CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0944 |
1.0994 |
0.0050 |
0.5% |
1.0889 |
| High |
1.0994 |
1.1026 |
0.0032 |
0.3% |
1.1026 |
| Low |
1.0913 |
1.0963 |
0.0050 |
0.5% |
1.0885 |
| Close |
1.0992 |
1.0987 |
-0.0006 |
-0.1% |
1.0987 |
| Range |
0.0081 |
0.0063 |
-0.0018 |
-22.2% |
0.0142 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
38,138 |
48,336 |
10,198 |
26.7% |
111,495 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1181 |
1.1147 |
1.1021 |
|
| R3 |
1.1118 |
1.1084 |
1.1004 |
|
| R2 |
1.1055 |
1.1055 |
1.0998 |
|
| R1 |
1.1021 |
1.1021 |
1.0992 |
1.1006 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0985 |
| S1 |
1.0958 |
1.0958 |
1.0981 |
1.0943 |
| S2 |
1.0929 |
1.0929 |
1.0975 |
|
| S3 |
1.0866 |
1.0895 |
1.0969 |
|
| S4 |
1.0803 |
1.0832 |
1.0952 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1330 |
1.1064 |
|
| R3 |
1.1249 |
1.1188 |
1.1025 |
|
| R2 |
1.1107 |
1.1107 |
1.1012 |
|
| R1 |
1.1047 |
1.1047 |
1.0999 |
1.1077 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0981 |
| S1 |
1.0905 |
1.0905 |
1.0974 |
1.0936 |
| S2 |
1.0824 |
1.0824 |
1.0961 |
|
| S3 |
1.0683 |
1.0764 |
1.0948 |
|
| S4 |
1.0541 |
1.0622 |
1.0909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1026 |
1.0885 |
0.0142 |
1.3% |
0.0057 |
0.5% |
72% |
True |
False |
22,299 |
| 10 |
1.1026 |
1.0844 |
0.0182 |
1.7% |
0.0051 |
0.5% |
78% |
True |
False |
12,424 |
| 20 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0053 |
0.5% |
86% |
True |
False |
7,022 |
| 40 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0058 |
0.5% |
71% |
False |
False |
4,004 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0061 |
0.6% |
51% |
False |
False |
2,808 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0060 |
0.5% |
51% |
False |
False |
2,143 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0056 |
0.5% |
61% |
False |
False |
1,737 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
65% |
False |
False |
1,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1294 |
|
2.618 |
1.1191 |
|
1.618 |
1.1128 |
|
1.000 |
1.1089 |
|
0.618 |
1.1065 |
|
HIGH |
1.1026 |
|
0.618 |
1.1002 |
|
0.500 |
1.0995 |
|
0.382 |
1.0987 |
|
LOW |
1.0963 |
|
0.618 |
1.0924 |
|
1.000 |
1.0900 |
|
1.618 |
1.0861 |
|
2.618 |
1.0798 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.0977 |
| PP |
1.0992 |
1.0967 |
| S1 |
1.0989 |
1.0957 |
|