CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0866 |
0.0009 |
0.1% |
1.0920 |
| High |
1.0880 |
1.0909 |
0.0029 |
0.3% |
1.0956 |
| Low |
1.0833 |
1.0810 |
-0.0023 |
-0.2% |
1.0835 |
| Close |
1.0867 |
1.0861 |
-0.0006 |
-0.1% |
1.0880 |
| Range |
0.0047 |
0.0099 |
0.0052 |
111.8% |
0.0122 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.2% |
0.0000 |
| Volume |
185,565 |
344,623 |
159,058 |
85.7% |
1,030,324 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1106 |
1.0915 |
|
| R3 |
1.1057 |
1.1008 |
1.0888 |
|
| R2 |
1.0958 |
1.0958 |
1.0879 |
|
| R1 |
1.0909 |
1.0909 |
1.0870 |
1.0885 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0847 |
| S1 |
1.0811 |
1.0811 |
1.0851 |
1.0786 |
| S2 |
1.0761 |
1.0761 |
1.0842 |
|
| S3 |
1.0663 |
1.0712 |
1.0833 |
|
| S4 |
1.0564 |
1.0614 |
1.0806 |
|
|
| 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 |
1.0926 |
1.0810 |
0.0116 |
1.1% |
0.0071 |
0.7% |
44% |
False |
True |
233,132 |
| 10 |
1.0956 |
1.0810 |
0.0146 |
1.3% |
0.0066 |
0.6% |
35% |
False |
True |
209,537 |
| 20 |
1.1041 |
1.0810 |
0.0231 |
2.1% |
0.0067 |
0.6% |
22% |
False |
True |
212,896 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0071 |
0.7% |
22% |
False |
False |
182,219 |
| 60 |
1.1175 |
1.0681 |
0.0494 |
4.5% |
0.0071 |
0.7% |
36% |
False |
False |
122,163 |
| 80 |
1.1175 |
1.0565 |
0.0610 |
5.6% |
0.0071 |
0.7% |
48% |
False |
False |
91,935 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
51% |
False |
False |
73,758 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0065 |
0.6% |
51% |
False |
False |
61,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1327 |
|
2.618 |
1.1166 |
|
1.618 |
1.1068 |
|
1.000 |
1.1007 |
|
0.618 |
1.0969 |
|
HIGH |
1.0909 |
|
0.618 |
1.0871 |
|
0.500 |
1.0859 |
|
0.382 |
1.0848 |
|
LOW |
1.0810 |
|
0.618 |
1.0749 |
|
1.000 |
1.0712 |
|
1.618 |
1.0651 |
|
2.618 |
1.0552 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0860 |
| PP |
1.0860 |
1.0860 |
| S1 |
1.0859 |
1.0859 |
|