CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0982 |
0.0086 |
0.8% |
1.0871 |
| High |
1.0919 |
1.0982 |
0.0064 |
0.6% |
1.0882 |
| Low |
1.0896 |
1.0902 |
0.0006 |
0.1% |
1.0801 |
| Close |
1.0914 |
1.0917 |
0.0003 |
0.0% |
1.0875 |
| Range |
0.0023 |
0.0080 |
0.0058 |
255.6% |
0.0081 |
| ATR |
0.0044 |
0.0046 |
0.0003 |
5.9% |
0.0000 |
| Volume |
39 |
34 |
-5 |
-12.8% |
356 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1125 |
1.0961 |
|
| R3 |
1.1094 |
1.1045 |
1.0939 |
|
| R2 |
1.1014 |
1.1014 |
1.0931 |
|
| R1 |
1.0965 |
1.0965 |
1.0924 |
1.0949 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0926 |
| S1 |
1.0885 |
1.0885 |
1.0909 |
1.0869 |
| S2 |
1.0854 |
1.0854 |
1.0902 |
|
| S3 |
1.0774 |
1.0805 |
1.0895 |
|
| S4 |
1.0694 |
1.0725 |
1.0873 |
|
|
| 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 |
1.0982 |
1.0832 |
0.0150 |
1.4% |
0.0042 |
0.4% |
56% |
True |
False |
65 |
| 10 |
1.0982 |
1.0801 |
0.0181 |
1.7% |
0.0036 |
0.3% |
64% |
True |
False |
56 |
| 20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0041 |
0.4% |
59% |
False |
False |
56 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0040 |
0.4% |
26% |
False |
False |
66 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
26% |
False |
False |
70 |
| 80 |
1.1252 |
1.0699 |
0.0554 |
5.1% |
0.0036 |
0.3% |
39% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1191 |
|
1.618 |
1.1111 |
|
1.000 |
1.1062 |
|
0.618 |
1.1031 |
|
HIGH |
1.0982 |
|
0.618 |
1.0951 |
|
0.500 |
1.0942 |
|
0.382 |
1.0933 |
|
LOW |
1.0902 |
|
0.618 |
1.0853 |
|
1.000 |
1.0822 |
|
1.618 |
1.0773 |
|
2.618 |
1.0693 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0936 |
| PP |
1.0934 |
1.0930 |
| S1 |
1.0925 |
1.0923 |
|