CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	1.0832	1.0831	-0.0001	0.0%	1.0790
High	1.0849	1.0869	0.0020	0.2%	1.0899
Low	1.0822	1.0822	0.0001	0.0%	1.0773
Close	1.0833	1.0856	0.0023	0.2%	1.0833
Range	0.0028	0.0047	0.0020	70.9%	0.0126
ATR	0.0063	0.0061	-0.0001	-1.8%	0.0000
Volume	168,902	149,888	-19,014	-11.3%	939,933

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.0990	1.0970	1.0881
R3	1.0943	1.0923	1.0868
R2	1.0896	1.0896	1.0864
R1	1.0876	1.0876	1.0860	1.0886
PP	1.0849	1.0849	1.0849	1.0854
S1	1.0829	1.0829	1.0851	1.0839
S2	1.0802	1.0802	1.0847
S3	1.0755	1.0782	1.0843
S4	1.0708	1.0735	1.0830

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	1.0773	0.0126	1.2%	0.0055	0.5%	65%	False	False	217,964
10	1.0899	1.0709	0.0190	1.8%	0.0059	0.5%	77%	False	False	207,828
20	1.0917	1.0709	0.0208	1.9%	0.0061	0.6%	70%	False	False	212,529
40	1.1175	1.0709	0.0466	4.3%	0.0065	0.6%	31%	False	False	208,373
60	1.1175	1.0709	0.0466	4.3%	0.0068	0.6%	31%	False	False	180,473
80	1.1175	1.0590	0.0585	5.4%	0.0069	0.6%	45%	False	False	135,719
100	1.1175	1.0534	0.0641	5.9%	0.0069	0.6%	50%	False	False	108,827
120	1.1175	1.0534	0.0641	5.9%	0.0067	0.6%	50%	False	False	90,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1069
2.618	1.0992
1.618	1.0945
1.000	1.0916
0.618	1.0898
HIGH	1.0869
0.618	1.0851
0.500	1.0846
0.382	1.0840
LOW	1.0822
0.618	1.0793
1.000	1.0775
1.618	1.0746
2.618	1.0699
4.250	1.0622

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	1.0852	1.0856
PP	1.0849	1.0856
S1	1.0846	1.0856

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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