CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0861 |
1.0853 |
-0.0008 |
-0.1% |
1.0790 |
| High |
1.0875 |
1.0854 |
-0.0021 |
-0.2% |
1.0899 |
| Low |
1.0842 |
1.0805 |
-0.0037 |
-0.3% |
1.0773 |
| Close |
1.0854 |
1.0842 |
-0.0012 |
-0.1% |
1.0833 |
| Range |
0.0033 |
0.0050 |
0.0017 |
50.0% |
0.0126 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
171,507 |
185,902 |
14,395 |
8.4% |
939,933 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0962 |
1.0869 |
|
| R3 |
1.0933 |
1.0912 |
1.0856 |
|
| R2 |
1.0883 |
1.0883 |
1.0851 |
|
| R1 |
1.0863 |
1.0863 |
1.0847 |
1.0848 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0826 |
| S1 |
1.0813 |
1.0813 |
1.0837 |
1.0799 |
| S2 |
1.0784 |
1.0784 |
1.0833 |
|
| S3 |
1.0735 |
1.0764 |
1.0828 |
|
| S4 |
1.0685 |
1.0714 |
1.0815 |
|
|
| 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 |
1.0805 |
0.0095 |
0.9% |
0.0049 |
0.4% |
40% |
False |
True |
189,691 |
| 10 |
1.0899 |
1.0709 |
0.0190 |
1.8% |
0.0051 |
0.5% |
70% |
False |
False |
203,104 |
| 20 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0060 |
0.6% |
64% |
False |
False |
211,289 |
| 40 |
1.1079 |
1.0709 |
0.0370 |
3.4% |
0.0064 |
0.6% |
36% |
False |
False |
208,842 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
29% |
False |
False |
186,299 |
| 80 |
1.1175 |
1.0642 |
0.0533 |
4.9% |
0.0068 |
0.6% |
38% |
False |
False |
140,146 |
| 100 |
1.1175 |
1.0565 |
0.0610 |
5.6% |
0.0068 |
0.6% |
45% |
False |
False |
112,365 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
48% |
False |
False |
93,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0984 |
|
1.618 |
1.0934 |
|
1.000 |
1.0904 |
|
0.618 |
1.0885 |
|
HIGH |
1.0854 |
|
0.618 |
1.0835 |
|
0.500 |
1.0829 |
|
0.382 |
1.0823 |
|
LOW |
1.0805 |
|
0.618 |
1.0774 |
|
1.000 |
1.0755 |
|
1.618 |
1.0724 |
|
2.618 |
1.0675 |
|
4.250 |
1.0594 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0841 |
| PP |
1.0834 |
1.0840 |
| S1 |
1.0829 |
1.0840 |
|