CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0920 |
0.0018 |
0.2% |
1.0978 |
| High |
1.0924 |
1.0934 |
0.0010 |
0.1% |
1.0996 |
| Low |
1.0891 |
1.0904 |
0.0014 |
0.1% |
1.0871 |
| Close |
1.0918 |
1.0909 |
-0.0009 |
-0.1% |
1.0918 |
| Range |
0.0033 |
0.0030 |
-0.0004 |
-10.6% |
0.0125 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
150,030 |
130,655 |
-19,375 |
-12.9% |
912,739 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1004 |
1.0986 |
1.0925 |
|
| R3 |
1.0974 |
1.0956 |
1.0917 |
|
| R2 |
1.0945 |
1.0945 |
1.0914 |
|
| R1 |
1.0927 |
1.0927 |
1.0911 |
1.0921 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0913 |
| S1 |
1.0897 |
1.0897 |
1.0906 |
1.0892 |
| S2 |
1.0886 |
1.0886 |
1.0903 |
|
| S3 |
1.0856 |
1.0868 |
1.0900 |
|
| S4 |
1.0827 |
1.0838 |
1.0892 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1234 |
1.0986 |
|
| R3 |
1.1177 |
1.1110 |
1.0952 |
|
| R2 |
1.1053 |
1.1053 |
1.0940 |
|
| R1 |
1.0985 |
1.0985 |
1.0929 |
1.0957 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0914 |
| S1 |
1.0861 |
1.0861 |
1.0906 |
1.0832 |
| S2 |
1.0804 |
1.0804 |
1.0895 |
|
| S3 |
1.0679 |
1.0736 |
1.0883 |
|
| S4 |
1.0555 |
1.0612 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0996 |
1.0871 |
0.0125 |
1.1% |
0.0054 |
0.5% |
30% |
False |
False |
208,678 |
| 10 |
1.1041 |
1.0871 |
0.0170 |
1.6% |
0.0057 |
0.5% |
22% |
False |
False |
196,043 |
| 20 |
1.1175 |
1.0871 |
0.0304 |
2.8% |
0.0066 |
0.6% |
12% |
False |
False |
186,827 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0069 |
0.6% |
34% |
False |
False |
142,224 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.6% |
54% |
False |
False |
95,191 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
59% |
False |
False |
71,708 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
59% |
False |
False |
57,518 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0063 |
0.6% |
59% |
False |
False |
47,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.1011 |
|
1.618 |
1.0981 |
|
1.000 |
1.0963 |
|
0.618 |
1.0952 |
|
HIGH |
1.0934 |
|
0.618 |
1.0922 |
|
0.500 |
1.0919 |
|
0.382 |
1.0915 |
|
LOW |
1.0904 |
|
0.618 |
1.0886 |
|
1.000 |
1.0875 |
|
1.618 |
1.0856 |
|
2.618 |
1.0827 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0907 |
| PP |
1.0915 |
1.0905 |
| S1 |
1.0912 |
1.0903 |
|