CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0950 |
0.0022 |
0.2% |
1.0849 |
| High |
1.0966 |
1.0956 |
-0.0010 |
-0.1% |
1.0985 |
| Low |
1.0922 |
1.0882 |
-0.0041 |
-0.4% |
1.0844 |
| Close |
1.0954 |
1.0886 |
-0.0068 |
-0.6% |
1.0946 |
| Range |
0.0044 |
0.0075 |
0.0031 |
69.3% |
0.0142 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.6% |
0.0000 |
| Volume |
537,276 |
340,888 |
-196,388 |
-36.6% |
1,061,005 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1083 |
1.0927 |
|
| R3 |
1.1057 |
1.1009 |
1.0906 |
|
| R2 |
1.0982 |
1.0982 |
1.0900 |
|
| R1 |
1.0934 |
1.0934 |
1.0893 |
1.0921 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0901 |
| S1 |
1.0860 |
1.0860 |
1.0879 |
1.0847 |
| S2 |
1.0833 |
1.0833 |
1.0872 |
|
| S3 |
1.0759 |
1.0785 |
1.0866 |
|
| S4 |
1.0684 |
1.0711 |
1.0845 |
|
|
| 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 |
1.0882 |
0.0104 |
1.0% |
0.0052 |
0.5% |
4% |
False |
True |
347,361 |
| 10 |
1.0985 |
1.0804 |
0.0181 |
1.7% |
0.0053 |
0.5% |
45% |
False |
False |
273,765 |
| 20 |
1.0985 |
1.0737 |
0.0248 |
2.3% |
0.0053 |
0.5% |
60% |
False |
False |
243,181 |
| 40 |
1.0985 |
1.0709 |
0.0276 |
2.5% |
0.0059 |
0.5% |
64% |
False |
False |
224,726 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0062 |
0.6% |
38% |
False |
False |
212,707 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
38% |
False |
False |
177,674 |
| 100 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0067 |
0.6% |
51% |
False |
False |
142,337 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
55% |
False |
False |
118,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1151 |
|
1.618 |
1.1077 |
|
1.000 |
1.1031 |
|
0.618 |
1.1002 |
|
HIGH |
1.0956 |
|
0.618 |
1.0928 |
|
0.500 |
1.0919 |
|
0.382 |
1.0910 |
|
LOW |
1.0882 |
|
0.618 |
1.0835 |
|
1.000 |
1.0807 |
|
1.618 |
1.0761 |
|
2.618 |
1.0686 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0924 |
| PP |
1.0908 |
1.0911 |
| S1 |
1.0897 |
1.0899 |
|