CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0866 |
1.0836 |
-0.0030 |
-0.3% |
1.0920 |
| High |
1.0909 |
1.0896 |
-0.0013 |
-0.1% |
1.0956 |
| Low |
1.0810 |
1.0799 |
-0.0011 |
-0.1% |
1.0835 |
| Close |
1.0861 |
1.0892 |
0.0032 |
0.3% |
1.0880 |
| Range |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0122 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
| Volume |
344,623 |
267,165 |
-77,458 |
-22.5% |
1,030,324 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1118 |
1.0945 |
|
| R3 |
1.1055 |
1.1022 |
1.0919 |
|
| R2 |
1.0959 |
1.0959 |
1.0910 |
|
| R1 |
1.0925 |
1.0925 |
1.0901 |
1.0942 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0871 |
| S1 |
1.0829 |
1.0829 |
1.0883 |
1.0846 |
| S2 |
1.0766 |
1.0766 |
1.0874 |
|
| S3 |
1.0669 |
1.0732 |
1.0865 |
|
| S4 |
1.0573 |
1.0636 |
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 |
1.0909 |
1.0799 |
0.0110 |
1.0% |
0.0074 |
0.7% |
85% |
False |
True |
238,663 |
| 10 |
1.0956 |
1.0799 |
0.0157 |
1.4% |
0.0069 |
0.6% |
59% |
False |
True |
217,434 |
| 20 |
1.1041 |
1.0799 |
0.0242 |
2.2% |
0.0069 |
0.6% |
39% |
False |
True |
215,431 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0071 |
0.7% |
30% |
False |
False |
187,720 |
| 60 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0070 |
0.6% |
38% |
False |
False |
126,589 |
| 80 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0071 |
0.6% |
53% |
False |
False |
95,263 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
56% |
False |
False |
76,425 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0065 |
0.6% |
56% |
False |
False |
63,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1148 |
|
1.618 |
1.1052 |
|
1.000 |
1.0992 |
|
0.618 |
1.0955 |
|
HIGH |
1.0896 |
|
0.618 |
1.0859 |
|
0.500 |
1.0847 |
|
0.382 |
1.0836 |
|
LOW |
1.0799 |
|
0.618 |
1.0739 |
|
1.000 |
1.0703 |
|
1.618 |
1.0643 |
|
2.618 |
1.0546 |
|
4.250 |
1.0389 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0879 |
| PP |
1.0862 |
1.0867 |
| S1 |
1.0847 |
1.0854 |
|