CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0878 |
-0.0027 |
-0.2% |
1.0978 |
| High |
1.0941 |
1.0956 |
0.0016 |
0.1% |
1.0996 |
| Low |
1.0846 |
1.0875 |
0.0030 |
0.3% |
1.0871 |
| Close |
1.0869 |
1.0912 |
0.0043 |
0.4% |
1.0918 |
| Range |
0.0095 |
0.0081 |
-0.0014 |
-14.7% |
0.0125 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
221,884 |
238,949 |
17,065 |
7.7% |
912,739 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1116 |
1.0957 |
|
| R3 |
1.1076 |
1.1035 |
1.0934 |
|
| R2 |
1.0995 |
1.0995 |
1.0927 |
|
| R1 |
1.0954 |
1.0954 |
1.0919 |
1.0975 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0925 |
| S1 |
1.0873 |
1.0873 |
1.0905 |
1.0894 |
| S2 |
1.0833 |
1.0833 |
1.0897 |
|
| S3 |
1.0752 |
1.0792 |
1.0890 |
|
| S4 |
1.0671 |
1.0711 |
1.0867 |
|
|
| 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 |
1.0956 |
1.0846 |
0.0111 |
1.0% |
0.0060 |
0.5% |
60% |
True |
False |
185,942 |
| 10 |
1.1041 |
1.0846 |
0.0195 |
1.8% |
0.0063 |
0.6% |
34% |
False |
False |
209,862 |
| 20 |
1.1175 |
1.0846 |
0.0329 |
3.0% |
0.0068 |
0.6% |
20% |
False |
False |
193,060 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0071 |
0.6% |
35% |
False |
False |
153,617 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0071 |
0.7% |
55% |
False |
False |
102,838 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0071 |
0.6% |
59% |
False |
False |
77,451 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
59% |
False |
False |
62,107 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0064 |
0.6% |
59% |
False |
False |
51,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1168 |
|
1.618 |
1.1087 |
|
1.000 |
1.1037 |
|
0.618 |
1.1006 |
|
HIGH |
1.0956 |
|
0.618 |
1.0925 |
|
0.500 |
1.0916 |
|
0.382 |
1.0906 |
|
LOW |
1.0875 |
|
0.618 |
1.0825 |
|
1.000 |
1.0794 |
|
1.618 |
1.0744 |
|
2.618 |
1.0663 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0916 |
1.0908 |
| PP |
1.0914 |
1.0905 |
| S1 |
1.0913 |
1.0901 |
|