CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0863 |
0.0031 |
0.3% |
1.0871 |
| High |
1.0877 |
1.0882 |
0.0005 |
0.0% |
1.0882 |
| Low |
1.0832 |
1.0857 |
0.0025 |
0.2% |
1.0801 |
| Close |
1.0867 |
1.0875 |
0.0008 |
0.1% |
1.0875 |
| Range |
0.0045 |
0.0025 |
-0.0021 |
-45.6% |
0.0081 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
160 |
29 |
-131 |
-81.9% |
356 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0934 |
1.0888 |
|
| R3 |
1.0920 |
1.0910 |
1.0882 |
|
| R2 |
1.0896 |
1.0896 |
1.0879 |
|
| R1 |
1.0885 |
1.0885 |
1.0877 |
1.0891 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0874 |
| S1 |
1.0861 |
1.0861 |
1.0873 |
1.0866 |
| S2 |
1.0847 |
1.0847 |
1.0871 |
|
| S3 |
1.0822 |
1.0836 |
1.0868 |
|
| S4 |
1.0798 |
1.0812 |
1.0862 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1065 |
1.0919 |
|
| R3 |
1.1014 |
1.0985 |
1.0897 |
|
| R2 |
1.0933 |
1.0933 |
1.0890 |
|
| R1 |
1.0904 |
1.0904 |
1.0882 |
1.0919 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0860 |
| S1 |
1.0824 |
1.0824 |
1.0868 |
1.0838 |
| S2 |
1.0772 |
1.0772 |
1.0860 |
|
| S3 |
1.0692 |
1.0743 |
1.0853 |
|
| S4 |
1.0611 |
1.0663 |
1.0831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0882 |
1.0801 |
0.0081 |
0.7% |
0.0031 |
0.3% |
92% |
True |
False |
71 |
| 10 |
1.0885 |
1.0801 |
0.0084 |
0.8% |
0.0029 |
0.3% |
88% |
False |
False |
61 |
| 20 |
1.1006 |
1.0801 |
0.0205 |
1.9% |
0.0038 |
0.3% |
36% |
False |
False |
59 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
16% |
False |
False |
67 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
16% |
False |
False |
76 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0035 |
0.3% |
32% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0986 |
|
2.618 |
1.0946 |
|
1.618 |
1.0921 |
|
1.000 |
1.0906 |
|
0.618 |
1.0897 |
|
HIGH |
1.0882 |
|
0.618 |
1.0872 |
|
0.500 |
1.0869 |
|
0.382 |
1.0866 |
|
LOW |
1.0857 |
|
0.618 |
1.0842 |
|
1.000 |
1.0833 |
|
1.618 |
1.0817 |
|
2.618 |
1.0793 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0865 |
| PP |
1.0871 |
1.0856 |
| S1 |
1.0869 |
1.0846 |
|