CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0915 |
-0.0024 |
-0.2% |
1.0890 |
| High |
1.0940 |
1.0927 |
-0.0013 |
-0.1% |
1.0982 |
| Low |
1.0933 |
1.0893 |
-0.0040 |
-0.4% |
1.0890 |
| Close |
1.0940 |
1.0927 |
-0.0013 |
-0.1% |
1.0919 |
| Range |
0.0008 |
0.0035 |
0.0027 |
360.0% |
0.0092 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
1.2% |
0.0000 |
| Volume |
201 |
10 |
-191 |
-95.0% |
190 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.1008 |
1.0946 |
|
| R3 |
1.0985 |
1.0973 |
1.0936 |
|
| R2 |
1.0950 |
1.0950 |
1.0933 |
|
| R1 |
1.0939 |
1.0939 |
1.0930 |
1.0944 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0918 |
| S1 |
1.0904 |
1.0904 |
1.0924 |
1.0910 |
| S2 |
1.0881 |
1.0881 |
1.0921 |
|
| S3 |
1.0847 |
1.0870 |
1.0918 |
|
| S4 |
1.0812 |
1.0835 |
1.0908 |
|
|
| 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 |
1.0893 |
0.0090 |
0.8% |
0.0027 |
0.2% |
39% |
False |
True |
65 |
| 10 |
1.0982 |
1.0810 |
0.0172 |
1.6% |
0.0028 |
0.3% |
68% |
False |
False |
74 |
| 20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0036 |
0.3% |
64% |
False |
False |
60 |
| 40 |
1.1152 |
1.0801 |
0.0351 |
3.2% |
0.0037 |
0.3% |
36% |
False |
False |
73 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
28% |
False |
False |
72 |
| 80 |
1.1252 |
1.0777 |
0.0476 |
4.4% |
0.0036 |
0.3% |
32% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.1017 |
|
1.618 |
1.0983 |
|
1.000 |
1.0962 |
|
0.618 |
1.0948 |
|
HIGH |
1.0927 |
|
0.618 |
1.0914 |
|
0.500 |
1.0910 |
|
0.382 |
1.0906 |
|
LOW |
1.0893 |
|
0.618 |
1.0871 |
|
1.000 |
1.0858 |
|
1.618 |
1.0837 |
|
2.618 |
1.0802 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0925 |
| PP |
1.0916 |
1.0923 |
| S1 |
1.0910 |
1.0921 |
|