CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0896 |
0.0006 |
0.1% |
1.0871 |
| High |
1.0930 |
1.0919 |
-0.0011 |
-0.1% |
1.0882 |
| Low |
1.0890 |
1.0896 |
0.0006 |
0.1% |
1.0801 |
| Close |
1.0904 |
1.0914 |
0.0010 |
0.1% |
1.0875 |
| Range |
0.0040 |
0.0023 |
-0.0017 |
-43.0% |
0.0081 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
64 |
39 |
-25 |
-39.1% |
356 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0968 |
1.0926 |
|
| R3 |
1.0954 |
1.0945 |
1.0920 |
|
| R2 |
1.0932 |
1.0932 |
1.0918 |
|
| R1 |
1.0923 |
1.0923 |
1.0916 |
1.0927 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0912 |
| S1 |
1.0900 |
1.0900 |
1.0911 |
1.0905 |
| S2 |
1.0887 |
1.0887 |
1.0909 |
|
| S3 |
1.0864 |
1.0878 |
1.0907 |
|
| S4 |
1.0842 |
1.0855 |
1.0901 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1065 |
1.0919 |
|
| R3 |
1.1014 |
1.0985 |
1.0897 |
|
| R2 |
1.0933 |
1.0933 |
1.0890 |
|
| R1 |
1.0904 |
1.0904 |
1.0882 |
1.0919 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0860 |
| S1 |
1.0824 |
1.0824 |
1.0868 |
1.0838 |
| S2 |
1.0772 |
1.0772 |
1.0860 |
|
| S3 |
1.0692 |
1.0743 |
1.0853 |
|
| S4 |
1.0611 |
1.0663 |
1.0831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0930 |
1.0810 |
0.0120 |
1.1% |
0.0030 |
0.3% |
87% |
False |
False |
83 |
| 10 |
1.0930 |
1.0801 |
0.0129 |
1.2% |
0.0030 |
0.3% |
88% |
False |
False |
60 |
| 20 |
1.1006 |
1.0801 |
0.0205 |
1.9% |
0.0038 |
0.3% |
55% |
False |
False |
55 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
25% |
False |
False |
68 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
25% |
False |
False |
77 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
39% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0977 |
|
1.618 |
1.0955 |
|
1.000 |
1.0941 |
|
0.618 |
1.0932 |
|
HIGH |
1.0919 |
|
0.618 |
1.0910 |
|
0.500 |
1.0907 |
|
0.382 |
1.0905 |
|
LOW |
1.0896 |
|
0.618 |
1.0882 |
|
1.000 |
1.0874 |
|
1.618 |
1.0860 |
|
2.618 |
1.0837 |
|
4.250 |
1.0800 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0907 |
| PP |
1.0909 |
1.0900 |
| S1 |
1.0907 |
1.0893 |
|