CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1014 |
1.1031 |
0.0017 |
0.2% |
1.0943 |
| High |
1.1043 |
1.1032 |
-0.0012 |
-0.1% |
1.1060 |
| Low |
1.1014 |
1.0967 |
-0.0048 |
-0.4% |
1.0931 |
| Close |
1.1038 |
1.0970 |
-0.0068 |
-0.6% |
1.1029 |
| Range |
0.0029 |
0.0065 |
0.0036 |
124.1% |
0.0129 |
| ATR |
0.0038 |
0.0041 |
0.0002 |
6.3% |
0.0000 |
| Volume |
429 |
258 |
-171 |
-39.9% |
802 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1142 |
1.1006 |
|
| R3 |
1.1119 |
1.1077 |
1.0988 |
|
| R2 |
1.1054 |
1.1054 |
1.0982 |
|
| R1 |
1.1012 |
1.1012 |
1.0976 |
1.1001 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0984 |
| S1 |
1.0947 |
1.0947 |
1.0964 |
1.0936 |
| S2 |
1.0924 |
1.0924 |
1.0958 |
|
| S3 |
1.0859 |
1.0882 |
1.0952 |
|
| S4 |
1.0794 |
1.0817 |
1.0934 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1340 |
1.1100 |
|
| R3 |
1.1265 |
1.1211 |
1.1064 |
|
| R2 |
1.1136 |
1.1136 |
1.1053 |
|
| R1 |
1.1082 |
1.1082 |
1.1041 |
1.1109 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1020 |
| S1 |
1.0953 |
1.0953 |
1.1017 |
1.0980 |
| S2 |
1.0878 |
1.0878 |
1.1005 |
|
| S3 |
1.0749 |
1.0824 |
1.0994 |
|
| S4 |
1.0620 |
1.0695 |
1.0958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1060 |
1.0967 |
0.0094 |
0.9% |
0.0035 |
0.3% |
4% |
False |
True |
196 |
| 10 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0036 |
0.3% |
48% |
False |
False |
162 |
| 20 |
1.1060 |
1.0832 |
0.0228 |
2.1% |
0.0031 |
0.3% |
61% |
False |
False |
117 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0033 |
0.3% |
65% |
False |
False |
86 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
37% |
False |
False |
81 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
37% |
False |
False |
85 |
| 100 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0035 |
0.3% |
49% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1202 |
|
1.618 |
1.1137 |
|
1.000 |
1.1097 |
|
0.618 |
1.1072 |
|
HIGH |
1.1032 |
|
0.618 |
1.1007 |
|
0.500 |
1.0999 |
|
0.382 |
1.0991 |
|
LOW |
1.0967 |
|
0.618 |
1.0926 |
|
1.000 |
1.0902 |
|
1.618 |
1.0861 |
|
2.618 |
1.0796 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.1005 |
| PP |
1.0989 |
1.0993 |
| S1 |
1.0980 |
1.0982 |
|