CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0772 |
1.0789 |
0.0017 |
0.2% |
1.0872 |
| High |
1.0802 |
1.0805 |
0.0004 |
0.0% |
1.0917 |
| Low |
1.0772 |
1.0758 |
-0.0014 |
-0.1% |
1.0799 |
| Close |
1.0789 |
1.0791 |
0.0002 |
0.0% |
1.0811 |
| Range |
0.0030 |
0.0048 |
0.0018 |
58.3% |
0.0118 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
168,491 |
156,168 |
-12,323 |
-7.3% |
1,282,060 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0906 |
1.0817 |
|
| R3 |
1.0879 |
1.0859 |
1.0804 |
|
| R2 |
1.0832 |
1.0832 |
1.0799 |
|
| R1 |
1.0811 |
1.0811 |
1.0795 |
1.0822 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0790 |
| S1 |
1.0764 |
1.0764 |
1.0786 |
1.0774 |
| S2 |
1.0737 |
1.0737 |
1.0782 |
|
| S3 |
1.0689 |
1.0716 |
1.0777 |
|
| S4 |
1.0642 |
1.0669 |
1.0764 |
|
|
| 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% |
0.0060 |
0.6% |
29% |
False |
False |
203,742 |
| 10 |
1.0917 |
1.0740 |
0.0177 |
1.6% |
0.0067 |
0.6% |
29% |
False |
False |
221,203 |
| 20 |
1.1041 |
1.0740 |
0.0301 |
2.8% |
0.0067 |
0.6% |
17% |
False |
False |
219,286 |
| 40 |
1.1175 |
1.0740 |
0.0435 |
4.0% |
0.0071 |
0.7% |
12% |
False |
False |
207,318 |
| 60 |
1.1175 |
1.0723 |
0.0452 |
4.2% |
0.0071 |
0.7% |
15% |
False |
False |
143,503 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.6% |
34% |
False |
False |
107,884 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
40% |
False |
False |
86,553 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0066 |
0.6% |
40% |
False |
False |
72,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0929 |
|
1.618 |
1.0882 |
|
1.000 |
1.0853 |
|
0.618 |
1.0834 |
|
HIGH |
1.0805 |
|
0.618 |
1.0787 |
|
0.500 |
1.0781 |
|
0.382 |
1.0776 |
|
LOW |
1.0758 |
|
0.618 |
1.0728 |
|
1.000 |
1.0710 |
|
1.618 |
1.0681 |
|
2.618 |
1.0633 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0785 |
| PP |
1.0784 |
1.0779 |
| S1 |
1.0781 |
1.0773 |
|