CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0799 |
0.0028 |
0.3% |
1.0891 |
| High |
1.0822 |
1.0804 |
-0.0018 |
-0.2% |
1.0901 |
| Low |
1.0759 |
1.0727 |
-0.0032 |
-0.3% |
1.0727 |
| Close |
1.0802 |
1.0762 |
-0.0040 |
-0.4% |
1.0762 |
| Range |
0.0063 |
0.0077 |
0.0014 |
22.4% |
0.0174 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
198,814 |
230,789 |
31,975 |
16.1% |
1,114,814 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0954 |
1.0804 |
|
| R3 |
1.0917 |
1.0878 |
1.0783 |
|
| R2 |
1.0841 |
1.0841 |
1.0776 |
|
| R1 |
1.0801 |
1.0801 |
1.0769 |
1.0783 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0755 |
| S1 |
1.0725 |
1.0725 |
1.0755 |
1.0706 |
| S2 |
1.0688 |
1.0688 |
1.0748 |
|
| S3 |
1.0611 |
1.0648 |
1.0741 |
|
| S4 |
1.0535 |
1.0572 |
1.0720 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1214 |
1.0858 |
|
| R3 |
1.1145 |
1.1040 |
1.0810 |
|
| R2 |
1.0971 |
1.0971 |
1.0794 |
|
| R1 |
1.0866 |
1.0866 |
1.0778 |
1.0832 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0779 |
| S1 |
1.0692 |
1.0692 |
1.0746 |
1.0658 |
| S2 |
1.0623 |
1.0623 |
1.0730 |
|
| S3 |
1.0449 |
1.0518 |
1.0714 |
|
| S4 |
1.0275 |
1.0344 |
1.0666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0901 |
1.0727 |
0.0174 |
1.6% |
0.0069 |
0.6% |
20% |
False |
True |
222,962 |
| 10 |
1.1025 |
1.0727 |
0.0298 |
2.8% |
0.0070 |
0.7% |
12% |
False |
True |
227,826 |
| 20 |
1.1025 |
1.0672 |
0.0354 |
3.3% |
0.0074 |
0.7% |
26% |
False |
False |
216,051 |
| 40 |
1.1025 |
1.0524 |
0.0502 |
4.7% |
0.0073 |
0.7% |
48% |
False |
False |
209,240 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
52% |
False |
False |
208,191 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
52% |
False |
False |
170,568 |
| 100 |
1.1309 |
1.0482 |
0.0827 |
7.7% |
0.0073 |
0.7% |
34% |
False |
False |
136,721 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
32% |
False |
False |
114,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1004 |
|
1.618 |
1.0927 |
|
1.000 |
1.0880 |
|
0.618 |
1.0851 |
|
HIGH |
1.0804 |
|
0.618 |
1.0774 |
|
0.500 |
1.0765 |
|
0.382 |
1.0756 |
|
LOW |
1.0727 |
|
0.618 |
1.0680 |
|
1.000 |
1.0651 |
|
1.618 |
1.0603 |
|
2.618 |
1.0527 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0774 |
| PP |
1.0764 |
1.0770 |
| S1 |
1.0763 |
1.0766 |
|