CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0970 |
0.0013 |
0.1% |
1.1013 |
| High |
1.0983 |
1.0987 |
0.0005 |
0.0% |
1.1043 |
| Low |
1.0957 |
1.0954 |
-0.0003 |
0.0% |
1.0957 |
| Close |
1.0975 |
1.0954 |
-0.0021 |
-0.2% |
1.0975 |
| Range |
0.0026 |
0.0033 |
0.0008 |
29.4% |
0.0086 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
186 |
63 |
-123 |
-66.1% |
980 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1042 |
1.0972 |
|
| R3 |
1.1031 |
1.1009 |
1.0963 |
|
| R2 |
1.0998 |
1.0998 |
1.0960 |
|
| R1 |
1.0976 |
1.0976 |
1.0957 |
1.0971 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0962 |
| S1 |
1.0943 |
1.0943 |
1.0951 |
1.0938 |
| S2 |
1.0932 |
1.0932 |
1.0948 |
|
| S3 |
1.0899 |
1.0910 |
1.0945 |
|
| S4 |
1.0866 |
1.0877 |
1.0936 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1198 |
1.1022 |
|
| R3 |
1.1164 |
1.1112 |
1.0999 |
|
| R2 |
1.1078 |
1.1078 |
1.0991 |
|
| R1 |
1.1026 |
1.1026 |
1.0983 |
1.1009 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0983 |
| S1 |
1.0940 |
1.0940 |
1.0967 |
1.0923 |
| S2 |
1.0906 |
1.0906 |
1.0959 |
|
| S3 |
1.0820 |
1.0854 |
1.0951 |
|
| S4 |
1.0734 |
1.0768 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1043 |
1.0954 |
0.0089 |
0.8% |
0.0035 |
0.3% |
0% |
False |
True |
197 |
| 10 |
1.1060 |
1.0939 |
0.0122 |
1.1% |
0.0036 |
0.3% |
13% |
False |
False |
148 |
| 20 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0031 |
0.3% |
38% |
False |
False |
120 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0034 |
0.3% |
59% |
False |
False |
90 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
34% |
False |
False |
85 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
34% |
False |
False |
87 |
| 100 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0034 |
0.3% |
46% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.1073 |
|
1.618 |
1.1040 |
|
1.000 |
1.1020 |
|
0.618 |
1.1007 |
|
HIGH |
1.0987 |
|
0.618 |
1.0974 |
|
0.500 |
1.0971 |
|
0.382 |
1.0967 |
|
LOW |
1.0954 |
|
0.618 |
1.0934 |
|
1.000 |
1.0921 |
|
1.618 |
1.0901 |
|
2.618 |
1.0868 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0993 |
| PP |
1.0965 |
1.0980 |
| S1 |
1.0960 |
1.0967 |
|