CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0869 |
-0.0041 |
-0.4% |
1.0920 |
| High |
1.0926 |
1.0909 |
-0.0017 |
-0.2% |
1.0956 |
| Low |
1.0844 |
1.0835 |
-0.0010 |
-0.1% |
1.0835 |
| Close |
1.0859 |
1.0880 |
0.0022 |
0.2% |
1.0880 |
| Range |
0.0082 |
0.0075 |
-0.0007 |
-8.6% |
0.0122 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.5% |
0.0000 |
| Volume |
239,510 |
199,326 |
-40,184 |
-16.8% |
1,030,324 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1064 |
1.0921 |
|
| R3 |
1.1024 |
1.0989 |
1.0900 |
|
| R2 |
1.0949 |
1.0949 |
1.0894 |
|
| R1 |
1.0915 |
1.0915 |
1.0887 |
1.0932 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0883 |
| S1 |
1.0840 |
1.0840 |
1.0873 |
1.0857 |
| S2 |
1.0800 |
1.0800 |
1.0866 |
|
| S3 |
1.0726 |
1.0766 |
1.0860 |
|
| S4 |
1.0651 |
1.0691 |
1.0839 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1189 |
1.0947 |
|
| R3 |
1.1133 |
1.1067 |
1.0913 |
|
| R2 |
1.1012 |
1.1012 |
1.0902 |
|
| R1 |
1.0946 |
1.0946 |
1.0891 |
1.0918 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0876 |
| S1 |
1.0824 |
1.0824 |
1.0869 |
1.0797 |
| S2 |
1.0769 |
1.0769 |
1.0858 |
|
| S3 |
1.0647 |
1.0703 |
1.0847 |
|
| S4 |
1.0526 |
1.0581 |
1.0813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0956 |
1.0835 |
0.0122 |
1.1% |
0.0072 |
0.7% |
37% |
False |
True |
206,064 |
| 10 |
1.1016 |
1.0835 |
0.0181 |
1.7% |
0.0065 |
0.6% |
25% |
False |
True |
212,825 |
| 20 |
1.1175 |
1.0835 |
0.0340 |
3.1% |
0.0070 |
0.6% |
13% |
False |
True |
204,217 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0072 |
0.7% |
27% |
False |
False |
164,444 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0072 |
0.7% |
50% |
False |
False |
110,116 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
54% |
False |
False |
82,902 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
54% |
False |
False |
66,494 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0064 |
0.6% |
54% |
False |
False |
55,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1226 |
|
2.618 |
1.1104 |
|
1.618 |
1.1030 |
|
1.000 |
1.0984 |
|
0.618 |
1.0955 |
|
HIGH |
1.0909 |
|
0.618 |
1.0881 |
|
0.500 |
1.0872 |
|
0.382 |
1.0863 |
|
LOW |
1.0835 |
|
0.618 |
1.0788 |
|
1.000 |
1.0760 |
|
1.618 |
1.0714 |
|
2.618 |
1.0639 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0895 |
| PP |
1.0875 |
1.0890 |
| S1 |
1.0872 |
1.0885 |
|