CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0903 |
0.0014 |
0.1% |
1.0870 |
| High |
1.0914 |
1.0923 |
0.0010 |
0.1% |
1.0916 |
| Low |
1.0885 |
1.0887 |
0.0002 |
0.0% |
1.0844 |
| Close |
1.0903 |
1.0900 |
-0.0004 |
0.0% |
1.0889 |
| Range |
0.0029 |
0.0037 |
0.0008 |
25.9% |
0.0072 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
6,942 |
5,368 |
-1,574 |
-22.7% |
12,747 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0993 |
1.0920 |
|
| R3 |
1.0976 |
1.0956 |
1.0910 |
|
| R2 |
1.0940 |
1.0940 |
1.0906 |
|
| R1 |
1.0920 |
1.0920 |
1.0903 |
1.0911 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0899 |
| S1 |
1.0883 |
1.0883 |
1.0896 |
1.0875 |
| S2 |
1.0867 |
1.0867 |
1.0893 |
|
| S3 |
1.0830 |
1.0847 |
1.0889 |
|
| S4 |
1.0794 |
1.0810 |
1.0879 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1066 |
1.0929 |
|
| R3 |
1.1027 |
1.0994 |
1.0909 |
|
| R2 |
1.0955 |
1.0955 |
1.0902 |
|
| R1 |
1.0922 |
1.0922 |
1.0896 |
1.0939 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0891 |
| S1 |
1.0850 |
1.0850 |
1.0882 |
1.0867 |
| S2 |
1.0811 |
1.0811 |
1.0876 |
|
| S3 |
1.0739 |
1.0778 |
1.0869 |
|
| S4 |
1.0667 |
1.0706 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0923 |
1.0844 |
0.0079 |
0.7% |
0.0044 |
0.4% |
70% |
True |
False |
4,230 |
| 10 |
1.0938 |
1.0844 |
0.0094 |
0.9% |
0.0043 |
0.4% |
59% |
False |
False |
3,457 |
| 20 |
1.0938 |
1.0753 |
0.0185 |
1.7% |
0.0048 |
0.4% |
79% |
False |
False |
2,196 |
| 40 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0056 |
0.5% |
45% |
False |
False |
1,550 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
32% |
False |
False |
1,162 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
32% |
False |
False |
906 |
| 100 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
46% |
False |
False |
751 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0053 |
0.5% |
51% |
False |
False |
640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.1019 |
|
1.618 |
1.0982 |
|
1.000 |
1.0960 |
|
0.618 |
1.0946 |
|
HIGH |
1.0923 |
|
0.618 |
1.0909 |
|
0.500 |
1.0905 |
|
0.382 |
1.0900 |
|
LOW |
1.0887 |
|
0.618 |
1.0864 |
|
1.000 |
1.0850 |
|
1.618 |
1.0827 |
|
2.618 |
1.0791 |
|
4.250 |
1.0731 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0894 |
| PP |
1.0903 |
1.0889 |
| S1 |
1.0901 |
1.0884 |
|