CME Euro FX (E) Future September 2024
Trading Metrics calculated at close of trading on 29-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.0915 |
1.0892 |
-0.0023 |
-0.2% |
1.0890 |
High |
1.0927 |
1.0892 |
-0.0035 |
-0.3% |
1.0982 |
Low |
1.0893 |
1.0892 |
-0.0001 |
0.0% |
1.0890 |
Close |
1.0927 |
1.0892 |
-0.0035 |
-0.3% |
1.0919 |
Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0092 |
ATR |
0.0041 |
0.0040 |
0.0000 |
-1.0% |
0.0000 |
Volume |
10 |
110 |
100 |
1,000.0% |
190 |
|
Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0892 |
1.0892 |
1.0892 |
|
R3 |
1.0892 |
1.0892 |
1.0892 |
|
R2 |
1.0892 |
1.0892 |
1.0892 |
|
R1 |
1.0892 |
1.0892 |
1.0892 |
1.0892 |
PP |
1.0892 |
1.0892 |
1.0892 |
1.0892 |
S1 |
1.0892 |
1.0892 |
1.0892 |
1.0892 |
S2 |
1.0892 |
1.0892 |
1.0892 |
|
S3 |
1.0892 |
1.0892 |
1.0892 |
|
S4 |
1.0892 |
1.0892 |
1.0892 |
|
|
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 |
1.0949 |
1.0892 |
0.0057 |
0.5% |
0.0011 |
0.1% |
0% |
False |
True |
80 |
10 |
1.0982 |
1.0832 |
0.0150 |
1.4% |
0.0027 |
0.2% |
40% |
False |
False |
72 |
20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0034 |
0.3% |
46% |
False |
False |
62 |
40 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0035 |
0.3% |
31% |
False |
False |
62 |
60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
20% |
False |
False |
70 |
80 |
1.1252 |
1.0777 |
0.0476 |
4.4% |
0.0035 |
0.3% |
24% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0892 |
2.618 |
1.0892 |
1.618 |
1.0892 |
1.000 |
1.0892 |
0.618 |
1.0892 |
HIGH |
1.0892 |
0.618 |
1.0892 |
0.500 |
1.0892 |
0.382 |
1.0892 |
LOW |
1.0892 |
0.618 |
1.0892 |
1.000 |
1.0892 |
1.618 |
1.0892 |
2.618 |
1.0892 |
4.250 |
1.0892 |
|
|
Fisher Pivots for day following 29-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0892 |
1.0916 |
PP |
1.0892 |
1.0908 |
S1 |
1.0892 |
1.0900 |
|