CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0932 |
0.0004 |
0.0% |
1.0984 |
| High |
1.0941 |
1.0947 |
0.0006 |
0.1% |
1.1007 |
| Low |
1.0915 |
1.0907 |
-0.0008 |
-0.1% |
1.0915 |
| Close |
1.0932 |
1.0911 |
-0.0021 |
-0.2% |
1.0932 |
| Range |
0.0027 |
0.0040 |
0.0013 |
49.1% |
0.0093 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
207,446 |
150,384 |
-57,062 |
-27.5% |
1,146,986 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.1015 |
1.0933 |
|
| R3 |
1.1001 |
1.0976 |
1.0922 |
|
| R2 |
1.0961 |
1.0961 |
1.0918 |
|
| R1 |
1.0936 |
1.0936 |
1.0915 |
1.0929 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0918 |
| S1 |
1.0897 |
1.0897 |
1.0907 |
1.0889 |
| S2 |
1.0882 |
1.0882 |
1.0904 |
|
| S3 |
1.0843 |
1.0857 |
1.0900 |
|
| S4 |
1.0803 |
1.0818 |
1.0889 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1173 |
1.0982 |
|
| R3 |
1.1136 |
1.1080 |
1.0957 |
|
| R2 |
1.1044 |
1.1044 |
1.0948 |
|
| R1 |
1.0988 |
1.0988 |
1.0940 |
1.0969 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0942 |
| S1 |
1.0895 |
1.0895 |
1.0923 |
1.0877 |
| S2 |
1.0859 |
1.0859 |
1.0915 |
|
| S3 |
1.0766 |
1.0803 |
1.0906 |
|
| S4 |
1.0674 |
1.0710 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1007 |
1.0907 |
0.0100 |
0.9% |
0.0045 |
0.4% |
4% |
False |
True |
240,297 |
| 10 |
1.1026 |
1.0887 |
0.0140 |
1.3% |
0.0051 |
0.5% |
18% |
False |
False |
140,192 |
| 20 |
1.1026 |
1.0816 |
0.0210 |
1.9% |
0.0049 |
0.5% |
45% |
False |
False |
71,633 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0056 |
0.5% |
58% |
False |
False |
36,260 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
35% |
False |
False |
24,396 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
35% |
False |
False |
18,355 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
47% |
False |
False |
14,705 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
53% |
False |
False |
12,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.1050 |
|
1.618 |
1.1010 |
|
1.000 |
1.0986 |
|
0.618 |
1.0971 |
|
HIGH |
1.0947 |
|
0.618 |
1.0931 |
|
0.500 |
1.0927 |
|
0.382 |
1.0922 |
|
LOW |
1.0907 |
|
0.618 |
1.0883 |
|
1.000 |
1.0868 |
|
1.618 |
1.0843 |
|
2.618 |
1.0804 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0952 |
| PP |
1.0922 |
1.0938 |
| S1 |
1.0916 |
1.0925 |
|