CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0975 |
1.0956 |
-0.0019 |
-0.2% |
1.1054 |
| High |
1.0999 |
1.1004 |
0.0006 |
0.1% |
1.1175 |
| Low |
1.0926 |
1.0948 |
0.0022 |
0.2% |
1.1048 |
| Close |
1.0950 |
1.0980 |
0.0030 |
0.3% |
1.1075 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-22.1% |
0.0127 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
216,469 |
192,757 |
-23,712 |
-11.0% |
554,367 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1120 |
1.1011 |
|
| R3 |
1.1090 |
1.1063 |
1.0995 |
|
| R2 |
1.1034 |
1.1034 |
1.0990 |
|
| R1 |
1.1007 |
1.1007 |
1.0985 |
1.1020 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0984 |
| S1 |
1.0950 |
1.0950 |
1.0974 |
1.0964 |
| S2 |
1.0921 |
1.0921 |
1.0969 |
|
| S3 |
1.0864 |
1.0894 |
1.0964 |
|
| S4 |
1.0808 |
1.0837 |
1.0948 |
|
|
| 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% |
0.0074 |
0.7% |
22% |
False |
False |
192,492 |
| 10 |
1.1175 |
1.0926 |
0.0249 |
2.3% |
0.0068 |
0.6% |
22% |
False |
False |
169,884 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0073 |
0.7% |
52% |
False |
False |
167,703 |
| 40 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0072 |
0.7% |
57% |
False |
False |
86,959 |
| 60 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0071 |
0.6% |
68% |
False |
False |
58,409 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0070 |
0.6% |
70% |
False |
False |
44,080 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0065 |
0.6% |
70% |
False |
False |
35,300 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0062 |
0.6% |
53% |
False |
False |
29,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1152 |
|
1.618 |
1.1095 |
|
1.000 |
1.1061 |
|
0.618 |
1.1039 |
|
HIGH |
1.1004 |
|
0.618 |
1.0982 |
|
0.500 |
1.0976 |
|
0.382 |
1.0969 |
|
LOW |
1.0948 |
|
0.618 |
1.0913 |
|
1.000 |
1.0891 |
|
1.618 |
1.0856 |
|
2.618 |
1.0800 |
|
4.250 |
1.0707 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.1002 |
| PP |
1.0977 |
1.0995 |
| S1 |
1.0976 |
1.0987 |
|