CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1025 |
1.0942 |
-0.0083 |
-0.8% |
1.0998 |
| High |
1.1035 |
1.0963 |
-0.0073 |
-0.7% |
1.1070 |
| Low |
1.0931 |
1.0880 |
-0.0051 |
-0.5% |
1.0880 |
| Close |
1.0941 |
1.0924 |
-0.0018 |
-0.2% |
1.0924 |
| Range |
0.0105 |
0.0083 |
-0.0022 |
-21.1% |
0.0190 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
4,951 |
8,038 |
3,087 |
62.4% |
21,616 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1129 |
1.0969 |
|
| R3 |
1.1087 |
1.1047 |
1.0946 |
|
| R2 |
1.1005 |
1.1005 |
1.0939 |
|
| R1 |
1.0964 |
1.0964 |
1.0931 |
1.0943 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0912 |
| S1 |
1.0882 |
1.0882 |
1.0916 |
1.0861 |
| S2 |
1.0840 |
1.0840 |
1.0908 |
|
| S3 |
1.0757 |
1.0799 |
1.0901 |
|
| S4 |
1.0675 |
1.0717 |
1.0878 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1416 |
1.1028 |
|
| R3 |
1.1338 |
1.1226 |
1.0976 |
|
| R2 |
1.1148 |
1.1148 |
1.0958 |
|
| R1 |
1.1036 |
1.1036 |
1.0941 |
1.0997 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0938 |
| S1 |
1.0846 |
1.0846 |
1.0906 |
1.0807 |
| S2 |
1.0768 |
1.0768 |
1.0889 |
|
| S3 |
1.0578 |
1.0656 |
1.0871 |
|
| S4 |
1.0388 |
1.0466 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1070 |
1.0880 |
0.0190 |
1.7% |
0.0069 |
0.6% |
23% |
False |
True |
4,323 |
| 10 |
1.1070 |
1.0880 |
0.0190 |
1.7% |
0.0067 |
0.6% |
23% |
False |
True |
3,153 |
| 20 |
1.1070 |
1.0681 |
0.0390 |
3.6% |
0.0071 |
0.6% |
62% |
False |
False |
2,051 |
| 40 |
1.1070 |
1.0565 |
0.0505 |
4.6% |
0.0071 |
0.6% |
71% |
False |
False |
1,652 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0067 |
0.6% |
73% |
False |
False |
1,451 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0062 |
0.6% |
63% |
False |
False |
1,125 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0059 |
0.5% |
46% |
False |
False |
912 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0056 |
0.5% |
46% |
False |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.1178 |
|
1.618 |
1.1096 |
|
1.000 |
1.1045 |
|
0.618 |
1.1013 |
|
HIGH |
1.0963 |
|
0.618 |
1.0931 |
|
0.500 |
1.0921 |
|
0.382 |
1.0912 |
|
LOW |
1.0880 |
|
0.618 |
1.0829 |
|
1.000 |
1.0798 |
|
1.618 |
1.0747 |
|
2.618 |
1.0664 |
|
4.250 |
1.0529 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0975 |
| PP |
1.0922 |
1.0958 |
| S1 |
1.0921 |
1.0941 |
|