CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0857 |
-0.0015 |
-0.1% |
1.0920 |
| High |
1.0873 |
1.0880 |
0.0007 |
0.1% |
1.0956 |
| Low |
1.0818 |
1.0833 |
0.0016 |
0.1% |
1.0835 |
| Close |
1.0840 |
1.0867 |
0.0027 |
0.2% |
1.0880 |
| Range |
0.0055 |
0.0047 |
-0.0009 |
-15.5% |
0.0122 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
196,639 |
185,565 |
-11,074 |
-5.6% |
1,030,324 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0979 |
1.0892 |
|
| R3 |
1.0953 |
1.0933 |
1.0879 |
|
| R2 |
1.0906 |
1.0906 |
1.0875 |
|
| R1 |
1.0886 |
1.0886 |
1.0871 |
1.0896 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0865 |
| S1 |
1.0840 |
1.0840 |
1.0862 |
1.0850 |
| S2 |
1.0813 |
1.0813 |
1.0858 |
|
| S3 |
1.0767 |
1.0793 |
1.0854 |
|
| S4 |
1.0720 |
1.0747 |
1.0841 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1189 |
1.0947 |
|
| R3 |
1.1133 |
1.1067 |
1.0913 |
|
| R2 |
1.1012 |
1.1012 |
1.0902 |
|
| R1 |
1.0946 |
1.0946 |
1.0891 |
1.0918 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0876 |
| S1 |
1.0824 |
1.0824 |
1.0869 |
1.0797 |
| S2 |
1.0769 |
1.0769 |
1.0858 |
|
| S3 |
1.0647 |
1.0703 |
1.0847 |
|
| S4 |
1.0526 |
1.0581 |
1.0813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0956 |
1.0818 |
0.0139 |
1.3% |
0.0068 |
0.6% |
35% |
False |
False |
211,997 |
| 10 |
1.0956 |
1.0818 |
0.0139 |
1.3% |
0.0060 |
0.5% |
35% |
False |
False |
196,218 |
| 20 |
1.1079 |
1.0818 |
0.0261 |
2.4% |
0.0068 |
0.6% |
19% |
False |
False |
206,394 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0070 |
0.6% |
24% |
False |
False |
173,804 |
| 60 |
1.1175 |
1.0642 |
0.0533 |
4.9% |
0.0071 |
0.7% |
42% |
False |
False |
116,431 |
| 80 |
1.1175 |
1.0565 |
0.0610 |
5.6% |
0.0070 |
0.6% |
49% |
False |
False |
87,634 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
52% |
False |
False |
70,313 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0064 |
0.6% |
52% |
False |
False |
58,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1077 |
|
2.618 |
1.1001 |
|
1.618 |
1.0955 |
|
1.000 |
1.0926 |
|
0.618 |
1.0908 |
|
HIGH |
1.0880 |
|
0.618 |
1.0862 |
|
0.500 |
1.0856 |
|
0.382 |
1.0851 |
|
LOW |
1.0833 |
|
0.618 |
1.0804 |
|
1.000 |
1.0787 |
|
1.618 |
1.0758 |
|
2.618 |
1.0711 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0865 |
| PP |
1.0860 |
1.0864 |
| S1 |
1.0856 |
1.0863 |
|