CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0884 |
-0.0047 |
-0.4% |
1.0970 |
| High |
1.0947 |
1.0919 |
-0.0029 |
-0.3% |
1.1023 |
| Low |
1.0882 |
1.0883 |
0.0001 |
0.0% |
1.0882 |
| Close |
1.0884 |
1.0916 |
0.0032 |
0.3% |
1.0884 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0141 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
382 |
769 |
387 |
101.3% |
1,732 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.1001 |
1.0935 |
|
| R3 |
1.0978 |
1.0965 |
1.0925 |
|
| R2 |
1.0942 |
1.0942 |
1.0922 |
|
| R1 |
1.0929 |
1.0929 |
1.0919 |
1.0935 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0909 |
| S1 |
1.0893 |
1.0893 |
1.0912 |
1.0899 |
| S2 |
1.0870 |
1.0870 |
1.0909 |
|
| S3 |
1.0834 |
1.0857 |
1.0906 |
|
| S4 |
1.0798 |
1.0821 |
1.0896 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1259 |
1.0961 |
|
| R3 |
1.1212 |
1.1118 |
1.0922 |
|
| R2 |
1.1071 |
1.1071 |
1.0909 |
|
| R1 |
1.0977 |
1.0977 |
1.0896 |
1.0953 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0918 |
| S1 |
1.0836 |
1.0836 |
1.0871 |
1.0812 |
| S2 |
1.0789 |
1.0789 |
1.0858 |
|
| S3 |
1.0648 |
1.0695 |
1.0845 |
|
| S4 |
1.0507 |
1.0554 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0882 |
0.0141 |
1.3% |
0.0060 |
0.5% |
24% |
False |
False |
487 |
| 10 |
1.1043 |
1.0882 |
0.0161 |
1.5% |
0.0048 |
0.4% |
21% |
False |
False |
342 |
| 20 |
1.1060 |
1.0882 |
0.0178 |
1.6% |
0.0038 |
0.3% |
19% |
False |
False |
231 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0038 |
0.3% |
44% |
False |
False |
144 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
25% |
False |
False |
122 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
25% |
False |
False |
110 |
| 100 |
1.1252 |
1.0704 |
0.0548 |
5.0% |
0.0036 |
0.3% |
39% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.1013 |
|
1.618 |
1.0977 |
|
1.000 |
1.0955 |
|
0.618 |
1.0941 |
|
HIGH |
1.0919 |
|
0.618 |
1.0905 |
|
0.500 |
1.0901 |
|
0.382 |
1.0896 |
|
LOW |
1.0883 |
|
0.618 |
1.0860 |
|
1.000 |
1.0847 |
|
1.618 |
1.0824 |
|
2.618 |
1.0788 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0953 |
| PP |
1.0906 |
1.0940 |
| S1 |
1.0901 |
1.0928 |
|