CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0870 |
-0.0008 |
-0.1% |
1.0831 |
| High |
1.0889 |
1.0910 |
0.0021 |
0.2% |
1.0938 |
| Low |
1.0864 |
1.0864 |
0.0001 |
0.0% |
1.0816 |
| Close |
1.0875 |
1.0898 |
0.0023 |
0.2% |
1.0875 |
| Range |
0.0026 |
0.0046 |
0.0021 |
80.4% |
0.0122 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6,526 |
2,103 |
-4,423 |
-67.8% |
11,062 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.1009 |
1.0923 |
|
| R3 |
1.0983 |
1.0963 |
1.0910 |
|
| R2 |
1.0937 |
1.0937 |
1.0906 |
|
| R1 |
1.0917 |
1.0917 |
1.0902 |
1.0927 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0895 |
| S1 |
1.0871 |
1.0871 |
1.0893 |
1.0881 |
| S2 |
1.0845 |
1.0845 |
1.0889 |
|
| S3 |
1.0799 |
1.0825 |
1.0885 |
|
| S4 |
1.0753 |
1.0779 |
1.0872 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1179 |
1.0942 |
|
| R3 |
1.1119 |
1.1058 |
1.0908 |
|
| R2 |
1.0998 |
1.0998 |
1.0897 |
|
| R1 |
1.0936 |
1.0936 |
1.0886 |
1.0967 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0892 |
| S1 |
1.0815 |
1.0815 |
1.0864 |
1.0846 |
| S2 |
1.0755 |
1.0755 |
1.0853 |
|
| S3 |
1.0633 |
1.0693 |
1.0842 |
|
| S4 |
1.0512 |
1.0572 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0938 |
1.0816 |
0.0122 |
1.1% |
0.0052 |
0.5% |
67% |
False |
False |
2,633 |
| 10 |
1.0938 |
1.0753 |
0.0185 |
1.7% |
0.0057 |
0.5% |
78% |
False |
False |
1,752 |
| 20 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0058 |
0.5% |
71% |
False |
False |
1,373 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
32% |
False |
False |
1,066 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
32% |
False |
False |
809 |
| 80 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0059 |
0.5% |
45% |
False |
False |
629 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
50% |
False |
False |
530 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
50% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1030 |
|
1.618 |
1.0984 |
|
1.000 |
1.0956 |
|
0.618 |
1.0938 |
|
HIGH |
1.0910 |
|
0.618 |
1.0892 |
|
0.500 |
1.0887 |
|
0.382 |
1.0882 |
|
LOW |
1.0864 |
|
0.618 |
1.0836 |
|
1.000 |
1.0818 |
|
1.618 |
1.0790 |
|
2.618 |
1.0744 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0894 |
1.0897 |
| PP |
1.0891 |
1.0897 |
| S1 |
1.0887 |
1.0897 |
|