CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0811 |
-0.0035 |
-0.3% |
1.0831 |
| High |
1.0863 |
1.0850 |
-0.0013 |
-0.1% |
1.0875 |
| Low |
1.0803 |
1.0804 |
0.0002 |
0.0% |
1.0803 |
| Close |
1.0809 |
1.0848 |
0.0039 |
0.4% |
1.0848 |
| Range |
0.0061 |
0.0046 |
-0.0015 |
-24.0% |
0.0072 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
274,847 |
223,251 |
-51,596 |
-18.8% |
1,005,395 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0956 |
1.0873 |
|
| R3 |
1.0926 |
1.0910 |
1.0861 |
|
| R2 |
1.0880 |
1.0880 |
1.0856 |
|
| R1 |
1.0864 |
1.0864 |
1.0852 |
1.0872 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0838 |
| S1 |
1.0818 |
1.0818 |
1.0844 |
1.0826 |
| S2 |
1.0788 |
1.0788 |
1.0840 |
|
| S3 |
1.0742 |
1.0772 |
1.0835 |
|
| S4 |
1.0696 |
1.0726 |
1.0823 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1025 |
1.0888 |
|
| R3 |
1.0986 |
1.0953 |
1.0868 |
|
| R2 |
1.0914 |
1.0914 |
1.0861 |
|
| R1 |
1.0881 |
1.0881 |
1.0855 |
1.0897 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0850 |
| S1 |
1.0809 |
1.0809 |
1.0841 |
1.0825 |
| S2 |
1.0770 |
1.0770 |
1.0835 |
|
| S3 |
1.0698 |
1.0737 |
1.0828 |
|
| S4 |
1.0626 |
1.0665 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0803 |
0.0072 |
0.7% |
0.0047 |
0.4% |
63% |
False |
False |
201,079 |
| 10 |
1.0899 |
1.0745 |
0.0155 |
1.4% |
0.0052 |
0.5% |
67% |
False |
False |
214,381 |
| 20 |
1.0917 |
1.0709 |
0.0208 |
1.9% |
0.0056 |
0.5% |
67% |
False |
False |
205,605 |
| 40 |
1.1041 |
1.0709 |
0.0332 |
3.1% |
0.0062 |
0.6% |
42% |
False |
False |
210,518 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0066 |
0.6% |
30% |
False |
False |
193,681 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
30% |
False |
False |
146,343 |
| 100 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0068 |
0.6% |
46% |
False |
False |
117,332 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
49% |
False |
False |
97,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0970 |
|
1.618 |
1.0924 |
|
1.000 |
1.0896 |
|
0.618 |
1.0878 |
|
HIGH |
1.0850 |
|
0.618 |
1.0832 |
|
0.500 |
1.0827 |
|
0.382 |
1.0822 |
|
LOW |
1.0804 |
|
0.618 |
1.0776 |
|
1.000 |
1.0758 |
|
1.618 |
1.0730 |
|
2.618 |
1.0684 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0843 |
| PP |
1.0834 |
1.0838 |
| S1 |
1.0827 |
1.0833 |
|