CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0912 |
-0.0020 |
-0.2% |
1.0984 |
| High |
1.0947 |
1.0917 |
-0.0030 |
-0.3% |
1.1007 |
| Low |
1.0907 |
1.0875 |
-0.0033 |
-0.3% |
1.0915 |
| Close |
1.0911 |
1.0903 |
-0.0008 |
-0.1% |
1.0932 |
| Range |
0.0040 |
0.0042 |
0.0003 |
6.3% |
0.0093 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
150,384 |
187,147 |
36,763 |
24.4% |
1,146,986 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.1006 |
1.0926 |
|
| R3 |
1.0982 |
1.0964 |
1.0915 |
|
| R2 |
1.0940 |
1.0940 |
1.0911 |
|
| R1 |
1.0922 |
1.0922 |
1.0907 |
1.0910 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0892 |
| S1 |
1.0880 |
1.0880 |
1.0899 |
1.0868 |
| S2 |
1.0856 |
1.0856 |
1.0895 |
|
| S3 |
1.0814 |
1.0838 |
1.0891 |
|
| S4 |
1.0772 |
1.0796 |
1.0880 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1173 |
1.0982 |
|
| R3 |
1.1136 |
1.1080 |
1.0957 |
|
| R2 |
1.1044 |
1.1044 |
1.0948 |
|
| R1 |
1.0988 |
1.0988 |
1.0940 |
1.0969 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0942 |
| S1 |
1.0895 |
1.0895 |
1.0923 |
1.0877 |
| S2 |
1.0859 |
1.0859 |
1.0915 |
|
| S3 |
1.0766 |
1.0803 |
1.0906 |
|
| S4 |
1.0674 |
1.0710 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1007 |
1.0875 |
0.0133 |
1.2% |
0.0045 |
0.4% |
22% |
False |
True |
243,168 |
| 10 |
1.1026 |
1.0875 |
0.0152 |
1.4% |
0.0052 |
0.5% |
19% |
False |
True |
158,370 |
| 20 |
1.1026 |
1.0844 |
0.0182 |
1.7% |
0.0047 |
0.4% |
32% |
False |
False |
80,913 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0056 |
0.5% |
55% |
False |
False |
40,931 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
33% |
False |
False |
27,511 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
33% |
False |
False |
20,693 |
| 100 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0056 |
0.5% |
46% |
False |
False |
16,576 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
51% |
False |
False |
13,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.1026 |
|
1.618 |
1.0984 |
|
1.000 |
1.0959 |
|
0.618 |
1.0942 |
|
HIGH |
1.0917 |
|
0.618 |
1.0900 |
|
0.500 |
1.0896 |
|
0.382 |
1.0891 |
|
LOW |
1.0875 |
|
0.618 |
1.0849 |
|
1.000 |
1.0833 |
|
1.618 |
1.0807 |
|
2.618 |
1.0765 |
|
4.250 |
1.0696 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0911 |
| PP |
1.0898 |
1.0908 |
| S1 |
1.0896 |
1.0906 |
|