CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0939 |
-0.0004 |
0.0% |
1.0890 |
| High |
1.0949 |
1.0940 |
-0.0009 |
-0.1% |
1.0982 |
| Low |
1.0942 |
1.0933 |
-0.0009 |
-0.1% |
1.0890 |
| Close |
1.0942 |
1.0940 |
-0.0002 |
0.0% |
1.0919 |
| Range |
0.0008 |
0.0008 |
0.0000 |
0.0% |
0.0092 |
| ATR |
0.0042 |
0.0040 |
-0.0002 |
-5.6% |
0.0000 |
| Volume |
29 |
201 |
172 |
593.1% |
190 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0957 |
1.0944 |
|
| R3 |
1.0952 |
1.0950 |
1.0942 |
|
| R2 |
1.0945 |
1.0945 |
1.0941 |
|
| R1 |
1.0942 |
1.0942 |
1.0940 |
1.0944 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0938 |
| S1 |
1.0935 |
1.0935 |
1.0939 |
1.0936 |
| S2 |
1.0930 |
1.0930 |
1.0938 |
|
| S3 |
1.0922 |
1.0927 |
1.0937 |
|
| S4 |
1.0915 |
1.0920 |
1.0935 |
|
|
| 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 |
1.0896 |
0.0086 |
0.8% |
0.0024 |
0.2% |
51% |
False |
False |
71 |
| 10 |
1.0982 |
1.0801 |
0.0181 |
1.7% |
0.0031 |
0.3% |
77% |
False |
False |
77 |
| 20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0036 |
0.3% |
70% |
False |
False |
60 |
| 40 |
1.1205 |
1.0801 |
0.0404 |
3.7% |
0.0038 |
0.3% |
34% |
False |
False |
73 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
31% |
False |
False |
71 |
| 80 |
1.1252 |
1.0704 |
0.0548 |
5.0% |
0.0035 |
0.3% |
43% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0972 |
|
2.618 |
1.0960 |
|
1.618 |
1.0952 |
|
1.000 |
1.0948 |
|
0.618 |
1.0945 |
|
HIGH |
1.0940 |
|
0.618 |
1.0937 |
|
0.500 |
1.0936 |
|
0.382 |
1.0935 |
|
LOW |
1.0933 |
|
0.618 |
1.0928 |
|
1.000 |
1.0925 |
|
1.618 |
1.0920 |
|
2.618 |
1.0913 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0938 |
| PP |
1.0937 |
1.0936 |
| S1 |
1.0936 |
1.0934 |
|