CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.0950 |
-0.0020 |
-0.2% |
1.1013 |
| High |
1.0987 |
1.0951 |
-0.0037 |
-0.3% |
1.1043 |
| Low |
1.0954 |
1.0921 |
-0.0033 |
-0.3% |
1.0957 |
| Close |
1.0954 |
1.0946 |
-0.0008 |
-0.1% |
1.0975 |
| Range |
0.0033 |
0.0030 |
-0.0004 |
-10.6% |
0.0086 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
63 |
543 |
480 |
761.9% |
980 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1016 |
1.0962 |
|
| R3 |
1.0998 |
1.0987 |
1.0954 |
|
| R2 |
1.0969 |
1.0969 |
1.0951 |
|
| R1 |
1.0957 |
1.0957 |
1.0949 |
1.0948 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0935 |
| S1 |
1.0928 |
1.0928 |
1.0943 |
1.0919 |
| S2 |
1.0910 |
1.0910 |
1.0941 |
|
| S3 |
1.0880 |
1.0898 |
1.0938 |
|
| S4 |
1.0851 |
1.0869 |
1.0930 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1198 |
1.1022 |
|
| R3 |
1.1164 |
1.1112 |
1.0999 |
|
| R2 |
1.1078 |
1.1078 |
1.0991 |
|
| R1 |
1.1026 |
1.1026 |
1.0983 |
1.1009 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0983 |
| S1 |
1.0940 |
1.0940 |
1.0967 |
1.0923 |
| S2 |
1.0906 |
1.0906 |
1.0959 |
|
| S3 |
1.0820 |
1.0854 |
1.0951 |
|
| S4 |
1.0734 |
1.0768 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1043 |
1.0921 |
0.0122 |
1.1% |
0.0036 |
0.3% |
20% |
False |
True |
295 |
| 10 |
1.1060 |
1.0921 |
0.0139 |
1.3% |
0.0036 |
0.3% |
18% |
False |
True |
192 |
| 20 |
1.1060 |
1.0889 |
0.0172 |
1.6% |
0.0030 |
0.3% |
34% |
False |
False |
144 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0035 |
0.3% |
56% |
False |
False |
102 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0036 |
0.3% |
32% |
False |
False |
94 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0035 |
0.3% |
32% |
False |
False |
94 |
| 100 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0034 |
0.3% |
45% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.1028 |
|
1.618 |
1.0998 |
|
1.000 |
1.0980 |
|
0.618 |
1.0969 |
|
HIGH |
1.0951 |
|
0.618 |
1.0939 |
|
0.500 |
1.0936 |
|
0.382 |
1.0932 |
|
LOW |
1.0921 |
|
0.618 |
1.0903 |
|
1.000 |
1.0892 |
|
1.618 |
1.0873 |
|
2.618 |
1.0844 |
|
4.250 |
1.0796 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0954 |
| PP |
1.0939 |
1.0951 |
| S1 |
1.0936 |
1.0949 |
|