CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0951 |
0.0001 |
0.0% |
1.1013 |
| High |
1.0951 |
1.1002 |
0.0052 |
0.5% |
1.1043 |
| Low |
1.0921 |
1.0919 |
-0.0003 |
0.0% |
1.0957 |
| Close |
1.0946 |
1.0997 |
0.0051 |
0.5% |
1.0975 |
| Range |
0.0030 |
0.0084 |
0.0054 |
183.1% |
0.0086 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
8.3% |
0.0000 |
| Volume |
543 |
357 |
-186 |
-34.3% |
980 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1193 |
1.1042 |
|
| R3 |
1.1139 |
1.1110 |
1.1019 |
|
| R2 |
1.1056 |
1.1056 |
1.1012 |
|
| R1 |
1.1026 |
1.1026 |
1.1004 |
1.1041 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0980 |
| S1 |
1.0943 |
1.0943 |
1.0989 |
1.0958 |
| S2 |
1.0889 |
1.0889 |
1.0981 |
|
| S3 |
1.0805 |
1.0859 |
1.0974 |
|
| S4 |
1.0722 |
1.0776 |
1.0951 |
|
|
| 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 |
1.1032 |
1.0919 |
0.0113 |
1.0% |
0.0047 |
0.4% |
69% |
False |
True |
281 |
| 10 |
1.1060 |
1.0919 |
0.0142 |
1.3% |
0.0040 |
0.4% |
55% |
False |
True |
215 |
| 20 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0033 |
0.3% |
63% |
False |
False |
160 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0036 |
0.3% |
75% |
False |
False |
107 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
43% |
False |
False |
99 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
43% |
False |
False |
98 |
| 100 |
1.1252 |
1.0697 |
0.0555 |
5.0% |
0.0035 |
0.3% |
54% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1357 |
|
2.618 |
1.1221 |
|
1.618 |
1.1137 |
|
1.000 |
1.1086 |
|
0.618 |
1.1054 |
|
HIGH |
1.1002 |
|
0.618 |
1.0970 |
|
0.500 |
1.0960 |
|
0.382 |
1.0950 |
|
LOW |
1.0919 |
|
0.618 |
1.0867 |
|
1.000 |
1.0835 |
|
1.618 |
1.0783 |
|
2.618 |
1.0700 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.0984 |
| PP |
1.0972 |
1.0972 |
| S1 |
1.0960 |
1.0960 |
|