CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0978 |
-0.0023 |
-0.2% |
1.0977 |
| High |
1.1016 |
1.0996 |
-0.0020 |
-0.2% |
1.1041 |
| Low |
1.0965 |
1.0890 |
-0.0075 |
-0.7% |
1.0941 |
| Close |
1.0985 |
1.0901 |
-0.0084 |
-0.8% |
1.0985 |
| Range |
0.0051 |
0.0106 |
0.0055 |
107.8% |
0.0100 |
| ATR |
0.0071 |
0.0073 |
0.0003 |
3.5% |
0.0000 |
| Volume |
185,196 |
363,087 |
177,891 |
96.1% |
917,037 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1180 |
1.0959 |
|
| R3 |
1.1141 |
1.1074 |
1.0930 |
|
| R2 |
1.1035 |
1.1035 |
1.0920 |
|
| R1 |
1.0968 |
1.0968 |
1.0910 |
1.0948 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0919 |
| S1 |
1.0862 |
1.0862 |
1.0891 |
1.0842 |
| S2 |
1.0823 |
1.0823 |
1.0881 |
|
| S3 |
1.0717 |
1.0756 |
1.0871 |
|
| S4 |
1.0611 |
1.0650 |
1.0842 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1235 |
1.1039 |
|
| R3 |
1.1188 |
1.1136 |
1.1012 |
|
| R2 |
1.1088 |
1.1088 |
1.1003 |
|
| R1 |
1.1036 |
1.1036 |
1.0994 |
1.1062 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.1002 |
| S1 |
1.0937 |
1.0937 |
1.0975 |
1.0963 |
| S2 |
1.0889 |
1.0889 |
1.0966 |
|
| S3 |
1.0790 |
1.0837 |
1.0957 |
|
| S4 |
1.0690 |
1.0738 |
1.0930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1041 |
1.0890 |
0.0151 |
1.4% |
0.0069 |
0.6% |
7% |
False |
True |
227,632 |
| 10 |
1.1079 |
1.0890 |
0.0189 |
1.7% |
0.0076 |
0.7% |
6% |
False |
True |
216,570 |
| 20 |
1.1175 |
1.0890 |
0.0285 |
2.6% |
0.0072 |
0.7% |
4% |
False |
True |
192,336 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0072 |
0.7% |
32% |
False |
False |
125,360 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0072 |
0.7% |
53% |
False |
False |
83,906 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0071 |
0.7% |
57% |
False |
False |
63,237 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
57% |
False |
False |
50,716 |
| 120 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0064 |
0.6% |
50% |
False |
False |
42,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1273 |
|
1.618 |
1.1167 |
|
1.000 |
1.1102 |
|
0.618 |
1.1061 |
|
HIGH |
1.0996 |
|
0.618 |
1.0955 |
|
0.500 |
1.0943 |
|
0.382 |
1.0930 |
|
LOW |
1.0890 |
|
0.618 |
1.0824 |
|
1.000 |
1.0784 |
|
1.618 |
1.0718 |
|
2.618 |
1.0612 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0965 |
| PP |
1.0929 |
1.0944 |
| S1 |
1.0915 |
1.0922 |
|