CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0943 |
0.0054 |
0.5% |
1.0943 |
| High |
1.0928 |
1.0951 |
0.0023 |
0.2% |
1.0949 |
| Low |
1.0889 |
1.0931 |
0.0043 |
0.4% |
1.0889 |
| Close |
1.0930 |
1.0945 |
0.0015 |
0.1% |
1.0930 |
| Range |
0.0040 |
0.0020 |
-0.0020 |
-49.4% |
0.0061 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
25 |
356 |
331 |
1,324.0% |
375 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0994 |
1.0956 |
|
| R3 |
1.0982 |
1.0974 |
1.0951 |
|
| R2 |
1.0962 |
1.0962 |
1.0949 |
|
| R1 |
1.0954 |
1.0954 |
1.0947 |
1.0958 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0945 |
| S1 |
1.0934 |
1.0934 |
1.0943 |
1.0938 |
| S2 |
1.0922 |
1.0922 |
1.0941 |
|
| S3 |
1.0902 |
1.0914 |
1.0940 |
|
| S4 |
1.0882 |
1.0894 |
1.0934 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1078 |
1.0963 |
|
| R3 |
1.1044 |
1.1017 |
1.0947 |
|
| R2 |
1.0983 |
1.0983 |
1.0941 |
|
| R1 |
1.0957 |
1.0957 |
1.0936 |
1.0940 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0914 |
| S1 |
1.0896 |
1.0896 |
1.0924 |
1.0879 |
| S2 |
1.0862 |
1.0862 |
1.0919 |
|
| S3 |
1.0802 |
1.0836 |
1.0913 |
|
| S4 |
1.0741 |
1.0775 |
1.0897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0951 |
1.0889 |
0.0063 |
0.6% |
0.0020 |
0.2% |
90% |
True |
False |
140 |
| 10 |
1.0982 |
1.0889 |
0.0094 |
0.9% |
0.0026 |
0.2% |
60% |
False |
False |
92 |
| 20 |
1.0982 |
1.0801 |
0.0181 |
1.7% |
0.0027 |
0.2% |
80% |
False |
False |
77 |
| 40 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0035 |
0.3% |
49% |
False |
False |
66 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
32% |
False |
False |
72 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
32% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.1003 |
|
1.618 |
1.0983 |
|
1.000 |
1.0971 |
|
0.618 |
1.0963 |
|
HIGH |
1.0951 |
|
0.618 |
1.0943 |
|
0.500 |
1.0941 |
|
0.382 |
1.0939 |
|
LOW |
1.0931 |
|
0.618 |
1.0919 |
|
1.000 |
1.0911 |
|
1.618 |
1.0899 |
|
2.618 |
1.0879 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0937 |
| PP |
1.0942 |
1.0928 |
| S1 |
1.0941 |
1.0920 |
|