CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0910 |
0.0008 |
0.1% |
1.0977 |
| High |
1.0912 |
1.0933 |
0.0021 |
0.2% |
1.1041 |
| Low |
1.0871 |
1.0872 |
0.0001 |
0.0% |
1.0941 |
| Close |
1.0901 |
1.0887 |
-0.0014 |
-0.1% |
1.0985 |
| Range |
0.0041 |
0.0061 |
0.0020 |
49.4% |
0.0100 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
211,426 |
188,196 |
-23,230 |
-11.0% |
917,037 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1043 |
1.0920 |
|
| R3 |
1.1018 |
1.0983 |
1.0904 |
|
| R2 |
1.0958 |
1.0958 |
1.0898 |
|
| R1 |
1.0922 |
1.0922 |
1.0893 |
1.0910 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0891 |
| S1 |
1.0862 |
1.0862 |
1.0881 |
1.0849 |
| S2 |
1.0837 |
1.0837 |
1.0876 |
|
| S3 |
1.0776 |
1.0801 |
1.0870 |
|
| S4 |
1.0716 |
1.0741 |
1.0854 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1235 |
1.1039 |
|
| R3 |
1.1188 |
1.1136 |
1.1012 |
|
| R2 |
1.1088 |
1.1088 |
1.1003 |
|
| R1 |
1.1036 |
1.1036 |
1.0994 |
1.1062 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.1002 |
| S1 |
1.0937 |
1.0937 |
1.0975 |
1.0963 |
| S2 |
1.0889 |
1.0889 |
1.0966 |
|
| S3 |
1.0790 |
1.0837 |
1.0957 |
|
| S4 |
1.0690 |
1.0738 |
1.0930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1041 |
1.0871 |
0.0170 |
1.6% |
0.0068 |
0.6% |
9% |
False |
False |
238,536 |
| 10 |
1.1041 |
1.0871 |
0.0170 |
1.6% |
0.0068 |
0.6% |
9% |
False |
False |
213,428 |
| 20 |
1.1175 |
1.0871 |
0.0304 |
2.8% |
0.0069 |
0.6% |
5% |
False |
False |
189,814 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0071 |
0.6% |
29% |
False |
False |
135,297 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0072 |
0.7% |
51% |
False |
False |
90,536 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0071 |
0.7% |
55% |
False |
False |
68,222 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
55% |
False |
False |
54,712 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0063 |
0.6% |
55% |
False |
False |
45,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.1091 |
|
1.618 |
1.1030 |
|
1.000 |
1.0993 |
|
0.618 |
1.0970 |
|
HIGH |
1.0933 |
|
0.618 |
1.0909 |
|
0.500 |
1.0902 |
|
0.382 |
1.0895 |
|
LOW |
1.0872 |
|
0.618 |
1.0835 |
|
1.000 |
1.0812 |
|
1.618 |
1.0774 |
|
2.618 |
1.0714 |
|
4.250 |
1.0615 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.0933 |
| PP |
1.0897 |
1.0918 |
| S1 |
1.0892 |
1.0902 |
|