CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0723 |
-0.0065 |
-0.6% |
1.0800 |
| High |
1.0830 |
1.0749 |
-0.0082 |
-0.8% |
1.0812 |
| Low |
1.0715 |
1.0709 |
-0.0006 |
-0.1% |
1.0740 |
| Close |
1.0716 |
1.0742 |
0.0027 |
0.2% |
1.0798 |
| Range |
0.0116 |
0.0040 |
-0.0076 |
-65.8% |
0.0072 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
258,772 |
179,916 |
-78,856 |
-30.5% |
890,245 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0836 |
1.0764 |
|
| R3 |
1.0812 |
1.0797 |
1.0753 |
|
| R2 |
1.0773 |
1.0773 |
1.0749 |
|
| R1 |
1.0757 |
1.0757 |
1.0746 |
1.0765 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0737 |
| S1 |
1.0718 |
1.0718 |
1.0738 |
1.0726 |
| S2 |
1.0694 |
1.0694 |
1.0735 |
|
| S3 |
1.0654 |
1.0678 |
1.0731 |
|
| S4 |
1.0615 |
1.0639 |
1.0720 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0969 |
1.0837 |
|
| R3 |
1.0926 |
1.0898 |
1.0817 |
|
| R2 |
1.0855 |
1.0855 |
1.0811 |
|
| R1 |
1.0826 |
1.0826 |
1.0804 |
1.0805 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0772 |
| S1 |
1.0755 |
1.0755 |
1.0791 |
1.0733 |
| S2 |
1.0712 |
1.0712 |
1.0784 |
|
| S3 |
1.0640 |
1.0683 |
1.0778 |
|
| S4 |
1.0569 |
1.0612 |
1.0758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0830 |
1.0709 |
0.0121 |
1.1% |
0.0057 |
0.5% |
27% |
False |
True |
180,067 |
| 10 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0063 |
0.6% |
16% |
False |
True |
203,004 |
| 20 |
1.0956 |
1.0709 |
0.0247 |
2.3% |
0.0064 |
0.6% |
13% |
False |
True |
206,271 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0066 |
0.6% |
7% |
False |
True |
197,470 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0069 |
0.6% |
7% |
False |
True |
155,839 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.7% |
26% |
False |
False |
117,126 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0070 |
0.6% |
33% |
False |
False |
93,955 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0067 |
0.6% |
33% |
False |
False |
78,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0852 |
|
1.618 |
1.0812 |
|
1.000 |
1.0788 |
|
0.618 |
1.0773 |
|
HIGH |
1.0749 |
|
0.618 |
1.0733 |
|
0.500 |
1.0729 |
|
0.382 |
1.0724 |
|
LOW |
1.0709 |
|
0.618 |
1.0685 |
|
1.000 |
1.0670 |
|
1.618 |
1.0645 |
|
2.618 |
1.0606 |
|
4.250 |
1.0541 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0770 |
| PP |
1.0733 |
1.0760 |
| S1 |
1.0729 |
1.0751 |
|