|
0.382 |
1.0849 |
|
LOW |
1.0832 |
|
0.618 |
1.0804 |
|
1.000 |
1.0787 |
|
1.618 |
1.0759 |
|
2.618 |
1.0714 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0858 |
| PP |
1.0859 |
1.0848 |
| S1 |
1.0855 |
1.0839 |
|