CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0963 |
0.0024 |
0.2% |
1.0943 |
| High |
1.0963 |
1.1002 |
0.0039 |
0.4% |
1.0949 |
| Low |
1.0939 |
1.0957 |
0.0019 |
0.2% |
1.0889 |
| Close |
1.0942 |
1.0985 |
0.0043 |
0.4% |
1.0930 |
| Range |
0.0025 |
0.0045 |
0.0020 |
81.6% |
0.0061 |
| ATR |
0.0038 |
0.0039 |
0.0002 |
4.1% |
0.0000 |
| Volume |
106 |
129 |
23 |
21.7% |
375 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1094 |
1.1009 |
|
| R3 |
1.1070 |
1.1050 |
1.0997 |
|
| R2 |
1.1026 |
1.1026 |
1.0993 |
|
| R1 |
1.1005 |
1.1005 |
1.0989 |
1.1016 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0986 |
| S1 |
1.0961 |
1.0961 |
1.0981 |
1.0971 |
| S2 |
1.0937 |
1.0937 |
1.0977 |
|
| S3 |
1.0892 |
1.0916 |
1.0973 |
|
| S4 |
1.0848 |
1.0872 |
1.0961 |
|
|
| 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 |
1.1002 |
1.0889 |
0.0113 |
1.0% |
0.0026 |
0.2% |
85% |
True |
False |
145 |
| 10 |
1.1002 |
1.0889 |
0.0113 |
1.0% |
0.0026 |
0.2% |
85% |
True |
False |
105 |
| 20 |
1.1002 |
1.0801 |
0.0201 |
1.8% |
0.0028 |
0.3% |
92% |
True |
False |
82 |
| 40 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0033 |
0.3% |
63% |
False |
False |
69 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
41% |
False |
False |
74 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
41% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1191 |
|
2.618 |
1.1118 |
|
1.618 |
1.1074 |
|
1.000 |
1.1046 |
|
0.618 |
1.1029 |
|
HIGH |
1.1002 |
|
0.618 |
1.0985 |
|
0.500 |
1.0979 |
|
0.382 |
1.0974 |
|
LOW |
1.0957 |
|
0.618 |
1.0929 |
|
1.000 |
1.0913 |
|
1.618 |
1.0885 |
|
2.618 |
1.0840 |
|
4.250 |
1.0768 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0983 |
1.0979 |
| PP |
1.0981 |
1.0973 |
| S1 |
1.0979 |
1.0966 |
|