CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.0990 |
1.0982 |
-0.0008 |
-0.1% |
1.1074 |
High |
1.0993 |
1.1043 |
0.0050 |
0.5% |
1.1085 |
Low |
1.0970 |
1.0972 |
0.0002 |
0.0% |
1.1006 |
Close |
1.0993 |
1.1043 |
0.0051 |
0.5% |
1.1021 |
Range |
0.0023 |
0.0072 |
0.0049 |
210.9% |
0.0079 |
ATR |
0.0035 |
0.0038 |
0.0003 |
7.5% |
0.0000 |
Volume |
27 |
121 |
94 |
348.1% |
593 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1234 |
1.1210 |
1.1082 |
|
R3 |
1.1162 |
1.1138 |
1.1063 |
|
R2 |
1.1091 |
1.1091 |
1.1056 |
|
R1 |
1.1067 |
1.1067 |
1.1050 |
1.1079 |
PP |
1.1019 |
1.1019 |
1.1019 |
1.1025 |
S1 |
1.0995 |
1.0995 |
1.1036 |
1.1007 |
S2 |
1.0948 |
1.0948 |
1.1030 |
|
S3 |
1.0876 |
1.0924 |
1.1023 |
|
S4 |
1.0805 |
1.0852 |
1.1004 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1274 |
1.1227 |
1.1064 |
|
R3 |
1.1195 |
1.1148 |
1.1043 |
|
R2 |
1.1116 |
1.1116 |
1.1035 |
|
R1 |
1.1069 |
1.1069 |
1.1028 |
1.1053 |
PP |
1.1037 |
1.1037 |
1.1037 |
1.1029 |
S1 |
1.0990 |
1.0990 |
1.1014 |
1.0974 |
S2 |
1.0958 |
1.0958 |
1.1007 |
|
S3 |
1.0879 |
1.0911 |
1.0999 |
|
S4 |
1.0800 |
1.0832 |
1.0978 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1347 |
2.618 |
1.1230 |
1.618 |
1.1159 |
1.000 |
1.1115 |
0.618 |
1.1087 |
HIGH |
1.1043 |
0.618 |
1.1016 |
0.500 |
1.1007 |
0.382 |
1.0999 |
LOW |
1.0972 |
0.618 |
1.0927 |
1.000 |
1.0900 |
1.618 |
1.0856 |
2.618 |
1.0784 |
4.250 |
1.0668 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1031 |
1.1031 |
PP |
1.1019 |
1.1019 |
S1 |
1.1007 |
1.1007 |
|