CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0832 |
0.0001 |
0.0% |
1.0790 |
| High |
1.0899 |
1.0849 |
-0.0050 |
-0.5% |
1.0899 |
| Low |
1.0813 |
1.0822 |
0.0009 |
0.1% |
1.0773 |
| Close |
1.0832 |
1.0833 |
0.0001 |
0.0% |
1.0833 |
| Range |
0.0087 |
0.0028 |
-0.0059 |
-68.2% |
0.0126 |
| ATR |
0.0065 |
0.0063 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
272,260 |
168,902 |
-103,358 |
-38.0% |
939,933 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0903 |
1.0848 |
|
| R3 |
1.0890 |
1.0875 |
1.0841 |
|
| R2 |
1.0862 |
1.0862 |
1.0838 |
|
| R1 |
1.0848 |
1.0848 |
1.0836 |
1.0855 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0838 |
| S1 |
1.0820 |
1.0820 |
1.0830 |
1.0827 |
| S2 |
1.0807 |
1.0807 |
1.0828 |
|
| S3 |
1.0780 |
1.0793 |
1.0825 |
|
| S4 |
1.0752 |
1.0765 |
1.0818 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1149 |
1.0902 |
|
| R3 |
1.1087 |
1.1023 |
1.0868 |
|
| R2 |
1.0961 |
1.0961 |
1.0856 |
|
| R1 |
1.0897 |
1.0897 |
1.0845 |
1.0929 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0851 |
| S1 |
1.0771 |
1.0771 |
1.0821 |
1.0803 |
| S2 |
1.0709 |
1.0709 |
1.0810 |
|
| S3 |
1.0583 |
1.0645 |
1.0798 |
|
| S4 |
1.0457 |
1.0519 |
1.0764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0899 |
1.0745 |
0.0155 |
1.4% |
0.0056 |
0.5% |
57% |
False |
False |
227,683 |
| 10 |
1.0899 |
1.0709 |
0.0190 |
1.8% |
0.0058 |
0.5% |
65% |
False |
False |
208,799 |
| 20 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0063 |
0.6% |
60% |
False |
False |
215,001 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0066 |
0.6% |
27% |
False |
False |
208,504 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0069 |
0.6% |
27% |
False |
False |
178,026 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0069 |
0.6% |
42% |
False |
False |
133,858 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
47% |
False |
False |
107,345 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
47% |
False |
False |
89,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0921 |
|
1.618 |
1.0893 |
|
1.000 |
1.0877 |
|
0.618 |
1.0866 |
|
HIGH |
1.0849 |
|
0.618 |
1.0838 |
|
0.500 |
1.0835 |
|
0.382 |
1.0832 |
|
LOW |
1.0822 |
|
0.618 |
1.0805 |
|
1.000 |
1.0794 |
|
1.618 |
1.0777 |
|
2.618 |
1.0750 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0850 |
| PP |
1.0835 |
1.0844 |
| S1 |
1.0834 |
1.0839 |
|