CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.1041 |
0.0059 |
0.5% |
1.1074 |
| High |
1.1043 |
1.1041 |
-0.0002 |
0.0% |
1.1085 |
| Low |
1.0972 |
1.0987 |
0.0016 |
0.1% |
1.1006 |
| Close |
1.1043 |
1.0988 |
-0.0055 |
-0.5% |
1.1021 |
| Range |
0.0072 |
0.0054 |
-0.0018 |
-24.5% |
0.0079 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
3.5% |
0.0000 |
| Volume |
121 |
17 |
-104 |
-86.0% |
593 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1132 |
1.1018 |
|
| R3 |
1.1113 |
1.1078 |
1.1003 |
|
| R2 |
1.1059 |
1.1059 |
1.0998 |
|
| R1 |
1.1024 |
1.1024 |
1.0993 |
1.1015 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1001 |
| S1 |
1.0970 |
1.0970 |
1.0983 |
1.0961 |
| S2 |
1.0951 |
1.0951 |
1.0978 |
|
| S3 |
1.0897 |
1.0916 |
1.0973 |
|
| S4 |
1.0843 |
1.0862 |
1.0958 |
|
|
| 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 |
1.1271 |
|
2.618 |
1.1182 |
|
1.618 |
1.1128 |
|
1.000 |
1.1095 |
|
0.618 |
1.1074 |
|
HIGH |
1.1041 |
|
0.618 |
1.1020 |
|
0.500 |
1.1014 |
|
0.382 |
1.1008 |
|
LOW |
1.0987 |
|
0.618 |
1.0954 |
|
1.000 |
1.0933 |
|
1.618 |
1.0900 |
|
2.618 |
1.0846 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.1007 |
| PP |
1.1005 |
1.1000 |
| S1 |
1.0997 |
1.0994 |
|