CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0802 |
-0.0037 |
-0.3% |
1.0955 |
| High |
1.0853 |
1.0810 |
-0.0044 |
-0.4% |
1.1025 |
| Low |
1.0784 |
1.0764 |
-0.0021 |
-0.2% |
1.0835 |
| Close |
1.0790 |
1.0773 |
-0.0017 |
-0.2% |
1.0879 |
| Range |
0.0069 |
0.0046 |
-0.0023 |
-33.3% |
0.0190 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
246,654 |
192,859 |
-53,795 |
-21.8% |
1,163,448 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0893 |
1.0798 |
|
| R3 |
1.0874 |
1.0847 |
1.0786 |
|
| R2 |
1.0828 |
1.0828 |
1.0781 |
|
| R1 |
1.0801 |
1.0801 |
1.0777 |
1.0791 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0777 |
| S1 |
1.0755 |
1.0755 |
1.0769 |
1.0745 |
| S2 |
1.0736 |
1.0736 |
1.0765 |
|
| S3 |
1.0690 |
1.0709 |
1.0760 |
|
| S4 |
1.0644 |
1.0663 |
1.0748 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1371 |
1.0984 |
|
| R3 |
1.1293 |
1.1181 |
1.0931 |
|
| R2 |
1.1103 |
1.1103 |
1.0914 |
|
| R1 |
1.0991 |
1.0991 |
1.0896 |
1.0952 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0894 |
| S1 |
1.0801 |
1.0801 |
1.0862 |
1.0762 |
| S2 |
1.0723 |
1.0723 |
1.0844 |
|
| S3 |
1.0533 |
1.0611 |
1.0827 |
|
| S4 |
1.0343 |
1.0421 |
1.0775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0764 |
0.0228 |
2.1% |
0.0079 |
0.7% |
4% |
False |
True |
250,506 |
| 10 |
1.1025 |
1.0764 |
0.0262 |
2.4% |
0.0069 |
0.6% |
4% |
False |
True |
228,080 |
| 20 |
1.1025 |
1.0672 |
0.0354 |
3.3% |
0.0073 |
0.7% |
29% |
False |
False |
210,519 |
| 40 |
1.1025 |
1.0524 |
0.0502 |
4.7% |
0.0074 |
0.7% |
50% |
False |
False |
208,485 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0073 |
0.7% |
54% |
False |
False |
211,840 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
54% |
False |
False |
165,219 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
33% |
False |
False |
132,457 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
33% |
False |
False |
110,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0930 |
|
1.618 |
1.0884 |
|
1.000 |
1.0856 |
|
0.618 |
1.0838 |
|
HIGH |
1.0810 |
|
0.618 |
1.0792 |
|
0.500 |
1.0787 |
|
0.382 |
1.0781 |
|
LOW |
1.0764 |
|
0.618 |
1.0735 |
|
1.000 |
1.0718 |
|
1.618 |
1.0689 |
|
2.618 |
1.0643 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0832 |
| PP |
1.0782 |
1.0813 |
| S1 |
1.0778 |
1.0793 |
|