CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0741 |
0.0018 |
0.2% |
1.0800 |
| High |
1.0749 |
1.0798 |
0.0049 |
0.5% |
1.0812 |
| Low |
1.0709 |
1.0737 |
0.0028 |
0.3% |
1.0740 |
| Close |
1.0742 |
1.0782 |
0.0040 |
0.4% |
1.0798 |
| Range |
0.0040 |
0.0061 |
0.0021 |
53.2% |
0.0072 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
179,916 |
205,410 |
25,494 |
14.2% |
890,245 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0928 |
1.0815 |
|
| R3 |
1.0893 |
1.0868 |
1.0798 |
|
| R2 |
1.0833 |
1.0833 |
1.0793 |
|
| R1 |
1.0807 |
1.0807 |
1.0787 |
1.0820 |
| PP |
1.0772 |
1.0772 |
1.0772 |
1.0778 |
| S1 |
1.0747 |
1.0747 |
1.0776 |
1.0759 |
| S2 |
1.0712 |
1.0712 |
1.0770 |
|
| S3 |
1.0651 |
1.0686 |
1.0765 |
|
| S4 |
1.0591 |
1.0626 |
1.0748 |
|
|
| 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% |
0.0060 |
0.6% |
60% |
False |
False |
189,916 |
| 10 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0060 |
0.6% |
35% |
False |
False |
196,829 |
| 20 |
1.0956 |
1.0709 |
0.0247 |
2.3% |
0.0064 |
0.6% |
29% |
False |
False |
207,131 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
16% |
False |
False |
198,473 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0069 |
0.6% |
16% |
False |
False |
159,242 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.7% |
33% |
False |
False |
119,685 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
39% |
False |
False |
96,004 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
39% |
False |
False |
80,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0956 |
|
1.618 |
1.0895 |
|
1.000 |
1.0858 |
|
0.618 |
1.0835 |
|
HIGH |
1.0798 |
|
0.618 |
1.0774 |
|
0.500 |
1.0767 |
|
0.382 |
1.0760 |
|
LOW |
1.0737 |
|
0.618 |
1.0700 |
|
1.000 |
1.0677 |
|
1.618 |
1.0639 |
|
2.618 |
1.0579 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0778 |
| PP |
1.0772 |
1.0774 |
| S1 |
1.0767 |
1.0770 |
|