CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0934 |
-0.0008 |
-0.1% |
1.0998 |
| High |
1.0963 |
1.0945 |
-0.0018 |
-0.2% |
1.1070 |
| Low |
1.0880 |
1.0855 |
-0.0026 |
-0.2% |
1.0880 |
| Close |
1.0924 |
1.0878 |
-0.0046 |
-0.4% |
1.0924 |
| Range |
0.0083 |
0.0091 |
0.0008 |
9.7% |
0.0190 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.9% |
0.0000 |
| Volume |
8,038 |
47,129 |
39,091 |
486.3% |
21,616 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1112 |
1.0928 |
|
| R3 |
1.1074 |
1.1021 |
1.0903 |
|
| R2 |
1.0983 |
1.0983 |
1.0895 |
|
| R1 |
1.0931 |
1.0931 |
1.0886 |
1.0912 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0883 |
| S1 |
1.0840 |
1.0840 |
1.0870 |
1.0821 |
| S2 |
1.0802 |
1.0802 |
1.0861 |
|
| S3 |
1.0712 |
1.0750 |
1.0853 |
|
| S4 |
1.0621 |
1.0659 |
1.0828 |
|
|
| 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 |
1.0855 |
0.0216 |
2.0% |
0.0081 |
0.7% |
11% |
False |
True |
13,209 |
| 10 |
1.1070 |
1.0855 |
0.0216 |
2.0% |
0.0067 |
0.6% |
11% |
False |
True |
7,745 |
| 20 |
1.1070 |
1.0717 |
0.0353 |
3.2% |
0.0069 |
0.6% |
46% |
False |
False |
4,327 |
| 40 |
1.1070 |
1.0573 |
0.0497 |
4.6% |
0.0070 |
0.6% |
61% |
False |
False |
2,807 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0068 |
0.6% |
64% |
False |
False |
2,229 |
| 80 |
1.1123 |
1.0534 |
0.0590 |
5.4% |
0.0063 |
0.6% |
58% |
False |
False |
1,714 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0059 |
0.5% |
41% |
False |
False |
1,383 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0057 |
0.5% |
41% |
False |
False |
1,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1182 |
|
1.618 |
1.1091 |
|
1.000 |
1.1036 |
|
0.618 |
1.1001 |
|
HIGH |
1.0945 |
|
0.618 |
1.0910 |
|
0.500 |
1.0900 |
|
0.382 |
1.0889 |
|
LOW |
1.0855 |
|
0.618 |
1.0799 |
|
1.000 |
1.0764 |
|
1.618 |
1.0708 |
|
2.618 |
1.0618 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0945 |
| PP |
1.0893 |
1.0923 |
| S1 |
1.0885 |
1.0900 |
|