CME Euro FX (E) Future September 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 |
1.0920 |
1.0911 |
-0.0010 |
-0.1% |
1.0970 |
| High |
1.0944 |
1.0911 |
-0.0033 |
-0.3% |
1.1023 |
| Low |
1.0906 |
1.0889 |
-0.0017 |
-0.2% |
1.0882 |
| Close |
1.0913 |
1.0900 |
-0.0013 |
-0.1% |
1.0884 |
| Range |
0.0039 |
0.0023 |
-0.0016 |
-41.6% |
0.0141 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
174 |
219 |
45 |
25.9% |
1,732 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0956 |
1.0912 |
|
| R3 |
1.0945 |
1.0934 |
1.0906 |
|
| R2 |
1.0922 |
1.0922 |
1.0904 |
|
| R1 |
1.0911 |
1.0911 |
1.0902 |
1.0906 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0897 |
| S1 |
1.0889 |
1.0889 |
1.0898 |
1.0883 |
| S2 |
1.0877 |
1.0877 |
1.0896 |
|
| S3 |
1.0855 |
1.0866 |
1.0894 |
|
| S4 |
1.0832 |
1.0844 |
1.0888 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1259 |
1.0961 |
|
| R3 |
1.1212 |
1.1118 |
1.0922 |
|
| R2 |
1.1071 |
1.1071 |
1.0909 |
|
| R1 |
1.0977 |
1.0977 |
1.0896 |
1.0953 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0918 |
| S1 |
1.0836 |
1.0836 |
1.0871 |
1.0812 |
| S2 |
1.0789 |
1.0789 |
1.0858 |
|
| S3 |
1.0648 |
1.0695 |
1.0845 |
|
| S4 |
1.0507 |
1.0554 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0882 |
0.0141 |
1.3% |
0.0050 |
0.5% |
13% |
False |
False |
386 |
| 10 |
1.1032 |
1.0882 |
0.0150 |
1.4% |
0.0048 |
0.4% |
12% |
False |
False |
333 |
| 20 |
1.1060 |
1.0882 |
0.0178 |
1.6% |
0.0039 |
0.4% |
10% |
False |
False |
240 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0038 |
0.3% |
38% |
False |
False |
150 |
| 60 |
1.1152 |
1.0801 |
0.0351 |
3.2% |
0.0038 |
0.3% |
28% |
False |
False |
128 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
22% |
False |
False |
114 |
| 100 |
1.1252 |
1.0777 |
0.0476 |
4.4% |
0.0036 |
0.3% |
26% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0970 |
|
1.618 |
1.0947 |
|
1.000 |
1.0934 |
|
0.618 |
1.0925 |
|
HIGH |
1.0911 |
|
0.618 |
1.0902 |
|
0.500 |
1.0900 |
|
0.382 |
1.0897 |
|
LOW |
1.0889 |
|
0.618 |
1.0875 |
|
1.000 |
1.0866 |
|
1.618 |
1.0852 |
|
2.618 |
1.0830 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0913 |
| PP |
1.0900 |
1.0909 |
| S1 |
1.0900 |
1.0904 |
|