CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1014 |
-0.0006 |
0.0% |
1.0943 |
| High |
1.1022 |
1.1043 |
0.0022 |
0.2% |
1.1060 |
| Low |
1.0997 |
1.1014 |
0.0017 |
0.2% |
1.0931 |
| Close |
1.1011 |
1.1038 |
0.0027 |
0.2% |
1.1029 |
| Range |
0.0025 |
0.0029 |
0.0005 |
18.4% |
0.0129 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
53 |
429 |
376 |
709.4% |
802 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1107 |
1.1054 |
|
| R3 |
1.1090 |
1.1078 |
1.1046 |
|
| R2 |
1.1061 |
1.1061 |
1.1043 |
|
| R1 |
1.1049 |
1.1049 |
1.1041 |
1.1055 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1035 |
| S1 |
1.1020 |
1.1020 |
1.1035 |
1.1026 |
| S2 |
1.1003 |
1.1003 |
1.1033 |
|
| S3 |
1.0974 |
1.0991 |
1.1030 |
|
| S4 |
1.0945 |
1.0962 |
1.1022 |
|
|
| 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 |
1.0978 |
0.0082 |
0.7% |
0.0033 |
0.3% |
73% |
False |
False |
149 |
| 10 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0029 |
0.3% |
87% |
False |
False |
147 |
| 20 |
1.1060 |
1.0810 |
0.0250 |
2.3% |
0.0029 |
0.3% |
91% |
False |
False |
110 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.3% |
0.0032 |
0.3% |
92% |
False |
False |
80 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0034 |
0.3% |
53% |
False |
False |
78 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0034 |
0.3% |
53% |
False |
False |
82 |
| 100 |
1.1252 |
1.0697 |
0.0555 |
5.0% |
0.0034 |
0.3% |
61% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.1119 |
|
1.618 |
1.1090 |
|
1.000 |
1.1072 |
|
0.618 |
1.1061 |
|
HIGH |
1.1043 |
|
0.618 |
1.1032 |
|
0.500 |
1.1029 |
|
0.382 |
1.1025 |
|
LOW |
1.1014 |
|
0.618 |
1.0996 |
|
1.000 |
1.0985 |
|
1.618 |
1.0967 |
|
2.618 |
1.0938 |
|
4.250 |
1.0891 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1032 |
| PP |
1.1032 |
1.1026 |
| S1 |
1.1029 |
1.1020 |
|