CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0858 |
-0.0042 |
-0.4% |
1.0884 |
| High |
1.0904 |
1.0868 |
-0.0036 |
-0.3% |
1.0944 |
| Low |
1.0853 |
1.0809 |
-0.0044 |
-0.4% |
1.0853 |
| Close |
1.0865 |
1.0815 |
-0.0050 |
-0.5% |
1.0865 |
| Range |
0.0051 |
0.0059 |
0.0008 |
15.8% |
0.0091 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0000 |
| Volume |
406 |
205 |
-201 |
-49.5% |
1,568 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0969 |
1.0847 |
|
| R3 |
1.0947 |
1.0910 |
1.0831 |
|
| R2 |
1.0889 |
1.0889 |
1.0825 |
|
| R1 |
1.0852 |
1.0852 |
1.0820 |
1.0841 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0825 |
| S1 |
1.0793 |
1.0793 |
1.0809 |
1.0783 |
| S2 |
1.0772 |
1.0772 |
1.0804 |
|
| S3 |
1.0713 |
1.0735 |
1.0798 |
|
| S4 |
1.0655 |
1.0676 |
1.0782 |
|
|
| Weekly Pivots for week ending 29-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 |
1.0944 |
1.0809 |
0.0135 |
1.2% |
0.0041 |
0.4% |
4% |
False |
True |
354 |
| 10 |
1.1023 |
1.0809 |
0.0214 |
2.0% |
0.0050 |
0.5% |
3% |
False |
True |
350 |
| 20 |
1.1060 |
1.0809 |
0.0251 |
2.3% |
0.0042 |
0.4% |
2% |
False |
True |
264 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0037 |
0.3% |
5% |
False |
False |
163 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.3% |
5% |
False |
False |
127 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0038 |
0.3% |
3% |
False |
False |
118 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0036 |
0.3% |
3% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1116 |
|
2.618 |
1.1021 |
|
1.618 |
1.0962 |
|
1.000 |
1.0926 |
|
0.618 |
1.0904 |
|
HIGH |
1.0868 |
|
0.618 |
1.0845 |
|
0.500 |
1.0838 |
|
0.382 |
1.0831 |
|
LOW |
1.0809 |
|
0.618 |
1.0773 |
|
1.000 |
1.0751 |
|
1.618 |
1.0714 |
|
2.618 |
1.0656 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0860 |
| PP |
1.0830 |
1.0845 |
| S1 |
1.0822 |
1.0830 |
|