CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0888 |
-0.0007 |
-0.1% |
1.0831 |
| High |
1.0896 |
1.0904 |
0.0009 |
0.1% |
1.0938 |
| Low |
1.0847 |
1.0844 |
-0.0003 |
0.0% |
1.0816 |
| Close |
1.0884 |
1.0850 |
-0.0034 |
-0.3% |
1.0875 |
| Range |
0.0049 |
0.0060 |
0.0012 |
23.7% |
0.0122 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,217 |
2,533 |
1,316 |
108.1% |
11,062 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1008 |
1.0883 |
|
| R3 |
1.0986 |
1.0948 |
1.0867 |
|
| R2 |
1.0926 |
1.0926 |
1.0861 |
|
| R1 |
1.0888 |
1.0888 |
1.0856 |
1.0877 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0861 |
| S1 |
1.0828 |
1.0828 |
1.0845 |
1.0817 |
| S2 |
1.0806 |
1.0806 |
1.0839 |
|
| S3 |
1.0746 |
1.0768 |
1.0834 |
|
| S4 |
1.0686 |
1.0708 |
1.0817 |
|
|
| 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 |
1.0916 |
1.0844 |
0.0072 |
0.7% |
0.0042 |
0.4% |
8% |
False |
True |
2,835 |
| 10 |
1.0938 |
1.0783 |
0.0155 |
1.4% |
0.0051 |
0.5% |
44% |
False |
False |
2,066 |
| 20 |
1.0958 |
1.0753 |
0.0205 |
1.9% |
0.0056 |
0.5% |
47% |
False |
False |
1,487 |
| 40 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0059 |
0.5% |
30% |
False |
False |
1,159 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0060 |
0.6% |
21% |
False |
False |
891 |
| 80 |
1.1209 |
1.0729 |
0.0481 |
4.4% |
0.0059 |
0.5% |
25% |
False |
False |
692 |
| 100 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
38% |
False |
False |
581 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
43% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1061 |
|
1.618 |
1.1001 |
|
1.000 |
1.0964 |
|
0.618 |
1.0941 |
|
HIGH |
1.0904 |
|
0.618 |
1.0881 |
|
0.500 |
1.0874 |
|
0.382 |
1.0867 |
|
LOW |
1.0844 |
|
0.618 |
1.0807 |
|
1.000 |
1.0784 |
|
1.618 |
1.0747 |
|
2.618 |
1.0687 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0880 |
| PP |
1.0866 |
1.0870 |
| S1 |
1.0858 |
1.0860 |
|