CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0831 |
0.0009 |
0.1% |
1.0801 |
| High |
1.0836 |
1.0899 |
0.0064 |
0.6% |
1.0830 |
| Low |
1.0801 |
1.0813 |
0.0012 |
0.1% |
1.0709 |
| Close |
1.0828 |
1.0832 |
0.0004 |
0.0% |
1.0790 |
| Range |
0.0035 |
0.0087 |
0.0052 |
150.7% |
0.0121 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
161,716 |
272,260 |
110,544 |
68.4% |
988,465 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1056 |
1.0880 |
|
| R3 |
1.1021 |
1.0970 |
1.0856 |
|
| R2 |
1.0934 |
1.0934 |
1.0848 |
|
| R1 |
1.0883 |
1.0883 |
1.0840 |
1.0909 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0861 |
| S1 |
1.0797 |
1.0797 |
1.0824 |
1.0822 |
| S2 |
1.0761 |
1.0761 |
1.0816 |
|
| S3 |
1.0675 |
1.0710 |
1.0808 |
|
| S4 |
1.0588 |
1.0624 |
1.0784 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1085 |
1.0856 |
|
| R3 |
1.1018 |
1.0964 |
1.0823 |
|
| R2 |
1.0897 |
1.0897 |
1.0812 |
|
| R1 |
1.0843 |
1.0843 |
1.0801 |
1.0810 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0759 |
| S1 |
1.0722 |
1.0722 |
1.0778 |
1.0689 |
| S2 |
1.0655 |
1.0655 |
1.0767 |
|
| S3 |
1.0534 |
1.0601 |
1.0756 |
|
| S4 |
1.0413 |
1.0480 |
1.0723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0899 |
1.0737 |
0.0162 |
1.5% |
0.0063 |
0.6% |
59% |
True |
False |
234,985 |
| 10 |
1.0899 |
1.0709 |
0.0190 |
1.8% |
0.0060 |
0.6% |
65% |
True |
False |
207,526 |
| 20 |
1.0926 |
1.0709 |
0.0217 |
2.0% |
0.0065 |
0.6% |
57% |
False |
False |
218,531 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
26% |
False |
False |
205,796 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0069 |
0.6% |
26% |
False |
False |
175,255 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.6% |
41% |
False |
False |
131,761 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
47% |
False |
False |
105,667 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
47% |
False |
False |
88,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1125 |
|
1.618 |
1.1039 |
|
1.000 |
1.0986 |
|
0.618 |
1.0952 |
|
HIGH |
1.0899 |
|
0.618 |
1.0866 |
|
0.500 |
1.0856 |
|
0.382 |
1.0846 |
|
LOW |
1.0813 |
|
0.618 |
1.0759 |
|
1.000 |
1.0726 |
|
1.618 |
1.0673 |
|
2.618 |
1.0586 |
|
4.250 |
1.0445 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0836 |
| PP |
1.0848 |
1.0835 |
| S1 |
1.0840 |
1.0833 |
|