CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0883 |
-0.0051 |
-0.5% |
1.0998 |
| High |
1.0945 |
1.0897 |
-0.0048 |
-0.4% |
1.1070 |
| Low |
1.0855 |
1.0829 |
-0.0026 |
-0.2% |
1.0880 |
| Close |
1.0878 |
1.0834 |
-0.0045 |
-0.4% |
1.0924 |
| Range |
0.0091 |
0.0069 |
-0.0022 |
-24.3% |
0.0190 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
47,129 |
38,865 |
-8,264 |
-17.5% |
21,616 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1015 |
1.0871 |
|
| R3 |
1.0990 |
1.0946 |
1.0852 |
|
| R2 |
1.0922 |
1.0922 |
1.0846 |
|
| R1 |
1.0878 |
1.0878 |
1.0840 |
1.0865 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0847 |
| S1 |
1.0809 |
1.0809 |
1.0827 |
1.0797 |
| S2 |
1.0785 |
1.0785 |
1.0821 |
|
| S3 |
1.0716 |
1.0741 |
1.0815 |
|
| S4 |
1.0648 |
1.0672 |
1.0796 |
|
|
| 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 |
1.0829 |
0.0242 |
2.2% |
0.0081 |
0.7% |
2% |
False |
True |
20,370 |
| 10 |
1.1070 |
1.0829 |
0.0242 |
2.2% |
0.0069 |
0.6% |
2% |
False |
True |
11,539 |
| 20 |
1.1070 |
1.0717 |
0.0353 |
3.3% |
0.0070 |
0.6% |
33% |
False |
False |
6,215 |
| 40 |
1.1070 |
1.0573 |
0.0497 |
4.6% |
0.0070 |
0.7% |
52% |
False |
False |
3,763 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0069 |
0.6% |
56% |
False |
False |
2,873 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0063 |
0.6% |
56% |
False |
False |
2,200 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0060 |
0.6% |
35% |
False |
False |
1,770 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0057 |
0.5% |
35% |
False |
False |
1,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1188 |
|
2.618 |
1.1076 |
|
1.618 |
1.1008 |
|
1.000 |
1.0966 |
|
0.618 |
1.0939 |
|
HIGH |
1.0897 |
|
0.618 |
1.0871 |
|
0.500 |
1.0863 |
|
0.382 |
1.0855 |
|
LOW |
1.0829 |
|
0.618 |
1.0786 |
|
1.000 |
1.0760 |
|
1.618 |
1.0718 |
|
2.618 |
1.0649 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0896 |
| PP |
1.0853 |
1.0875 |
| S1 |
1.0843 |
1.0854 |
|