CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0822 |
0.0033 |
0.3% |
1.0801 |
| High |
1.0851 |
1.0836 |
-0.0015 |
-0.1% |
1.0830 |
| Low |
1.0773 |
1.0801 |
0.0028 |
0.3% |
1.0709 |
| Close |
1.0818 |
1.0828 |
0.0010 |
0.1% |
1.0790 |
| Range |
0.0078 |
0.0035 |
-0.0043 |
-55.5% |
0.0121 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
337,055 |
161,716 |
-175,339 |
-52.0% |
988,465 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0911 |
1.0847 |
|
| R3 |
1.0891 |
1.0877 |
1.0837 |
|
| R2 |
1.0856 |
1.0856 |
1.0834 |
|
| R1 |
1.0842 |
1.0842 |
1.0831 |
1.0849 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0825 |
| S1 |
1.0808 |
1.0808 |
1.0825 |
1.0815 |
| S2 |
1.0787 |
1.0787 |
1.0822 |
|
| S3 |
1.0753 |
1.0773 |
1.0819 |
|
| S4 |
1.0718 |
1.0739 |
1.0809 |
|
|
| 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% |
0.0054 |
0.5% |
84% |
False |
False |
216,516 |
| 10 |
1.0851 |
1.0709 |
0.0142 |
1.3% |
0.0054 |
0.5% |
84% |
False |
False |
197,149 |
| 20 |
1.0956 |
1.0709 |
0.0247 |
2.3% |
0.0065 |
0.6% |
48% |
False |
False |
216,866 |
| 40 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0066 |
0.6% |
26% |
False |
False |
203,143 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0068 |
0.6% |
26% |
False |
False |
170,753 |
| 80 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0069 |
0.6% |
41% |
False |
False |
128,377 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0069 |
0.6% |
46% |
False |
False |
102,948 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0068 |
0.6% |
46% |
False |
False |
85,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0982 |
|
2.618 |
1.0926 |
|
1.618 |
1.0891 |
|
1.000 |
1.0870 |
|
0.618 |
1.0857 |
|
HIGH |
1.0836 |
|
0.618 |
1.0822 |
|
0.500 |
1.0818 |
|
0.382 |
1.0814 |
|
LOW |
1.0801 |
|
0.618 |
1.0780 |
|
1.000 |
1.0767 |
|
1.618 |
1.0745 |
|
2.618 |
1.0711 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0818 |
| PP |
1.0822 |
1.0808 |
| S1 |
1.0818 |
1.0798 |
|