CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.1005 |
0.0055 |
0.5% |
1.1013 |
| High |
1.1002 |
1.1023 |
0.0021 |
0.2% |
1.1043 |
| Low |
1.0919 |
1.0938 |
0.0019 |
0.2% |
1.0957 |
| Close |
1.0997 |
1.0943 |
-0.0054 |
-0.5% |
1.0975 |
| Range |
0.0084 |
0.0086 |
0.0002 |
2.4% |
0.0086 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.5% |
0.0000 |
| Volume |
357 |
387 |
30 |
8.4% |
980 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1169 |
1.0990 |
|
| R3 |
1.1139 |
1.1084 |
1.0967 |
|
| R2 |
1.1053 |
1.1053 |
1.0959 |
|
| R1 |
1.0998 |
1.0998 |
1.0951 |
1.0983 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0960 |
| S1 |
1.0913 |
1.0913 |
1.0935 |
1.0898 |
| S2 |
1.0882 |
1.0882 |
1.0927 |
|
| S3 |
1.0797 |
1.0827 |
1.0919 |
|
| S4 |
1.0711 |
1.0742 |
1.0896 |
|
|
| 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 |
1.1023 |
1.0919 |
0.0105 |
1.0% |
0.0051 |
0.5% |
23% |
True |
False |
307 |
| 10 |
1.1060 |
1.0919 |
0.0142 |
1.3% |
0.0043 |
0.4% |
17% |
False |
False |
251 |
| 20 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0033 |
0.3% |
32% |
False |
False |
178 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0037 |
0.3% |
55% |
False |
False |
117 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
31% |
False |
False |
103 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
31% |
False |
False |
97 |
| 100 |
1.1252 |
1.0699 |
0.0554 |
5.1% |
0.0036 |
0.3% |
44% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1386 |
|
2.618 |
1.1247 |
|
1.618 |
1.1161 |
|
1.000 |
1.1109 |
|
0.618 |
1.1076 |
|
HIGH |
1.1023 |
|
0.618 |
1.0990 |
|
0.500 |
1.0980 |
|
0.382 |
1.0970 |
|
LOW |
1.0938 |
|
0.618 |
1.0885 |
|
1.000 |
1.0852 |
|
1.618 |
1.0799 |
|
2.618 |
1.0714 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0971 |
| PP |
1.0968 |
1.0962 |
| S1 |
1.0955 |
1.0952 |
|