CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0848 |
1.0830 |
-0.0018 |
-0.2% |
1.0840 |
| High |
1.0861 |
1.0870 |
0.0009 |
0.1% |
1.0852 |
| Low |
1.0812 |
1.0757 |
-0.0055 |
-0.5% |
1.0782 |
| Close |
1.0825 |
1.0758 |
-0.0067 |
-0.6% |
1.0838 |
| Range |
0.0049 |
0.0113 |
0.0064 |
130.6% |
0.0070 |
| ATR |
0.0061 |
0.0064 |
0.0004 |
6.2% |
0.0000 |
| Volume |
354 |
1,127 |
773 |
218.4% |
4,612 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1134 |
1.1059 |
1.0820 |
|
| R3 |
1.1021 |
1.0946 |
1.0789 |
|
| R2 |
1.0908 |
1.0908 |
1.0778 |
|
| R1 |
1.0833 |
1.0833 |
1.0768 |
1.0814 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0785 |
| S1 |
1.0720 |
1.0720 |
1.0747 |
1.0701 |
| S2 |
1.0682 |
1.0682 |
1.0737 |
|
| S3 |
1.0569 |
1.0607 |
1.0726 |
|
| S4 |
1.0456 |
1.0494 |
1.0695 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1006 |
1.0877 |
|
| R3 |
1.0964 |
1.0936 |
1.0857 |
|
| R2 |
1.0894 |
1.0894 |
1.0851 |
|
| R1 |
1.0866 |
1.0866 |
1.0844 |
1.0845 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0813 |
| S1 |
1.0796 |
1.0796 |
1.0832 |
1.0775 |
| S2 |
1.0754 |
1.0754 |
1.0825 |
|
| S3 |
1.0684 |
1.0726 |
1.0819 |
|
| S4 |
1.0614 |
1.0656 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0870 |
1.0757 |
0.0113 |
1.1% |
0.0053 |
0.5% |
0% |
True |
True |
678 |
| 10 |
1.0958 |
1.0757 |
0.0201 |
1.9% |
0.0067 |
0.6% |
0% |
False |
True |
1,015 |
| 20 |
1.0995 |
1.0757 |
0.0238 |
2.2% |
0.0061 |
0.6% |
0% |
False |
True |
881 |
| 40 |
1.1209 |
1.0757 |
0.0452 |
4.2% |
0.0063 |
0.6% |
0% |
False |
True |
727 |
| 60 |
1.1209 |
1.0757 |
0.0452 |
4.2% |
0.0061 |
0.6% |
0% |
False |
True |
550 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0058 |
0.5% |
20% |
False |
False |
441 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
28% |
False |
False |
375 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
28% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1166 |
|
1.618 |
1.1053 |
|
1.000 |
1.0983 |
|
0.618 |
1.0940 |
|
HIGH |
1.0870 |
|
0.618 |
1.0827 |
|
0.500 |
1.0814 |
|
0.382 |
1.0800 |
|
LOW |
1.0757 |
|
0.618 |
1.0687 |
|
1.000 |
1.0644 |
|
1.618 |
1.0574 |
|
2.618 |
1.0461 |
|
4.250 |
1.0277 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0814 |
| PP |
1.0795 |
1.0795 |
| S1 |
1.0776 |
1.0776 |
|