CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0840 |
0.0030 |
0.3% |
1.0934 |
| High |
1.0875 |
1.0942 |
0.0067 |
0.6% |
1.0945 |
| Low |
1.0807 |
1.0818 |
0.0011 |
0.1% |
1.0770 |
| Close |
1.0836 |
1.0933 |
0.0098 |
0.9% |
1.0805 |
| Range |
0.0068 |
0.0124 |
0.0056 |
82.4% |
0.0175 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0000 |
| Volume |
235,525 |
376,343 |
140,818 |
59.8% |
159,397 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1225 |
1.1001 |
|
| R3 |
1.1146 |
1.1101 |
1.0967 |
|
| R2 |
1.1022 |
1.1022 |
1.0956 |
|
| R1 |
1.0977 |
1.0977 |
1.0944 |
1.1000 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0909 |
| S1 |
1.0853 |
1.0853 |
1.0922 |
1.0876 |
| S2 |
1.0774 |
1.0774 |
1.0910 |
|
| S3 |
1.0650 |
1.0729 |
1.0899 |
|
| S4 |
1.0526 |
1.0605 |
1.0865 |
|
|
| 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 |
1.0942 |
1.0770 |
0.0172 |
1.6% |
0.0073 |
0.7% |
95% |
True |
False |
156,989 |
| 10 |
1.1035 |
1.0770 |
0.0265 |
2.4% |
0.0076 |
0.7% |
62% |
False |
False |
90,674 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0068 |
0.6% |
54% |
False |
False |
46,353 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0071 |
0.7% |
71% |
False |
False |
23,677 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0070 |
0.6% |
74% |
False |
False |
16,193 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0066 |
0.6% |
74% |
False |
False |
12,295 |
| 100 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0062 |
0.6% |
54% |
False |
False |
9,846 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0057 |
0.5% |
47% |
False |
False |
8,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1469 |
|
2.618 |
1.1267 |
|
1.618 |
1.1143 |
|
1.000 |
1.1066 |
|
0.618 |
1.1019 |
|
HIGH |
1.0942 |
|
0.618 |
1.0895 |
|
0.500 |
1.0880 |
|
0.382 |
1.0865 |
|
LOW |
1.0818 |
|
0.618 |
1.0741 |
|
1.000 |
1.0694 |
|
1.618 |
1.0617 |
|
2.618 |
1.0493 |
|
4.250 |
1.0291 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0910 |
| PP |
1.0898 |
1.0888 |
| S1 |
1.0880 |
1.0865 |
|