CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0883 |
1.0843 |
-0.0040 |
-0.4% |
1.0998 |
| High |
1.0897 |
1.0853 |
-0.0045 |
-0.4% |
1.1070 |
| Low |
1.0829 |
1.0806 |
-0.0023 |
-0.2% |
1.0880 |
| Close |
1.0834 |
1.0816 |
-0.0018 |
-0.2% |
1.0924 |
| Range |
0.0069 |
0.0047 |
-0.0022 |
-32.1% |
0.0190 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
38,865 |
22,818 |
-16,047 |
-41.3% |
21,616 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0937 |
1.0842 |
|
| R3 |
1.0918 |
1.0890 |
1.0829 |
|
| R2 |
1.0871 |
1.0871 |
1.0825 |
|
| R1 |
1.0844 |
1.0844 |
1.0820 |
1.0834 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0820 |
| S1 |
1.0797 |
1.0797 |
1.0812 |
1.0788 |
| S2 |
1.0778 |
1.0778 |
1.0807 |
|
| S3 |
1.0732 |
1.0751 |
1.0803 |
|
| S4 |
1.0685 |
1.0704 |
1.0790 |
|
|
| 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 |
1.1035 |
1.0806 |
0.0229 |
2.1% |
0.0079 |
0.7% |
4% |
False |
True |
24,360 |
| 10 |
1.1070 |
1.0806 |
0.0264 |
2.4% |
0.0068 |
0.6% |
4% |
False |
True |
13,554 |
| 20 |
1.1070 |
1.0717 |
0.0353 |
3.3% |
0.0070 |
0.7% |
28% |
False |
False |
7,319 |
| 40 |
1.1070 |
1.0573 |
0.0497 |
4.6% |
0.0070 |
0.6% |
49% |
False |
False |
4,306 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0068 |
0.6% |
53% |
False |
False |
3,232 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0063 |
0.6% |
53% |
False |
False |
2,484 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0060 |
0.6% |
33% |
False |
False |
1,997 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0056 |
0.5% |
33% |
False |
False |
1,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1050 |
|
2.618 |
1.0974 |
|
1.618 |
1.0928 |
|
1.000 |
1.0899 |
|
0.618 |
1.0881 |
|
HIGH |
1.0853 |
|
0.618 |
1.0835 |
|
0.500 |
1.0829 |
|
0.382 |
1.0824 |
|
LOW |
1.0806 |
|
0.618 |
1.0777 |
|
1.000 |
1.0760 |
|
1.618 |
1.0731 |
|
2.618 |
1.0684 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0829 |
1.0876 |
| PP |
1.0825 |
1.0856 |
| S1 |
1.0820 |
1.0836 |
|