CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0889 |
-0.0003 |
0.0% |
1.0943 |
| High |
1.0892 |
1.0928 |
0.0036 |
0.3% |
1.0949 |
| Low |
1.0892 |
1.0889 |
-0.0004 |
0.0% |
1.0889 |
| Close |
1.0892 |
1.0930 |
0.0038 |
0.3% |
1.0930 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0061 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
110 |
25 |
-85 |
-77.3% |
375 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1022 |
1.0952 |
|
| R3 |
1.0995 |
1.0982 |
1.0941 |
|
| R2 |
1.0955 |
1.0955 |
1.0937 |
|
| R1 |
1.0943 |
1.0943 |
1.0934 |
1.0949 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0919 |
| S1 |
1.0903 |
1.0903 |
1.0926 |
1.0909 |
| S2 |
1.0876 |
1.0876 |
1.0923 |
|
| S3 |
1.0837 |
1.0864 |
1.0919 |
|
| S4 |
1.0797 |
1.0824 |
1.0908 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1078 |
1.0963 |
|
| R3 |
1.1044 |
1.1017 |
1.0947 |
|
| R2 |
1.0983 |
1.0983 |
1.0941 |
|
| R1 |
1.0957 |
1.0957 |
1.0936 |
1.0940 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0914 |
| S1 |
1.0896 |
1.0896 |
1.0924 |
1.0879 |
| S2 |
1.0862 |
1.0862 |
1.0919 |
|
| S3 |
1.0802 |
1.0836 |
1.0913 |
|
| S4 |
1.0741 |
1.0775 |
1.0897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0949 |
1.0889 |
0.0061 |
0.6% |
0.0018 |
0.2% |
69% |
False |
True |
75 |
| 10 |
1.0982 |
1.0857 |
0.0125 |
1.1% |
0.0026 |
0.2% |
58% |
False |
False |
59 |
| 20 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0032 |
0.3% |
66% |
False |
False |
62 |
| 40 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0035 |
0.3% |
44% |
False |
False |
59 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
29% |
False |
False |
70 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
29% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.1031 |
|
1.618 |
1.0992 |
|
1.000 |
1.0968 |
|
0.618 |
1.0952 |
|
HIGH |
1.0928 |
|
0.618 |
1.0913 |
|
0.500 |
1.0908 |
|
0.382 |
1.0904 |
|
LOW |
1.0889 |
|
0.618 |
1.0864 |
|
1.000 |
1.0849 |
|
1.618 |
1.0825 |
|
2.618 |
1.0785 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0923 |
| PP |
1.0916 |
1.0916 |
| S1 |
1.0908 |
1.0908 |
|