CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0831 |
0.0002 |
0.0% |
1.0848 |
| High |
1.0841 |
1.0892 |
0.0051 |
0.5% |
1.0870 |
| Low |
1.0787 |
1.0816 |
0.0029 |
0.3% |
1.0753 |
| Close |
1.0831 |
1.0860 |
0.0029 |
0.3% |
1.0831 |
| Range |
0.0054 |
0.0076 |
0.0022 |
39.8% |
0.0117 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
866 |
1,543 |
677 |
78.2% |
4,361 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1047 |
1.0902 |
|
| R3 |
1.1007 |
1.0971 |
1.0881 |
|
| R2 |
1.0931 |
1.0931 |
1.0874 |
|
| R1 |
1.0896 |
1.0896 |
1.0867 |
1.0914 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0865 |
| S1 |
1.0820 |
1.0820 |
1.0853 |
1.0838 |
| S2 |
1.0780 |
1.0780 |
1.0846 |
|
| S3 |
1.0705 |
1.0745 |
1.0839 |
|
| S4 |
1.0629 |
1.0669 |
1.0818 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1117 |
1.0895 |
|
| R3 |
1.1052 |
1.1000 |
1.0863 |
|
| R2 |
1.0935 |
1.0935 |
1.0852 |
|
| R1 |
1.0883 |
1.0883 |
1.0842 |
1.0851 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0802 |
| S1 |
1.0766 |
1.0766 |
1.0820 |
1.0734 |
| S2 |
1.0701 |
1.0701 |
1.0810 |
|
| S3 |
1.0584 |
1.0649 |
1.0799 |
|
| S4 |
1.0467 |
1.0532 |
1.0767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0892 |
1.0753 |
0.0139 |
1.3% |
0.0067 |
0.6% |
77% |
True |
False |
1,110 |
| 10 |
1.0892 |
1.0753 |
0.0139 |
1.3% |
0.0053 |
0.5% |
77% |
True |
False |
934 |
| 20 |
1.0995 |
1.0753 |
0.0242 |
2.2% |
0.0064 |
0.6% |
44% |
False |
False |
948 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0063 |
0.6% |
23% |
False |
False |
810 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
23% |
False |
False |
620 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0059 |
0.5% |
38% |
False |
False |
491 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
44% |
False |
False |
416 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
44% |
False |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1089 |
|
1.618 |
1.1014 |
|
1.000 |
1.0967 |
|
0.618 |
1.0938 |
|
HIGH |
1.0892 |
|
0.618 |
1.0863 |
|
0.500 |
1.0854 |
|
0.382 |
1.0845 |
|
LOW |
1.0816 |
|
0.618 |
1.0769 |
|
1.000 |
1.0741 |
|
1.618 |
1.0694 |
|
2.618 |
1.0618 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0852 |
| PP |
1.0856 |
1.0845 |
| S1 |
1.0854 |
1.0837 |
|