CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0849 |
0.0038 |
0.3% |
1.0831 |
| High |
1.0850 |
1.0873 |
0.0023 |
0.2% |
1.0875 |
| Low |
1.0804 |
1.0844 |
0.0040 |
0.4% |
1.0803 |
| Close |
1.0848 |
1.0862 |
0.0014 |
0.1% |
1.0848 |
| Range |
0.0046 |
0.0029 |
-0.0017 |
-37.0% |
0.0072 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
223,251 |
152,041 |
-71,210 |
-31.9% |
1,005,395 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0933 |
1.0878 |
|
| R3 |
1.0917 |
1.0904 |
1.0870 |
|
| R2 |
1.0888 |
1.0888 |
1.0867 |
|
| R1 |
1.0875 |
1.0875 |
1.0865 |
1.0882 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0863 |
| S1 |
1.0846 |
1.0846 |
1.0859 |
1.0853 |
| S2 |
1.0830 |
1.0830 |
1.0857 |
|
| S3 |
1.0801 |
1.0817 |
1.0854 |
|
| S4 |
1.0772 |
1.0788 |
1.0846 |
|
|
| 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% |
0.0044 |
0.4% |
83% |
False |
False |
201,509 |
| 10 |
1.0899 |
1.0773 |
0.0126 |
1.2% |
0.0049 |
0.5% |
71% |
False |
False |
209,736 |
| 20 |
1.0899 |
1.0709 |
0.0190 |
1.7% |
0.0051 |
0.5% |
81% |
False |
False |
198,803 |
| 40 |
1.1041 |
1.0709 |
0.0332 |
3.1% |
0.0062 |
0.6% |
46% |
False |
False |
209,500 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
33% |
False |
False |
195,568 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
33% |
False |
False |
148,229 |
| 100 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0067 |
0.6% |
48% |
False |
False |
118,846 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
51% |
False |
False |
99,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0948 |
|
1.618 |
1.0919 |
|
1.000 |
1.0902 |
|
0.618 |
1.0890 |
|
HIGH |
1.0873 |
|
0.618 |
1.0861 |
|
0.500 |
1.0858 |
|
0.382 |
1.0855 |
|
LOW |
1.0844 |
|
0.618 |
1.0826 |
|
1.000 |
1.0815 |
|
1.618 |
1.0797 |
|
2.618 |
1.0768 |
|
4.250 |
1.0720 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0854 |
| PP |
1.0859 |
1.0846 |
| S1 |
1.0858 |
1.0838 |
|