CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0850 |
0.0039 |
0.4% |
1.0884 |
| High |
1.0851 |
1.0913 |
0.0062 |
0.6% |
1.0944 |
| Low |
1.0803 |
1.0841 |
0.0038 |
0.4% |
1.0853 |
| Close |
1.0841 |
1.0912 |
0.0071 |
0.7% |
1.0865 |
| Range |
0.0048 |
0.0072 |
0.0024 |
50.0% |
0.0091 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.2% |
0.0000 |
| Volume |
676 |
622 |
-54 |
-8.0% |
1,568 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1080 |
1.0951 |
|
| R3 |
1.1033 |
1.1008 |
1.0931 |
|
| R2 |
1.0961 |
1.0961 |
1.0925 |
|
| R1 |
1.0936 |
1.0936 |
1.0918 |
1.0948 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0895 |
| S1 |
1.0864 |
1.0864 |
1.0905 |
1.0876 |
| S2 |
1.0817 |
1.0817 |
1.0898 |
|
| S3 |
1.0745 |
1.0792 |
1.0892 |
|
| S4 |
1.0673 |
1.0720 |
1.0872 |
|
|
| 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 |
1.0913 |
1.0803 |
0.0110 |
1.0% |
0.0050 |
0.5% |
99% |
True |
False |
425 |
| 10 |
1.1023 |
1.0803 |
0.0220 |
2.0% |
0.0056 |
0.5% |
49% |
False |
False |
419 |
| 20 |
1.1060 |
1.0803 |
0.0257 |
2.4% |
0.0046 |
0.4% |
42% |
False |
False |
306 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0037 |
0.3% |
43% |
False |
False |
193 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.3% |
38% |
False |
False |
147 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
25% |
False |
False |
131 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
25% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.1101 |
|
1.618 |
1.1029 |
|
1.000 |
1.0985 |
|
0.618 |
1.0957 |
|
HIGH |
1.0913 |
|
0.618 |
1.0885 |
|
0.500 |
1.0877 |
|
0.382 |
1.0869 |
|
LOW |
1.0841 |
|
0.618 |
1.0797 |
|
1.000 |
1.0769 |
|
1.618 |
1.0725 |
|
2.618 |
1.0653 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0894 |
| PP |
1.0889 |
1.0876 |
| S1 |
1.0877 |
1.0858 |
|