CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0868 |
-0.0007 |
-0.1% |
1.0932 |
| High |
1.0902 |
1.0874 |
-0.0028 |
-0.3% |
1.0982 |
| Low |
1.0862 |
1.0846 |
-0.0016 |
-0.1% |
1.0840 |
| Close |
1.0870 |
1.0857 |
-0.0013 |
-0.1% |
1.0842 |
| Range |
0.0040 |
0.0028 |
-0.0012 |
-30.0% |
0.0142 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
171,565 |
158,436 |
-13,129 |
-7.7% |
1,111,599 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0928 |
1.0872 |
|
| R3 |
1.0915 |
1.0900 |
1.0865 |
|
| R2 |
1.0887 |
1.0887 |
1.0862 |
|
| R1 |
1.0872 |
1.0872 |
1.0860 |
1.0865 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0855 |
| S1 |
1.0844 |
1.0844 |
1.0854 |
1.0837 |
| S2 |
1.0831 |
1.0831 |
1.0852 |
|
| S3 |
1.0803 |
1.0816 |
1.0849 |
|
| S4 |
1.0775 |
1.0788 |
1.0842 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1220 |
1.0920 |
|
| R3 |
1.1172 |
1.1078 |
1.0881 |
|
| R2 |
1.1030 |
1.1030 |
1.0868 |
|
| R1 |
1.0936 |
1.0936 |
1.0855 |
1.0912 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0876 |
| S1 |
1.0794 |
1.0794 |
1.0828 |
1.0770 |
| S2 |
1.0746 |
1.0746 |
1.0815 |
|
| S3 |
1.0604 |
1.0652 |
1.0802 |
|
| S4 |
1.0462 |
1.0510 |
1.0763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0982 |
1.0839 |
0.0143 |
1.3% |
0.0053 |
0.5% |
13% |
False |
False |
205,329 |
| 10 |
1.0997 |
1.0839 |
0.0158 |
1.5% |
0.0053 |
0.5% |
11% |
False |
False |
206,872 |
| 20 |
1.1026 |
1.0839 |
0.0187 |
1.7% |
0.0052 |
0.5% |
10% |
False |
False |
143,178 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0055 |
0.5% |
38% |
False |
False |
72,319 |
| 60 |
1.1119 |
1.0753 |
0.0366 |
3.4% |
0.0058 |
0.5% |
28% |
False |
False |
48,476 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
23% |
False |
False |
36,436 |
| 100 |
1.1209 |
1.0711 |
0.0498 |
4.6% |
0.0057 |
0.5% |
29% |
False |
False |
29,166 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0055 |
0.5% |
39% |
False |
False |
24,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0947 |
|
1.618 |
1.0919 |
|
1.000 |
1.0902 |
|
0.618 |
1.0891 |
|
HIGH |
1.0874 |
|
0.618 |
1.0863 |
|
0.500 |
1.0860 |
|
0.382 |
1.0856 |
|
LOW |
1.0846 |
|
0.618 |
1.0828 |
|
1.000 |
1.0818 |
|
1.618 |
1.0800 |
|
2.618 |
1.0772 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0870 |
| PP |
1.0859 |
1.0866 |
| S1 |
1.0858 |
1.0861 |
|