CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.0975 |
-0.0102 |
-0.9% |
1.1054 |
| High |
1.1079 |
1.0999 |
-0.0080 |
-0.7% |
1.1175 |
| Low |
1.0973 |
1.0926 |
-0.0047 |
-0.4% |
1.1048 |
| Close |
1.0980 |
1.0950 |
-0.0030 |
-0.3% |
1.1075 |
| Range |
0.0106 |
0.0073 |
-0.0034 |
-31.6% |
0.0127 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
214,572 |
216,469 |
1,897 |
0.9% |
554,367 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1135 |
1.0990 |
|
| R3 |
1.1103 |
1.1063 |
1.0970 |
|
| R2 |
1.1031 |
1.1031 |
1.0963 |
|
| R1 |
1.0990 |
1.0990 |
1.0957 |
1.0974 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0950 |
| S1 |
1.0918 |
1.0918 |
1.0943 |
1.0902 |
| S2 |
1.0886 |
1.0886 |
1.0937 |
|
| S3 |
1.0813 |
1.0845 |
1.0930 |
|
| S4 |
1.0741 |
1.0773 |
1.0910 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1403 |
1.1145 |
|
| R3 |
1.1352 |
1.1277 |
1.1110 |
|
| R2 |
1.1226 |
1.1226 |
1.1098 |
|
| R1 |
1.1150 |
1.1150 |
1.1087 |
1.1188 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1118 |
| S1 |
1.1024 |
1.1024 |
1.1063 |
1.1062 |
| S2 |
1.0973 |
1.0973 |
1.1052 |
|
| S3 |
1.0846 |
1.0897 |
1.1040 |
|
| S4 |
1.0720 |
1.0771 |
1.1005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1175 |
1.0926 |
0.0249 |
2.3% |
0.0081 |
0.7% |
10% |
False |
True |
184,968 |
| 10 |
1.1175 |
1.0926 |
0.0249 |
2.3% |
0.0070 |
0.6% |
10% |
False |
True |
166,201 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0073 |
0.7% |
44% |
False |
False |
160,008 |
| 40 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0071 |
0.6% |
51% |
False |
False |
82,167 |
| 60 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0071 |
0.6% |
63% |
False |
False |
55,207 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
65% |
False |
False |
41,674 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0065 |
0.6% |
65% |
False |
False |
33,373 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0062 |
0.6% |
49% |
False |
False |
27,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1307 |
|
2.618 |
1.1188 |
|
1.618 |
1.1116 |
|
1.000 |
1.1071 |
|
0.618 |
1.1043 |
|
HIGH |
1.0999 |
|
0.618 |
1.0971 |
|
0.500 |
1.0962 |
|
0.382 |
1.0954 |
|
LOW |
1.0926 |
|
0.618 |
1.0881 |
|
1.000 |
1.0854 |
|
1.618 |
1.0809 |
|
2.618 |
1.0736 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.1023 |
| PP |
1.0958 |
1.0999 |
| S1 |
1.0954 |
1.0974 |
|