CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0905 |
-0.0008 |
-0.1% |
1.0984 |
| High |
1.0917 |
1.0963 |
0.0046 |
0.4% |
1.1007 |
| Low |
1.0875 |
1.0876 |
0.0001 |
0.0% |
1.0915 |
| Close |
1.0903 |
1.0955 |
0.0052 |
0.5% |
1.0932 |
| Range |
0.0042 |
0.0087 |
0.0045 |
107.1% |
0.0093 |
| ATR |
0.0051 |
0.0053 |
0.0003 |
5.1% |
0.0000 |
| Volume |
187,147 |
233,289 |
46,142 |
24.7% |
1,146,986 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1160 |
1.1002 |
|
| R3 |
1.1105 |
1.1073 |
1.0978 |
|
| R2 |
1.1018 |
1.1018 |
1.0970 |
|
| R1 |
1.0986 |
1.0986 |
1.0962 |
1.1002 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0939 |
| S1 |
1.0899 |
1.0899 |
1.0947 |
1.0915 |
| S2 |
1.0844 |
1.0844 |
1.0939 |
|
| S3 |
1.0757 |
1.0812 |
1.0931 |
|
| S4 |
1.0670 |
1.0725 |
1.0907 |
|
|
| 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 |
1.0997 |
1.0875 |
0.0123 |
1.1% |
0.0054 |
0.5% |
65% |
False |
False |
208,414 |
| 10 |
1.1026 |
1.0875 |
0.0152 |
1.4% |
0.0053 |
0.5% |
53% |
False |
False |
180,428 |
| 20 |
1.1026 |
1.0844 |
0.0182 |
1.7% |
0.0050 |
0.5% |
61% |
False |
False |
92,555 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0056 |
0.5% |
74% |
False |
False |
46,748 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
44% |
False |
False |
31,388 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
44% |
False |
False |
23,609 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0057 |
0.5% |
55% |
False |
False |
18,908 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0054 |
0.5% |
59% |
False |
False |
15,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1332 |
|
2.618 |
1.1190 |
|
1.618 |
1.1103 |
|
1.000 |
1.1050 |
|
0.618 |
1.1016 |
|
HIGH |
1.0963 |
|
0.618 |
1.0929 |
|
0.500 |
1.0919 |
|
0.382 |
1.0909 |
|
LOW |
1.0876 |
|
0.618 |
1.0822 |
|
1.000 |
1.0789 |
|
1.618 |
1.0735 |
|
2.618 |
1.0648 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0943 |
| PP |
1.0931 |
1.0931 |
| S1 |
1.0919 |
1.0919 |
|