CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.1003 |
0.0043 |
0.4% |
1.1076 |
| High |
1.1004 |
1.1041 |
0.0037 |
0.3% |
1.1079 |
| Low |
1.0953 |
1.0958 |
0.0005 |
0.0% |
1.0908 |
| Close |
1.1001 |
1.1011 |
0.0010 |
0.1% |
1.0977 |
| Range |
0.0051 |
0.0083 |
0.0032 |
63.4% |
0.0171 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
1.1% |
0.0000 |
| Volume |
164,423 |
244,776 |
80,353 |
48.9% |
885,582 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1213 |
1.1056 |
|
| R3 |
1.1168 |
1.1131 |
1.1033 |
|
| R2 |
1.1086 |
1.1086 |
1.1026 |
|
| R1 |
1.1048 |
1.1048 |
1.1018 |
1.1067 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1012 |
| S1 |
1.0966 |
1.0966 |
1.1003 |
1.0984 |
| S2 |
1.0921 |
1.0921 |
1.0995 |
|
| S3 |
1.0838 |
1.0883 |
1.0988 |
|
| S4 |
1.0756 |
1.0801 |
1.0965 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1409 |
1.1071 |
|
| R3 |
1.1329 |
1.1238 |
1.1024 |
|
| R2 |
1.1158 |
1.1158 |
1.1008 |
|
| R1 |
1.1068 |
1.1068 |
1.0993 |
1.1028 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0968 |
| S1 |
1.0897 |
1.0897 |
1.0961 |
1.0857 |
| S2 |
1.0817 |
1.0817 |
1.0946 |
|
| S3 |
1.0647 |
1.0727 |
1.0930 |
|
| S4 |
1.0476 |
1.0556 |
1.0883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1041 |
1.0908 |
0.0133 |
1.2% |
0.0074 |
0.7% |
77% |
True |
False |
198,725 |
| 10 |
1.1175 |
1.0908 |
0.0267 |
2.4% |
0.0074 |
0.7% |
38% |
False |
False |
195,608 |
| 20 |
1.1175 |
1.0818 |
0.0357 |
3.2% |
0.0077 |
0.7% |
54% |
False |
False |
195,813 |
| 40 |
1.1175 |
1.0723 |
0.0452 |
4.1% |
0.0075 |
0.7% |
64% |
False |
False |
111,720 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0072 |
0.7% |
72% |
False |
False |
74,806 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0071 |
0.6% |
74% |
False |
False |
56,414 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0067 |
0.6% |
74% |
False |
False |
45,236 |
| 120 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0064 |
0.6% |
65% |
False |
False |
37,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1391 |
|
2.618 |
1.1256 |
|
1.618 |
1.1174 |
|
1.000 |
1.1123 |
|
0.618 |
1.1091 |
|
HIGH |
1.1041 |
|
0.618 |
1.1009 |
|
0.500 |
1.0999 |
|
0.382 |
1.0990 |
|
LOW |
1.0958 |
|
0.618 |
1.0907 |
|
1.000 |
1.0876 |
|
1.618 |
1.0825 |
|
2.618 |
1.0742 |
|
4.250 |
1.0607 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1007 |
1.1004 |
| PP |
1.1003 |
1.0997 |
| S1 |
1.0999 |
1.0991 |
|