CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0939 |
-0.0004 |
0.0% |
1.0943 |
| High |
1.0951 |
1.0963 |
0.0012 |
0.1% |
1.0949 |
| Low |
1.0931 |
1.0939 |
0.0008 |
0.1% |
1.0889 |
| Close |
1.0945 |
1.0942 |
-0.0003 |
0.0% |
1.0930 |
| Range |
0.0020 |
0.0025 |
0.0005 |
22.5% |
0.0061 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
356 |
106 |
-250 |
-70.2% |
375 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.1006 |
1.0955 |
|
| R3 |
1.0997 |
1.0982 |
1.0949 |
|
| R2 |
1.0972 |
1.0972 |
1.0946 |
|
| R1 |
1.0957 |
1.0957 |
1.0944 |
1.0965 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0952 |
| S1 |
1.0933 |
1.0933 |
1.0940 |
1.0940 |
| S2 |
1.0923 |
1.0923 |
1.0938 |
|
| S3 |
1.0899 |
1.0908 |
1.0935 |
|
| S4 |
1.0874 |
1.0884 |
1.0929 |
|
|
| 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 |
1.0963 |
1.0889 |
0.0075 |
0.7% |
0.0024 |
0.2% |
72% |
True |
False |
121 |
| 10 |
1.0982 |
1.0889 |
0.0094 |
0.9% |
0.0024 |
0.2% |
57% |
False |
False |
96 |
| 20 |
1.0982 |
1.0801 |
0.0181 |
1.7% |
0.0027 |
0.2% |
78% |
False |
False |
81 |
| 40 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0033 |
0.3% |
48% |
False |
False |
67 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
31% |
False |
False |
72 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
31% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.1027 |
|
1.618 |
1.1003 |
|
1.000 |
1.0988 |
|
0.618 |
1.0978 |
|
HIGH |
1.0963 |
|
0.618 |
1.0954 |
|
0.500 |
1.0951 |
|
0.382 |
1.0948 |
|
LOW |
1.0939 |
|
0.618 |
1.0923 |
|
1.000 |
1.0914 |
|
1.618 |
1.0899 |
|
2.618 |
1.0874 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0937 |
| PP |
1.0948 |
1.0931 |
| S1 |
1.0945 |
1.0926 |
|