CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0893 |
0.0058 |
0.5% |
1.0872 |
| High |
1.0896 |
1.0917 |
0.0022 |
0.2% |
1.0917 |
| Low |
1.0799 |
1.0799 |
0.0000 |
0.0% |
1.0799 |
| Close |
1.0892 |
1.0811 |
-0.0081 |
-0.7% |
1.0811 |
| Range |
0.0097 |
0.0118 |
0.0022 |
22.3% |
0.0118 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.6% |
0.0000 |
| Volume |
267,165 |
288,068 |
20,903 |
7.8% |
1,282,060 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1122 |
1.0876 |
|
| R3 |
1.1078 |
1.1004 |
1.0843 |
|
| R2 |
1.0960 |
1.0960 |
1.0833 |
|
| R1 |
1.0886 |
1.0886 |
1.0822 |
1.0864 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0832 |
| S1 |
1.0768 |
1.0768 |
1.0800 |
1.0746 |
| S2 |
1.0724 |
1.0724 |
1.0789 |
|
| S3 |
1.0606 |
1.0650 |
1.0779 |
|
| S4 |
1.0488 |
1.0532 |
1.0746 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1122 |
1.0876 |
|
| R3 |
1.1078 |
1.1004 |
1.0843 |
|
| R2 |
1.0960 |
1.0960 |
1.0833 |
|
| R1 |
1.0886 |
1.0886 |
1.0822 |
1.0864 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0832 |
| S1 |
1.0768 |
1.0768 |
1.0800 |
1.0746 |
| S2 |
1.0724 |
1.0724 |
1.0789 |
|
| S3 |
1.0606 |
1.0650 |
1.0779 |
|
| S4 |
1.0488 |
1.0532 |
1.0746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0917 |
1.0799 |
0.0118 |
1.1% |
0.0083 |
0.8% |
10% |
True |
True |
256,412 |
| 10 |
1.0956 |
1.0799 |
0.0157 |
1.5% |
0.0078 |
0.7% |
8% |
False |
True |
231,238 |
| 20 |
1.1041 |
1.0799 |
0.0242 |
2.2% |
0.0072 |
0.7% |
5% |
False |
True |
220,197 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0072 |
0.7% |
10% |
False |
False |
193,950 |
| 60 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0072 |
0.7% |
21% |
False |
False |
131,371 |
| 80 |
1.1175 |
1.0573 |
0.0602 |
5.6% |
0.0071 |
0.7% |
40% |
False |
False |
98,856 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
43% |
False |
False |
79,303 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0066 |
0.6% |
43% |
False |
False |
66,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1226 |
|
1.618 |
1.1108 |
|
1.000 |
1.1035 |
|
0.618 |
1.0990 |
|
HIGH |
1.0917 |
|
0.618 |
1.0872 |
|
0.500 |
1.0858 |
|
0.382 |
1.0844 |
|
LOW |
1.0799 |
|
0.618 |
1.0726 |
|
1.000 |
1.0681 |
|
1.618 |
1.0608 |
|
2.618 |
1.0490 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0858 |
| PP |
1.0842 |
1.0842 |
| S1 |
1.0827 |
1.0827 |
|