CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0842 |
0.0029 |
0.3% |
1.0934 |
| High |
1.0864 |
1.0847 |
-0.0017 |
-0.2% |
1.0945 |
| Low |
1.0803 |
1.0770 |
-0.0033 |
-0.3% |
1.0770 |
| Close |
1.0845 |
1.0805 |
-0.0040 |
-0.4% |
1.0805 |
| Range |
0.0061 |
0.0077 |
0.0016 |
26.4% |
0.0175 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.7% |
0.0000 |
| Volume |
20,258 |
30,327 |
10,069 |
49.7% |
159,397 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0997 |
1.0847 |
|
| R3 |
1.0960 |
1.0921 |
1.0826 |
|
| R2 |
1.0884 |
1.0884 |
1.0819 |
|
| R1 |
1.0844 |
1.0844 |
1.0812 |
1.0826 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0798 |
| S1 |
1.0768 |
1.0768 |
1.0798 |
1.0749 |
| S2 |
1.0731 |
1.0731 |
1.0791 |
|
| S3 |
1.0654 |
1.0691 |
1.0784 |
|
| S4 |
1.0578 |
1.0615 |
1.0763 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1260 |
1.0901 |
|
| R3 |
1.1190 |
1.1085 |
1.0853 |
|
| R2 |
1.1015 |
1.1015 |
1.0837 |
|
| R1 |
1.0910 |
1.0910 |
1.0821 |
1.0875 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0823 |
| S1 |
1.0735 |
1.0735 |
1.0789 |
1.0700 |
| S2 |
1.0665 |
1.0665 |
1.0773 |
|
| S3 |
1.0490 |
1.0560 |
1.0757 |
|
| S4 |
1.0315 |
1.0385 |
1.0709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0945 |
1.0770 |
0.0175 |
1.6% |
0.0069 |
0.6% |
20% |
False |
True |
31,879 |
| 10 |
1.1070 |
1.0770 |
0.0300 |
2.8% |
0.0069 |
0.6% |
12% |
False |
True |
18,101 |
| 20 |
1.1070 |
1.0717 |
0.0353 |
3.3% |
0.0071 |
0.7% |
25% |
False |
False |
9,785 |
| 40 |
1.1070 |
1.0573 |
0.0497 |
4.6% |
0.0070 |
0.6% |
47% |
False |
False |
5,450 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0068 |
0.6% |
51% |
False |
False |
4,003 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0064 |
0.6% |
51% |
False |
False |
3,116 |
| 100 |
1.1295 |
1.0534 |
0.0762 |
7.0% |
0.0060 |
0.6% |
36% |
False |
False |
2,503 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0057 |
0.5% |
32% |
False |
False |
2,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.1047 |
|
1.618 |
1.0970 |
|
1.000 |
1.0923 |
|
0.618 |
1.0894 |
|
HIGH |
1.0847 |
|
0.618 |
1.0817 |
|
0.500 |
1.0808 |
|
0.382 |
1.0799 |
|
LOW |
1.0770 |
|
0.618 |
1.0723 |
|
1.000 |
1.0694 |
|
1.618 |
1.0646 |
|
2.618 |
1.0570 |
|
4.250 |
1.0445 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0817 |
| PP |
1.0807 |
1.0813 |
| S1 |
1.0806 |
1.0809 |
|