CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0943 |
0.0021 |
0.2% |
1.0890 |
| High |
1.0923 |
1.0949 |
0.0026 |
0.2% |
1.0982 |
| Low |
1.0919 |
1.0942 |
0.0023 |
0.2% |
1.0890 |
| Close |
1.0919 |
1.0942 |
0.0023 |
0.2% |
1.0919 |
| Range |
0.0004 |
0.0008 |
0.0004 |
87.5% |
0.0092 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
53 |
29 |
-24 |
-45.3% |
190 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0962 |
1.0946 |
|
| R3 |
1.0959 |
1.0954 |
1.0944 |
|
| R2 |
1.0952 |
1.0952 |
1.0943 |
|
| R1 |
1.0947 |
1.0947 |
1.0942 |
1.0945 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0943 |
| S1 |
1.0939 |
1.0939 |
1.0941 |
1.0938 |
| S2 |
1.0937 |
1.0937 |
1.0940 |
|
| S3 |
1.0929 |
1.0932 |
1.0939 |
|
| S4 |
1.0922 |
1.0924 |
1.0937 |
|
|
| 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 |
1.0890 |
0.0092 |
0.8% |
0.0031 |
0.3% |
56% |
False |
False |
43 |
| 10 |
1.0982 |
1.0801 |
0.0181 |
1.7% |
0.0031 |
0.3% |
78% |
False |
False |
57 |
| 20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0037 |
0.3% |
72% |
False |
False |
57 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
31% |
False |
False |
68 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
31% |
False |
False |
69 |
| 80 |
1.1252 |
1.0704 |
0.0548 |
5.0% |
0.0035 |
0.3% |
43% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0969 |
|
1.618 |
1.0961 |
|
1.000 |
1.0957 |
|
0.618 |
1.0954 |
|
HIGH |
1.0949 |
|
0.618 |
1.0946 |
|
0.500 |
1.0945 |
|
0.382 |
1.0944 |
|
LOW |
1.0942 |
|
0.618 |
1.0937 |
|
1.000 |
1.0934 |
|
1.618 |
1.0929 |
|
2.618 |
1.0922 |
|
4.250 |
1.0910 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0942 |
| PP |
1.0944 |
1.0942 |
| S1 |
1.0943 |
1.0942 |
|