CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0962 |
0.0058 |
0.5% |
1.0984 |
| High |
1.0963 |
1.0982 |
0.0019 |
0.2% |
1.1007 |
| Low |
1.0876 |
1.0894 |
0.0018 |
0.2% |
1.0915 |
| Close |
1.0955 |
1.0901 |
-0.0054 |
-0.5% |
1.0932 |
| Range |
0.0087 |
0.0088 |
0.0001 |
1.1% |
0.0093 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
4.7% |
0.0000 |
| Volume |
233,289 |
290,152 |
56,863 |
24.4% |
1,146,986 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1133 |
1.0949 |
|
| R3 |
1.1101 |
1.1045 |
1.0925 |
|
| R2 |
1.1013 |
1.1013 |
1.0917 |
|
| R1 |
1.0957 |
1.0957 |
1.0909 |
1.0941 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0917 |
| S1 |
1.0869 |
1.0869 |
1.0892 |
1.0853 |
| S2 |
1.0837 |
1.0837 |
1.0884 |
|
| S3 |
1.0749 |
1.0781 |
1.0876 |
|
| S4 |
1.0661 |
1.0693 |
1.0852 |
|
|
| 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 |
1.0982 |
1.0875 |
0.0107 |
1.0% |
0.0057 |
0.5% |
24% |
True |
False |
213,683 |
| 10 |
1.1026 |
1.0875 |
0.0152 |
1.4% |
0.0054 |
0.5% |
17% |
False |
False |
205,629 |
| 20 |
1.1026 |
1.0844 |
0.0182 |
1.7% |
0.0051 |
0.5% |
31% |
False |
False |
106,936 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0056 |
0.5% |
54% |
False |
False |
53,978 |
| 60 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
32% |
False |
False |
36,219 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
32% |
False |
False |
27,235 |
| 100 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0058 |
0.5% |
45% |
False |
False |
21,808 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
51% |
False |
False |
18,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1212 |
|
1.618 |
1.1124 |
|
1.000 |
1.1070 |
|
0.618 |
1.1036 |
|
HIGH |
1.0982 |
|
0.618 |
1.0948 |
|
0.500 |
1.0938 |
|
0.382 |
1.0927 |
|
LOW |
1.0894 |
|
0.618 |
1.0839 |
|
1.000 |
1.0806 |
|
1.618 |
1.0751 |
|
2.618 |
1.0663 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0928 |
| PP |
1.0925 |
1.0919 |
| S1 |
1.0913 |
1.0910 |
|