CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0877 |
0.0080 |
0.7% |
1.0891 |
| High |
1.0899 |
1.1011 |
0.0112 |
1.0% |
1.0901 |
| Low |
1.0775 |
1.0877 |
0.0102 |
0.9% |
1.0727 |
| Close |
1.0890 |
1.0993 |
0.0103 |
0.9% |
1.0762 |
| Range |
0.0124 |
0.0134 |
0.0010 |
8.1% |
0.0174 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.8% |
0.0000 |
| Volume |
542,261 |
388,462 |
-153,799 |
-28.4% |
1,114,814 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1312 |
1.1067 |
|
| R3 |
1.1228 |
1.1178 |
1.1030 |
|
| R2 |
1.1094 |
1.1094 |
1.1018 |
|
| R1 |
1.1044 |
1.1044 |
1.1005 |
1.1069 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0973 |
| S1 |
1.0910 |
1.0910 |
1.0981 |
1.0935 |
| S2 |
1.0826 |
1.0826 |
1.0968 |
|
| S3 |
1.0692 |
1.0776 |
1.0956 |
|
| S4 |
1.0558 |
1.0642 |
1.0919 |
|
|
| 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 |
1.1011 |
1.0727 |
0.0284 |
2.6% |
0.0088 |
0.8% |
94% |
True |
False |
358,937 |
| 10 |
1.1011 |
1.0727 |
0.0284 |
2.6% |
0.0079 |
0.7% |
94% |
True |
False |
294,672 |
| 20 |
1.1025 |
1.0727 |
0.0298 |
2.7% |
0.0074 |
0.7% |
89% |
False |
False |
251,617 |
| 40 |
1.1025 |
1.0537 |
0.0489 |
4.4% |
0.0076 |
0.7% |
93% |
False |
False |
229,666 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
4.9% |
0.0075 |
0.7% |
94% |
False |
False |
222,530 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
4.9% |
0.0074 |
0.7% |
94% |
False |
False |
190,042 |
| 100 |
1.1225 |
1.0482 |
0.0743 |
6.8% |
0.0073 |
0.7% |
69% |
False |
False |
152,304 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
58% |
False |
False |
127,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1580 |
|
2.618 |
1.1361 |
|
1.618 |
1.1227 |
|
1.000 |
1.1145 |
|
0.618 |
1.1093 |
|
HIGH |
1.1011 |
|
0.618 |
1.0959 |
|
0.500 |
1.0944 |
|
0.382 |
1.0928 |
|
LOW |
1.0877 |
|
0.618 |
1.0794 |
|
1.000 |
1.0743 |
|
1.618 |
1.0660 |
|
2.618 |
1.0526 |
|
4.250 |
1.0307 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0958 |
| PP |
1.0960 |
1.0922 |
| S1 |
1.0944 |
1.0887 |
|