CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0873 |
0.0011 |
0.1% |
1.0848 |
| High |
1.0875 |
1.0938 |
0.0063 |
0.6% |
1.0870 |
| Low |
1.0845 |
1.0857 |
0.0012 |
0.1% |
1.0753 |
| Close |
1.0870 |
1.0873 |
0.0004 |
0.0% |
1.0831 |
| Range |
0.0030 |
0.0081 |
0.0051 |
170.0% |
0.0117 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.5% |
0.0000 |
| Volume |
456 |
2,537 |
2,081 |
456.4% |
4,361 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1084 |
1.0918 |
|
| R3 |
1.1051 |
1.1003 |
1.0895 |
|
| R2 |
1.0970 |
1.0970 |
1.0888 |
|
| R1 |
1.0922 |
1.0922 |
1.0880 |
1.0946 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0901 |
| S1 |
1.0841 |
1.0841 |
1.0866 |
1.0865 |
| S2 |
1.0808 |
1.0808 |
1.0858 |
|
| S3 |
1.0727 |
1.0760 |
1.0851 |
|
| S4 |
1.0646 |
1.0679 |
1.0828 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1117 |
1.0895 |
|
| R3 |
1.1052 |
1.1000 |
1.0863 |
|
| R2 |
1.0935 |
1.0935 |
1.0852 |
|
| R1 |
1.0883 |
1.0883 |
1.0842 |
1.0851 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0802 |
| S1 |
1.0766 |
1.0766 |
1.0820 |
1.0734 |
| S2 |
1.0701 |
1.0701 |
1.0810 |
|
| S3 |
1.0584 |
1.0649 |
1.0799 |
|
| S4 |
1.0467 |
1.0532 |
1.0767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0938 |
1.0783 |
0.0155 |
1.4% |
0.0059 |
0.5% |
58% |
True |
False |
1,296 |
| 10 |
1.0938 |
1.0753 |
0.0185 |
1.7% |
0.0057 |
0.5% |
65% |
True |
False |
1,031 |
| 20 |
1.0960 |
1.0753 |
0.0207 |
1.9% |
0.0062 |
0.6% |
58% |
False |
False |
1,021 |
| 40 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0063 |
0.6% |
26% |
False |
False |
861 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0062 |
0.6% |
26% |
False |
False |
668 |
| 80 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0059 |
0.5% |
40% |
False |
False |
526 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
46% |
False |
False |
444 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
46% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1150 |
|
1.618 |
1.1069 |
|
1.000 |
1.1019 |
|
0.618 |
1.0988 |
|
HIGH |
1.0938 |
|
0.618 |
1.0907 |
|
0.500 |
1.0897 |
|
0.382 |
1.0887 |
|
LOW |
1.0857 |
|
0.618 |
1.0806 |
|
1.000 |
1.0776 |
|
1.618 |
1.0725 |
|
2.618 |
1.0644 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0877 |
| PP |
1.0889 |
1.0876 |
| S1 |
1.0881 |
1.0874 |
|