CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0978 |
0.0016 |
0.1% |
1.0943 |
| High |
1.1002 |
1.1035 |
0.0033 |
0.3% |
1.0949 |
| Low |
1.0957 |
1.0978 |
0.0021 |
0.2% |
1.0889 |
| Close |
1.0985 |
1.1035 |
0.0050 |
0.5% |
1.0930 |
| Range |
0.0045 |
0.0057 |
0.0012 |
27.0% |
0.0061 |
| ATR |
0.0039 |
0.0041 |
0.0001 |
3.1% |
0.0000 |
| Volume |
129 |
24 |
-105 |
-81.4% |
375 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1166 |
1.1066 |
|
| R3 |
1.1129 |
1.1110 |
1.1050 |
|
| R2 |
1.1072 |
1.1072 |
1.1045 |
|
| R1 |
1.1053 |
1.1053 |
1.1040 |
1.1063 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1020 |
| S1 |
1.0997 |
1.0997 |
1.1029 |
1.1006 |
| S2 |
1.0959 |
1.0959 |
1.1024 |
|
| S3 |
1.0903 |
1.0940 |
1.1019 |
|
| S4 |
1.0846 |
1.0884 |
1.1003 |
|
|
| 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 |
1.1035 |
1.0889 |
0.0146 |
1.3% |
0.0037 |
0.3% |
100% |
True |
False |
128 |
| 10 |
1.1035 |
1.0889 |
0.0146 |
1.3% |
0.0024 |
0.2% |
100% |
True |
False |
104 |
| 20 |
1.1035 |
1.0801 |
0.0234 |
2.1% |
0.0030 |
0.3% |
100% |
True |
False |
80 |
| 40 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0034 |
0.3% |
80% |
False |
False |
69 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
52% |
False |
False |
74 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
52% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1275 |
|
2.618 |
1.1182 |
|
1.618 |
1.1126 |
|
1.000 |
1.1091 |
|
0.618 |
1.1069 |
|
HIGH |
1.1035 |
|
0.618 |
1.1013 |
|
0.500 |
1.1006 |
|
0.382 |
1.1000 |
|
LOW |
1.0978 |
|
0.618 |
1.0943 |
|
1.000 |
1.0922 |
|
1.618 |
1.0887 |
|
2.618 |
1.0830 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1025 |
1.1019 |
| PP |
1.1016 |
1.1003 |
| S1 |
1.1006 |
1.0987 |
|