CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0862 |
0.0032 |
0.3% |
1.0848 |
| High |
1.0892 |
1.0875 |
-0.0017 |
-0.2% |
1.0870 |
| Low |
1.0816 |
1.0845 |
0.0029 |
0.3% |
1.0753 |
| Close |
1.0860 |
1.0870 |
0.0010 |
0.1% |
1.0831 |
| Range |
0.0076 |
0.0030 |
-0.0046 |
-60.3% |
0.0117 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
1,543 |
456 |
-1,087 |
-70.4% |
4,361 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0941 |
1.0886 |
|
| R3 |
1.0923 |
1.0911 |
1.0878 |
|
| R2 |
1.0893 |
1.0893 |
1.0875 |
|
| R1 |
1.0881 |
1.0881 |
1.0872 |
1.0887 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0866 |
| S1 |
1.0851 |
1.0851 |
1.0867 |
1.0857 |
| S2 |
1.0833 |
1.0833 |
1.0864 |
|
| S3 |
1.0803 |
1.0821 |
1.0861 |
|
| S4 |
1.0773 |
1.0791 |
1.0853 |
|
|
| 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% |
0.0050 |
0.5% |
84% |
False |
False |
975 |
| 10 |
1.0892 |
1.0753 |
0.0139 |
1.3% |
0.0052 |
0.5% |
84% |
False |
False |
827 |
| 20 |
1.0995 |
1.0753 |
0.0242 |
2.2% |
0.0061 |
0.6% |
48% |
False |
False |
941 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0062 |
0.6% |
26% |
False |
False |
804 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
26% |
False |
False |
627 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0059 |
0.5% |
40% |
False |
False |
497 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
46% |
False |
False |
419 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
46% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0954 |
|
1.618 |
1.0924 |
|
1.000 |
1.0905 |
|
0.618 |
1.0894 |
|
HIGH |
1.0875 |
|
0.618 |
1.0864 |
|
0.500 |
1.0860 |
|
0.382 |
1.0856 |
|
LOW |
1.0845 |
|
0.618 |
1.0826 |
|
1.000 |
1.0815 |
|
1.618 |
1.0796 |
|
2.618 |
1.0766 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0866 |
1.0859 |
| PP |
1.0863 |
1.0849 |
| S1 |
1.0860 |
1.0839 |
|