CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0772 |
0.0012 |
0.1% |
1.0872 |
| High |
1.0780 |
1.0802 |
0.0022 |
0.2% |
1.0917 |
| Low |
1.0740 |
1.0772 |
0.0032 |
0.3% |
1.0799 |
| Close |
1.0767 |
1.0789 |
0.0022 |
0.2% |
1.0811 |
| Range |
0.0040 |
0.0030 |
-0.0010 |
-25.0% |
0.0118 |
| ATR |
0.0072 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
184,899 |
168,491 |
-16,408 |
-8.9% |
1,282,060 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0863 |
1.0806 |
|
| R3 |
1.0847 |
1.0833 |
1.0797 |
|
| R2 |
1.0817 |
1.0817 |
1.0795 |
|
| R1 |
1.0803 |
1.0803 |
1.0792 |
1.0810 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0791 |
| S1 |
1.0773 |
1.0773 |
1.0786 |
1.0780 |
| S2 |
1.0757 |
1.0757 |
1.0784 |
|
| S3 |
1.0727 |
1.0743 |
1.0781 |
|
| S4 |
1.0697 |
1.0713 |
1.0773 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1122 |
1.0876 |
|
| R3 |
1.1078 |
1.1004 |
1.0843 |
|
| R2 |
1.0960 |
1.0960 |
1.0833 |
|
| R1 |
1.0886 |
1.0886 |
1.0822 |
1.0864 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0832 |
| S1 |
1.0768 |
1.0768 |
1.0800 |
1.0746 |
| S2 |
1.0724 |
1.0724 |
1.0789 |
|
| S3 |
1.0606 |
1.0650 |
1.0779 |
|
| S4 |
1.0488 |
1.0532 |
1.0746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0917 |
1.0740 |
0.0177 |
1.6% |
0.0070 |
0.6% |
28% |
False |
False |
225,941 |
| 10 |
1.0926 |
1.0740 |
0.0186 |
1.7% |
0.0070 |
0.7% |
26% |
False |
False |
229,537 |
| 20 |
1.1041 |
1.0740 |
0.0301 |
2.8% |
0.0067 |
0.6% |
16% |
False |
False |
219,699 |
| 40 |
1.1175 |
1.0740 |
0.0435 |
4.0% |
0.0071 |
0.7% |
11% |
False |
False |
206,476 |
| 60 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0071 |
0.7% |
16% |
False |
False |
140,913 |
| 80 |
1.1175 |
1.0573 |
0.0602 |
5.6% |
0.0070 |
0.7% |
36% |
False |
False |
105,963 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
40% |
False |
False |
84,992 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0066 |
0.6% |
40% |
False |
False |
70,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0880 |
|
1.618 |
1.0850 |
|
1.000 |
1.0832 |
|
0.618 |
1.0820 |
|
HIGH |
1.0802 |
|
0.618 |
1.0790 |
|
0.500 |
1.0787 |
|
0.382 |
1.0783 |
|
LOW |
1.0772 |
|
0.618 |
1.0753 |
|
1.000 |
1.0742 |
|
1.618 |
1.0723 |
|
2.618 |
1.0693 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0783 |
| PP |
1.0787 |
1.0778 |
| S1 |
1.0787 |
1.0772 |
|