CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0761 |
-0.0040 |
-0.4% |
1.0872 |
| High |
1.0805 |
1.0780 |
-0.0025 |
-0.2% |
1.0917 |
| Low |
1.0741 |
1.0740 |
-0.0001 |
0.0% |
1.0799 |
| Close |
1.0761 |
1.0767 |
0.0007 |
0.1% |
1.0811 |
| Range |
0.0064 |
0.0040 |
-0.0024 |
-37.0% |
0.0118 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
221,086 |
184,899 |
-36,187 |
-16.4% |
1,282,060 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0865 |
1.0789 |
|
| R3 |
1.0842 |
1.0825 |
1.0778 |
|
| R2 |
1.0802 |
1.0802 |
1.0774 |
|
| R1 |
1.0785 |
1.0785 |
1.0771 |
1.0794 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0767 |
| S1 |
1.0745 |
1.0745 |
1.0763 |
1.0754 |
| S2 |
1.0722 |
1.0722 |
1.0760 |
|
| S3 |
1.0682 |
1.0705 |
1.0756 |
|
| S4 |
1.0642 |
1.0665 |
1.0745 |
|
|
| 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 |
1.0740 |
0.0177 |
1.6% |
0.0083 |
0.8% |
15% |
False |
True |
261,168 |
| 10 |
1.0956 |
1.0740 |
0.0216 |
2.0% |
0.0076 |
0.7% |
13% |
False |
True |
236,583 |
| 20 |
1.1041 |
1.0740 |
0.0301 |
2.8% |
0.0068 |
0.6% |
9% |
False |
True |
220,309 |
| 40 |
1.1175 |
1.0740 |
0.0435 |
4.0% |
0.0072 |
0.7% |
6% |
False |
True |
203,022 |
| 60 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0072 |
0.7% |
11% |
False |
False |
138,117 |
| 80 |
1.1175 |
1.0573 |
0.0602 |
5.6% |
0.0071 |
0.7% |
32% |
False |
False |
103,877 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0070 |
0.7% |
36% |
False |
False |
83,321 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
6.0% |
0.0066 |
0.6% |
36% |
False |
False |
69,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0885 |
|
1.618 |
1.0845 |
|
1.000 |
1.0820 |
|
0.618 |
1.0805 |
|
HIGH |
1.0780 |
|
0.618 |
1.0765 |
|
0.500 |
1.0760 |
|
0.382 |
1.0755 |
|
LOW |
1.0740 |
|
0.618 |
1.0715 |
|
1.000 |
1.0700 |
|
1.618 |
1.0675 |
|
2.618 |
1.0635 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0829 |
| PP |
1.0762 |
1.0808 |
| S1 |
1.0760 |
1.0788 |
|