CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0902 |
0.0040 |
0.4% |
1.0831 |
| High |
1.0921 |
1.0953 |
0.0033 |
0.3% |
1.0875 |
| Low |
1.0847 |
1.0872 |
0.0025 |
0.2% |
1.0803 |
| Close |
1.0902 |
1.0951 |
0.0049 |
0.4% |
1.0848 |
| Range |
0.0074 |
0.0082 |
0.0008 |
10.9% |
0.0072 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.3% |
0.0000 |
| Volume |
199,566 |
266,168 |
66,602 |
33.4% |
1,005,395 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1142 |
1.0996 |
|
| R3 |
1.1088 |
1.1060 |
1.0973 |
|
| R2 |
1.1007 |
1.1007 |
1.0966 |
|
| R1 |
1.0979 |
1.0979 |
1.0958 |
1.0993 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0932 |
| S1 |
1.0897 |
1.0897 |
1.0944 |
1.0911 |
| S2 |
1.0844 |
1.0844 |
1.0936 |
|
| S3 |
1.0762 |
1.0816 |
1.0929 |
|
| S4 |
1.0681 |
1.0734 |
1.0906 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1025 |
1.0888 |
|
| R3 |
1.0986 |
1.0953 |
1.0868 |
|
| R2 |
1.0914 |
1.0914 |
1.0861 |
|
| R1 |
1.0881 |
1.0881 |
1.0855 |
1.0897 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0850 |
| S1 |
1.0809 |
1.0809 |
1.0841 |
1.0825 |
| S2 |
1.0770 |
1.0770 |
1.0835 |
|
| S3 |
1.0698 |
1.0737 |
1.0828 |
|
| S4 |
1.0626 |
1.0665 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0804 |
0.0149 |
1.4% |
0.0053 |
0.5% |
99% |
True |
False |
200,169 |
| 10 |
1.0953 |
1.0803 |
0.0151 |
1.4% |
0.0048 |
0.4% |
99% |
True |
False |
195,189 |
| 20 |
1.0953 |
1.0709 |
0.0244 |
2.2% |
0.0054 |
0.5% |
99% |
True |
False |
201,357 |
| 40 |
1.1041 |
1.0709 |
0.0332 |
3.0% |
0.0060 |
0.6% |
73% |
False |
False |
210,528 |
| 60 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0065 |
0.6% |
52% |
False |
False |
204,770 |
| 80 |
1.1175 |
1.0709 |
0.0466 |
4.3% |
0.0067 |
0.6% |
52% |
False |
False |
156,024 |
| 100 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0067 |
0.6% |
63% |
False |
False |
125,042 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
65% |
False |
False |
104,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1166 |
|
1.618 |
1.1085 |
|
1.000 |
1.1035 |
|
0.618 |
1.1003 |
|
HIGH |
1.0953 |
|
0.618 |
1.0922 |
|
0.500 |
1.0912 |
|
0.382 |
1.0903 |
|
LOW |
1.0872 |
|
0.618 |
1.0821 |
|
1.000 |
1.0790 |
|
1.618 |
1.0740 |
|
2.618 |
1.0658 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0934 |
| PP |
1.0925 |
1.0916 |
| S1 |
1.0912 |
1.0899 |
|