CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.0922 |
-0.0060 |
-0.5% |
1.0890 |
| High |
1.0982 |
1.0923 |
-0.0059 |
-0.5% |
1.0982 |
| Low |
1.0902 |
1.0919 |
0.0017 |
0.2% |
1.0890 |
| Close |
1.0917 |
1.0919 |
0.0003 |
0.0% |
1.0919 |
| Range |
0.0080 |
0.0004 |
-0.0076 |
-95.0% |
0.0092 |
| ATR |
0.0046 |
0.0043 |
-0.0003 |
-6.1% |
0.0000 |
| Volume |
34 |
53 |
19 |
55.9% |
190 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0930 |
1.0921 |
|
| R3 |
1.0928 |
1.0926 |
1.0920 |
|
| R2 |
1.0924 |
1.0924 |
1.0920 |
|
| R1 |
1.0922 |
1.0922 |
1.0919 |
1.0921 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0920 |
| S1 |
1.0918 |
1.0918 |
1.0919 |
1.0917 |
| S2 |
1.0916 |
1.0916 |
1.0918 |
|
| S3 |
1.0912 |
1.0914 |
1.0918 |
|
| S4 |
1.0908 |
1.0910 |
1.0917 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1155 |
1.0970 |
|
| R3 |
1.1114 |
1.1063 |
1.0944 |
|
| R2 |
1.1022 |
1.1022 |
1.0936 |
|
| R1 |
1.0971 |
1.0971 |
1.0927 |
1.0997 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0943 |
| S1 |
1.0879 |
1.0879 |
1.0911 |
1.0905 |
| S2 |
1.0838 |
1.0838 |
1.0902 |
|
| S3 |
1.0746 |
1.0787 |
1.0894 |
|
| S4 |
1.0654 |
1.0695 |
1.0868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0982 |
1.0857 |
0.0125 |
1.1% |
0.0034 |
0.3% |
50% |
False |
False |
43 |
| 10 |
1.0982 |
1.0801 |
0.0181 |
1.7% |
0.0032 |
0.3% |
65% |
False |
False |
60 |
| 20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0040 |
0.4% |
60% |
False |
False |
55 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0040 |
0.4% |
26% |
False |
False |
67 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
26% |
False |
False |
69 |
| 80 |
1.1252 |
1.0704 |
0.0548 |
5.0% |
0.0036 |
0.3% |
39% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0940 |
|
2.618 |
1.0933 |
|
1.618 |
1.0929 |
|
1.000 |
1.0927 |
|
0.618 |
1.0925 |
|
HIGH |
1.0923 |
|
0.618 |
1.0921 |
|
0.500 |
1.0921 |
|
0.382 |
1.0921 |
|
LOW |
1.0919 |
|
0.618 |
1.0917 |
|
1.000 |
1.0915 |
|
1.618 |
1.0913 |
|
2.618 |
1.0909 |
|
4.250 |
1.0902 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0939 |
| PP |
1.0920 |
1.0932 |
| S1 |
1.0920 |
1.0926 |
|