CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0900 |
-0.0011 |
-0.1% |
1.0884 |
| High |
1.0911 |
1.0904 |
-0.0008 |
-0.1% |
1.0944 |
| Low |
1.0889 |
1.0853 |
-0.0036 |
-0.3% |
1.0853 |
| Close |
1.0900 |
1.0865 |
-0.0036 |
-0.3% |
1.0865 |
| Range |
0.0023 |
0.0051 |
0.0028 |
124.4% |
0.0091 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
1.1% |
0.0000 |
| Volume |
219 |
406 |
187 |
85.4% |
1,568 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0995 |
1.0892 |
|
| R3 |
1.0975 |
1.0945 |
1.0878 |
|
| R2 |
1.0924 |
1.0924 |
1.0874 |
|
| R1 |
1.0894 |
1.0894 |
1.0869 |
1.0884 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0869 |
| S1 |
1.0844 |
1.0844 |
1.0860 |
1.0834 |
| S2 |
1.0823 |
1.0823 |
1.0855 |
|
| S3 |
1.0773 |
1.0793 |
1.0851 |
|
| S4 |
1.0722 |
1.0743 |
1.0837 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1103 |
1.0915 |
|
| R3 |
1.1069 |
1.1012 |
1.0890 |
|
| R2 |
1.0978 |
1.0978 |
1.0881 |
|
| R1 |
1.0921 |
1.0921 |
1.0873 |
1.0904 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0879 |
| S1 |
1.0830 |
1.0830 |
1.0856 |
1.0813 |
| S2 |
1.0796 |
1.0796 |
1.0848 |
|
| S3 |
1.0705 |
1.0739 |
1.0839 |
|
| S4 |
1.0614 |
1.0648 |
1.0814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0947 |
1.0853 |
0.0094 |
0.9% |
0.0043 |
0.4% |
12% |
False |
True |
390 |
| 10 |
1.1023 |
1.0853 |
0.0170 |
1.6% |
0.0047 |
0.4% |
7% |
False |
True |
348 |
| 20 |
1.1060 |
1.0853 |
0.0207 |
1.9% |
0.0041 |
0.4% |
6% |
False |
True |
255 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0038 |
0.3% |
25% |
False |
False |
158 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0037 |
0.3% |
22% |
False |
False |
126 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0037 |
0.3% |
14% |
False |
False |
117 |
| 100 |
1.1252 |
1.0777 |
0.0476 |
4.4% |
0.0037 |
0.3% |
19% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.1036 |
|
1.618 |
1.0985 |
|
1.000 |
1.0954 |
|
0.618 |
1.0935 |
|
HIGH |
1.0904 |
|
0.618 |
1.0884 |
|
0.500 |
1.0878 |
|
0.382 |
1.0872 |
|
LOW |
1.0853 |
|
0.618 |
1.0822 |
|
1.000 |
1.0803 |
|
1.618 |
1.0771 |
|
2.618 |
1.0721 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0899 |
| PP |
1.0874 |
1.0887 |
| S1 |
1.0869 |
1.0876 |
|