CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0953 |
0.0051 |
0.5% |
1.0849 |
| High |
1.0953 |
1.0985 |
0.0032 |
0.3% |
1.0985 |
| Low |
1.0872 |
1.0922 |
0.0050 |
0.5% |
1.0844 |
| Close |
1.0951 |
1.0946 |
-0.0006 |
-0.1% |
1.0946 |
| Range |
0.0082 |
0.0064 |
-0.0018 |
-22.1% |
0.0142 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.7% |
0.0000 |
| Volume |
266,168 |
283,408 |
17,240 |
6.5% |
1,061,005 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1107 |
1.0980 |
|
| R3 |
1.1078 |
1.1043 |
1.0963 |
|
| R2 |
1.1014 |
1.1014 |
1.0957 |
|
| R1 |
1.0980 |
1.0980 |
1.0951 |
1.0965 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0943 |
| S1 |
1.0916 |
1.0916 |
1.0940 |
1.0902 |
| S2 |
1.0887 |
1.0887 |
1.0934 |
|
| S3 |
1.0824 |
1.0853 |
1.0928 |
|
| S4 |
1.0760 |
1.0789 |
1.0911 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1289 |
1.1023 |
|
| R3 |
1.1208 |
1.1147 |
1.0984 |
|
| R2 |
1.1066 |
1.1066 |
1.0971 |
|
| R1 |
1.1006 |
1.1006 |
1.0958 |
1.1036 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0940 |
| S1 |
1.0864 |
1.0864 |
1.0933 |
1.0895 |
| S2 |
1.0783 |
1.0783 |
1.0920 |
|
| S3 |
1.0642 |
1.0723 |
1.0907 |
|
| S4 |
1.0500 |
1.0581 |
1.0868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0985 |
1.0844 |
0.0142 |
1.3% |
0.0057 |
0.5% |
72% |
True |
False |
212,201 |
| 10 |
1.0985 |
1.0803 |
0.0183 |
1.7% |
0.0052 |
0.5% |
78% |
True |
False |
206,640 |
| 20 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0055 |
0.5% |
86% |
True |
False |
207,719 |
| 40 |
1.1041 |
1.0709 |
0.0332 |
3.0% |
0.0061 |
0.6% |
71% |
False |
False |
213,503 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0066 |
0.6% |
51% |
False |
False |
207,452 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
51% |
False |
False |
159,557 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0067 |
0.6% |
61% |
False |
False |
127,851 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
64% |
False |
False |
106,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1151 |
|
1.618 |
1.1088 |
|
1.000 |
1.1049 |
|
0.618 |
1.1024 |
|
HIGH |
1.0985 |
|
0.618 |
1.0961 |
|
0.500 |
1.0953 |
|
0.382 |
1.0946 |
|
LOW |
1.0922 |
|
0.618 |
1.0882 |
|
1.000 |
1.0858 |
|
1.618 |
1.0819 |
|
2.618 |
1.0755 |
|
4.250 |
1.0652 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0936 |
| PP |
1.0951 |
1.0926 |
| S1 |
1.0948 |
1.0916 |
|