CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0811 |
0.0002 |
0.0% |
1.0934 |
| High |
1.0825 |
1.0875 |
0.0051 |
0.5% |
1.0945 |
| Low |
1.0788 |
1.0807 |
0.0020 |
0.2% |
1.0770 |
| Close |
1.0808 |
1.0836 |
0.0028 |
0.3% |
1.0805 |
| Range |
0.0037 |
0.0068 |
0.0031 |
83.8% |
0.0175 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
122,492 |
235,525 |
113,033 |
92.3% |
159,397 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1007 |
1.0873 |
|
| R3 |
1.0975 |
1.0939 |
1.0854 |
|
| R2 |
1.0907 |
1.0907 |
1.0848 |
|
| R1 |
1.0871 |
1.0871 |
1.0842 |
1.0889 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0848 |
| S1 |
1.0803 |
1.0803 |
1.0829 |
1.0821 |
| S2 |
1.0771 |
1.0771 |
1.0823 |
|
| S3 |
1.0703 |
1.0735 |
1.0817 |
|
| S4 |
1.0635 |
1.0667 |
1.0798 |
|
|
| 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 |
1.0875 |
1.0770 |
0.0105 |
1.0% |
0.0058 |
0.5% |
62% |
True |
False |
86,284 |
| 10 |
1.1070 |
1.0770 |
0.0300 |
2.8% |
0.0069 |
0.6% |
22% |
False |
False |
53,327 |
| 20 |
1.1070 |
1.0723 |
0.0348 |
3.2% |
0.0073 |
0.7% |
33% |
False |
False |
27,627 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0070 |
0.6% |
51% |
False |
False |
14,303 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0069 |
0.6% |
56% |
False |
False |
9,948 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0064 |
0.6% |
56% |
False |
False |
7,591 |
| 100 |
1.1268 |
1.0534 |
0.0735 |
6.8% |
0.0061 |
0.6% |
41% |
False |
False |
6,083 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0057 |
0.5% |
36% |
False |
False |
5,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1053 |
|
1.618 |
1.0985 |
|
1.000 |
1.0943 |
|
0.618 |
1.0917 |
|
HIGH |
1.0875 |
|
0.618 |
1.0849 |
|
0.500 |
1.0841 |
|
0.382 |
1.0833 |
|
LOW |
1.0807 |
|
0.618 |
1.0765 |
|
1.000 |
1.0739 |
|
1.618 |
1.0697 |
|
2.618 |
1.0629 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0831 |
| PP |
1.0839 |
1.0827 |
| S1 |
1.0837 |
1.0823 |
|