CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0910 |
0.0032 |
0.3% |
1.0978 |
| High |
1.0956 |
1.0926 |
-0.0031 |
-0.3% |
1.0996 |
| Low |
1.0875 |
1.0844 |
-0.0031 |
-0.3% |
1.0871 |
| Close |
1.0912 |
1.0859 |
-0.0054 |
-0.5% |
1.0918 |
| Range |
0.0081 |
0.0082 |
0.0001 |
0.6% |
0.0125 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.3% |
0.0000 |
| Volume |
238,949 |
239,510 |
561 |
0.2% |
912,739 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1071 |
1.0903 |
|
| R3 |
1.1039 |
1.0990 |
1.0881 |
|
| R2 |
1.0958 |
1.0958 |
1.0873 |
|
| R1 |
1.0908 |
1.0908 |
1.0866 |
1.0892 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0868 |
| S1 |
1.0827 |
1.0827 |
1.0851 |
1.0811 |
| S2 |
1.0795 |
1.0795 |
1.0844 |
|
| S3 |
1.0713 |
1.0745 |
1.0836 |
|
| S4 |
1.0632 |
1.0664 |
1.0814 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1234 |
1.0986 |
|
| R3 |
1.1177 |
1.1110 |
1.0952 |
|
| R2 |
1.1053 |
1.1053 |
1.0940 |
|
| R1 |
1.0985 |
1.0985 |
1.0929 |
1.0957 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0914 |
| S1 |
1.0861 |
1.0861 |
1.0906 |
1.0832 |
| S2 |
1.0804 |
1.0804 |
1.0895 |
|
| S3 |
1.0679 |
1.0736 |
1.0883 |
|
| S4 |
1.0555 |
1.0612 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0956 |
1.0844 |
0.0112 |
1.0% |
0.0064 |
0.6% |
13% |
False |
True |
196,205 |
| 10 |
1.1041 |
1.0844 |
0.0197 |
1.8% |
0.0066 |
0.6% |
7% |
False |
True |
217,370 |
| 20 |
1.1175 |
1.0844 |
0.0331 |
3.0% |
0.0070 |
0.6% |
4% |
False |
True |
202,007 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0072 |
0.7% |
22% |
False |
False |
159,538 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0072 |
0.7% |
46% |
False |
False |
106,811 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0071 |
0.7% |
51% |
False |
False |
80,431 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
51% |
False |
False |
64,501 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0064 |
0.6% |
51% |
False |
False |
53,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1139 |
|
1.618 |
1.1057 |
|
1.000 |
1.1007 |
|
0.618 |
1.0976 |
|
HIGH |
1.0926 |
|
0.618 |
1.0894 |
|
0.500 |
1.0885 |
|
0.382 |
1.0875 |
|
LOW |
1.0844 |
|
0.618 |
1.0794 |
|
1.000 |
1.0763 |
|
1.618 |
1.0712 |
|
2.618 |
1.0631 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0900 |
| PP |
1.0876 |
1.0886 |
| S1 |
1.0867 |
1.0872 |
|