CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0771 |
-0.0031 |
-0.3% |
1.0955 |
| High |
1.0810 |
1.0822 |
0.0012 |
0.1% |
1.1025 |
| Low |
1.0764 |
1.0759 |
-0.0005 |
0.0% |
1.0835 |
| Close |
1.0773 |
1.0802 |
0.0029 |
0.3% |
1.0879 |
| Range |
0.0046 |
0.0063 |
0.0017 |
35.9% |
0.0190 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
192,859 |
198,814 |
5,955 |
3.1% |
1,163,448 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0954 |
1.0836 |
|
| R3 |
1.0919 |
1.0892 |
1.0819 |
|
| R2 |
1.0857 |
1.0857 |
1.0813 |
|
| R1 |
1.0829 |
1.0829 |
1.0808 |
1.0843 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0801 |
| S1 |
1.0767 |
1.0767 |
1.0796 |
1.0781 |
| S2 |
1.0732 |
1.0732 |
1.0791 |
|
| S3 |
1.0669 |
1.0704 |
1.0785 |
|
| S4 |
1.0607 |
1.0642 |
1.0768 |
|
|
| 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 |
1.0920 |
1.0759 |
0.0161 |
1.5% |
0.0071 |
0.7% |
27% |
False |
True |
230,406 |
| 10 |
1.1025 |
1.0759 |
0.0266 |
2.5% |
0.0069 |
0.6% |
16% |
False |
True |
224,625 |
| 20 |
1.1025 |
1.0672 |
0.0354 |
3.3% |
0.0073 |
0.7% |
37% |
False |
False |
212,809 |
| 40 |
1.1025 |
1.0524 |
0.0502 |
4.6% |
0.0074 |
0.7% |
56% |
False |
False |
208,629 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0073 |
0.7% |
59% |
False |
False |
208,577 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
59% |
False |
False |
167,692 |
| 100 |
1.1321 |
1.0482 |
0.0839 |
7.8% |
0.0072 |
0.7% |
38% |
False |
False |
134,436 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
37% |
False |
False |
112,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.0985 |
|
1.618 |
1.0923 |
|
1.000 |
1.0884 |
|
0.618 |
1.0860 |
|
HIGH |
1.0822 |
|
0.618 |
1.0798 |
|
0.500 |
1.0790 |
|
0.382 |
1.0783 |
|
LOW |
1.0759 |
|
0.618 |
1.0720 |
|
1.000 |
1.0697 |
|
1.618 |
1.0658 |
|
2.618 |
1.0595 |
|
4.250 |
1.0493 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0806 |
| PP |
1.0794 |
1.0805 |
| S1 |
1.0790 |
1.0803 |
|