CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0790 |
0.0003 |
0.0% |
1.0801 |
| High |
1.0800 |
1.0851 |
0.0051 |
0.5% |
1.0830 |
| Low |
1.0745 |
1.0773 |
0.0029 |
0.3% |
1.0709 |
| Close |
1.0790 |
1.0818 |
0.0029 |
0.3% |
1.0790 |
| Range |
0.0056 |
0.0078 |
0.0022 |
39.6% |
0.0121 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.4% |
0.0000 |
| Volume |
198,486 |
337,055 |
138,569 |
69.8% |
988,465 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1010 |
1.0861 |
|
| R3 |
1.0969 |
1.0932 |
1.0839 |
|
| R2 |
1.0891 |
1.0891 |
1.0832 |
|
| R1 |
1.0855 |
1.0855 |
1.0825 |
1.0873 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0823 |
| S1 |
1.0777 |
1.0777 |
1.0811 |
1.0796 |
| S2 |
1.0736 |
1.0736 |
1.0804 |
|
| S3 |
1.0659 |
1.0700 |
1.0797 |
|
| S4 |
1.0581 |
1.0622 |
1.0775 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1085 |
1.0856 |
|
| R3 |
1.1018 |
1.0964 |
1.0823 |
|
| R2 |
1.0897 |
1.0897 |
1.0812 |
|
| R1 |
1.0843 |
1.0843 |
1.0801 |
1.0810 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0759 |
| S1 |
1.0722 |
1.0722 |
1.0778 |
1.0689 |
| S2 |
1.0655 |
1.0655 |
1.0767 |
|
| S3 |
1.0534 |
1.0601 |
1.0756 |
|
| S4 |
1.0413 |
1.0480 |
1.0723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0851 |
1.0709 |
0.0142 |
1.3% |
0.0070 |
0.6% |
77% |
True |
False |
235,927 |
| 10 |
1.0851 |
1.0709 |
0.0142 |
1.3% |
0.0055 |
0.5% |
77% |
True |
False |
199,467 |
| 20 |
1.0956 |
1.0709 |
0.0247 |
2.3% |
0.0068 |
0.6% |
44% |
False |
False |
219,874 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
23% |
False |
False |
203,351 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0069 |
0.6% |
23% |
False |
False |
168,108 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0069 |
0.6% |
39% |
False |
False |
126,361 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0070 |
0.6% |
44% |
False |
False |
101,342 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
44% |
False |
False |
84,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1053 |
|
1.618 |
1.0976 |
|
1.000 |
1.0928 |
|
0.618 |
1.0898 |
|
HIGH |
1.0851 |
|
0.618 |
1.0821 |
|
0.500 |
1.0812 |
|
0.382 |
1.0803 |
|
LOW |
1.0773 |
|
0.618 |
1.0725 |
|
1.000 |
1.0696 |
|
1.618 |
1.0648 |
|
2.618 |
1.0570 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0816 |
1.0810 |
| PP |
1.0814 |
1.0802 |
| S1 |
1.0812 |
1.0794 |
|