CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1020 |
0.0007 |
0.1% |
1.0943 |
| High |
1.1015 |
1.1022 |
0.0007 |
0.1% |
1.1060 |
| Low |
1.1005 |
1.0997 |
-0.0008 |
-0.1% |
1.0931 |
| Close |
1.1011 |
1.1011 |
0.0000 |
0.0% |
1.1029 |
| Range |
0.0010 |
0.0025 |
0.0015 |
157.9% |
0.0129 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
54 |
53 |
-1 |
-1.9% |
802 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1072 |
1.1024 |
|
| R3 |
1.1059 |
1.1047 |
1.1018 |
|
| R2 |
1.1034 |
1.1034 |
1.1015 |
|
| R1 |
1.1023 |
1.1023 |
1.1013 |
1.1016 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1007 |
| S1 |
1.0998 |
1.0998 |
1.1009 |
1.0992 |
| S2 |
1.0985 |
1.0985 |
1.1007 |
|
| S3 |
1.0961 |
1.0974 |
1.1004 |
|
| S4 |
1.0936 |
1.0949 |
1.0998 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1340 |
1.1100 |
|
| R3 |
1.1265 |
1.1211 |
1.1064 |
|
| R2 |
1.1136 |
1.1136 |
1.1053 |
|
| R1 |
1.1082 |
1.1082 |
1.1041 |
1.1109 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1020 |
| S1 |
1.0953 |
1.0953 |
1.1017 |
1.0980 |
| S2 |
1.0878 |
1.0878 |
1.1005 |
|
| S3 |
1.0749 |
1.0824 |
1.0994 |
|
| S4 |
1.0620 |
1.0695 |
1.0958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1060 |
1.0957 |
0.0103 |
0.9% |
0.0036 |
0.3% |
52% |
False |
False |
89 |
| 10 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0030 |
0.3% |
71% |
False |
False |
105 |
| 20 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0031 |
0.3% |
81% |
False |
False |
91 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0033 |
0.3% |
81% |
False |
False |
74 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
47% |
False |
False |
73 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0034 |
0.3% |
47% |
False |
False |
77 |
| 100 |
1.1252 |
1.0697 |
0.0555 |
5.0% |
0.0034 |
0.3% |
57% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.1086 |
|
1.618 |
1.1061 |
|
1.000 |
1.1046 |
|
0.618 |
1.1037 |
|
HIGH |
1.1022 |
|
0.618 |
1.1012 |
|
0.500 |
1.1009 |
|
0.382 |
1.1006 |
|
LOW |
1.0997 |
|
0.618 |
1.0982 |
|
1.000 |
1.0973 |
|
1.618 |
1.0957 |
|
2.618 |
1.0933 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1029 |
| PP |
1.1010 |
1.1023 |
| S1 |
1.1009 |
1.1017 |
|