CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0794 |
1.0801 |
0.0007 |
0.1% |
1.0800 |
| High |
1.0812 |
1.0821 |
0.0009 |
0.1% |
1.0812 |
| Low |
1.0778 |
1.0772 |
-0.0006 |
-0.1% |
1.0740 |
| Close |
1.0798 |
1.0784 |
-0.0014 |
-0.1% |
1.0798 |
| Range |
0.0034 |
0.0049 |
0.0015 |
44.1% |
0.0072 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
159,601 |
145,881 |
-13,720 |
-8.6% |
890,245 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0910 |
1.0810 |
|
| R3 |
1.0890 |
1.0861 |
1.0797 |
|
| R2 |
1.0841 |
1.0841 |
1.0792 |
|
| R1 |
1.0812 |
1.0812 |
1.0788 |
1.0802 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0787 |
| S1 |
1.0763 |
1.0763 |
1.0779 |
1.0753 |
| S2 |
1.0743 |
1.0743 |
1.0775 |
|
| S3 |
1.0694 |
1.0714 |
1.0770 |
|
| S4 |
1.0645 |
1.0665 |
1.0757 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0969 |
1.0837 |
|
| R3 |
1.0926 |
1.0898 |
1.0817 |
|
| R2 |
1.0855 |
1.0855 |
1.0811 |
|
| R1 |
1.0826 |
1.0826 |
1.0804 |
1.0805 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0772 |
| S1 |
1.0755 |
1.0755 |
1.0791 |
1.0733 |
| S2 |
1.0712 |
1.0712 |
1.0784 |
|
| S3 |
1.0640 |
1.0683 |
1.0778 |
|
| S4 |
1.0569 |
1.0612 |
1.0758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0821 |
1.0740 |
0.0081 |
0.7% |
0.0040 |
0.4% |
54% |
True |
False |
163,008 |
| 10 |
1.0917 |
1.0740 |
0.0177 |
1.6% |
0.0062 |
0.6% |
25% |
False |
False |
212,154 |
| 20 |
1.0996 |
1.0740 |
0.0256 |
2.4% |
0.0064 |
0.6% |
17% |
False |
False |
213,062 |
| 40 |
1.1175 |
1.0740 |
0.0435 |
4.0% |
0.0069 |
0.6% |
10% |
False |
False |
199,659 |
| 60 |
1.1175 |
1.0740 |
0.0435 |
4.0% |
0.0068 |
0.6% |
10% |
False |
False |
148,557 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0070 |
0.6% |
33% |
False |
False |
111,668 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
39% |
False |
False |
89,579 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
39% |
False |
False |
74,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0949 |
|
1.618 |
1.0900 |
|
1.000 |
1.0870 |
|
0.618 |
1.0851 |
|
HIGH |
1.0821 |
|
0.618 |
1.0802 |
|
0.500 |
1.0796 |
|
0.382 |
1.0790 |
|
LOW |
1.0772 |
|
0.618 |
1.0741 |
|
1.000 |
1.0723 |
|
1.618 |
1.0692 |
|
2.618 |
1.0643 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0796 |
1.0789 |
| PP |
1.0792 |
1.0787 |
| S1 |
1.0788 |
1.0785 |
|