CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0811 |
-0.0047 |
-0.4% |
1.0884 |
| High |
1.0868 |
1.0851 |
-0.0017 |
-0.2% |
1.0944 |
| Low |
1.0809 |
1.0803 |
-0.0006 |
-0.1% |
1.0853 |
| Close |
1.0815 |
1.0841 |
0.0027 |
0.2% |
1.0865 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-17.9% |
0.0091 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.5% |
0.0000 |
| Volume |
205 |
676 |
471 |
229.8% |
1,568 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0956 |
1.0867 |
|
| R3 |
1.0928 |
1.0908 |
1.0854 |
|
| R2 |
1.0880 |
1.0880 |
1.0850 |
|
| R1 |
1.0860 |
1.0860 |
1.0845 |
1.0870 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0837 |
| S1 |
1.0812 |
1.0812 |
1.0837 |
1.0822 |
| S2 |
1.0784 |
1.0784 |
1.0832 |
|
| S3 |
1.0736 |
1.0764 |
1.0828 |
|
| S4 |
1.0688 |
1.0716 |
1.0815 |
|
|
| 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 |
1.0803 |
0.0141 |
1.3% |
0.0044 |
0.4% |
27% |
False |
True |
336 |
| 10 |
1.1023 |
1.0803 |
0.0220 |
2.0% |
0.0052 |
0.5% |
17% |
False |
True |
411 |
| 20 |
1.1060 |
1.0803 |
0.0257 |
2.4% |
0.0044 |
0.4% |
15% |
False |
True |
280 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0035 |
0.3% |
15% |
False |
False |
178 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.4% |
14% |
False |
False |
137 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0038 |
0.3% |
9% |
False |
False |
124 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0037 |
0.3% |
9% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0977 |
|
1.618 |
1.0929 |
|
1.000 |
1.0899 |
|
0.618 |
1.0881 |
|
HIGH |
1.0851 |
|
0.618 |
1.0833 |
|
0.500 |
1.0827 |
|
0.382 |
1.0821 |
|
LOW |
1.0803 |
|
0.618 |
1.0773 |
|
1.000 |
1.0755 |
|
1.618 |
1.0725 |
|
2.618 |
1.0677 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0836 |
1.0853 |
| PP |
1.0832 |
1.0849 |
| S1 |
1.0827 |
1.0845 |
|