CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.0938 |
-0.0100 |
-0.9% |
1.0809 |
| High |
1.1048 |
1.0975 |
-0.0073 |
-0.7% |
1.1053 |
| Low |
1.0932 |
1.0935 |
0.0004 |
0.0% |
1.0788 |
| Close |
1.0943 |
1.0959 |
0.0017 |
0.2% |
1.0943 |
| Range |
0.0116 |
0.0040 |
-0.0077 |
-65.9% |
0.0266 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
284,770 |
165,281 |
-119,489 |
-42.0% |
1,260,607 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1056 |
1.0981 |
|
| R3 |
1.1035 |
1.1017 |
1.0970 |
|
| R2 |
1.0996 |
1.0996 |
1.0966 |
|
| R1 |
1.0977 |
1.0977 |
1.0963 |
1.0987 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0961 |
| S1 |
1.0938 |
1.0938 |
1.0955 |
1.0947 |
| S2 |
1.0917 |
1.0917 |
1.0952 |
|
| S3 |
1.0877 |
1.0898 |
1.0948 |
|
| S4 |
1.0838 |
1.0859 |
1.0937 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1599 |
1.1089 |
|
| R3 |
1.1459 |
1.1333 |
1.1016 |
|
| R2 |
1.1193 |
1.1193 |
1.0991 |
|
| R1 |
1.1068 |
1.1068 |
1.0967 |
1.1131 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0959 |
| S1 |
1.0802 |
1.0802 |
1.0918 |
1.0865 |
| S2 |
1.0662 |
1.0662 |
1.0894 |
|
| S3 |
1.0397 |
1.0537 |
1.0869 |
|
| S4 |
1.0131 |
1.0271 |
1.0796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1053 |
1.0807 |
0.0246 |
2.2% |
0.0096 |
0.9% |
62% |
False |
False |
260,679 |
| 10 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0077 |
0.7% |
67% |
False |
False |
153,815 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0072 |
0.7% |
63% |
False |
False |
80,780 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0074 |
0.7% |
77% |
False |
False |
40,897 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0072 |
0.7% |
79% |
False |
False |
27,691 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0067 |
0.6% |
79% |
False |
False |
20,936 |
| 100 |
1.1168 |
1.0534 |
0.0635 |
5.8% |
0.0062 |
0.6% |
67% |
False |
False |
16,756 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0059 |
0.5% |
50% |
False |
False |
13,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1078 |
|
1.618 |
1.1038 |
|
1.000 |
1.1014 |
|
0.618 |
1.0999 |
|
HIGH |
1.0975 |
|
0.618 |
1.0959 |
|
0.500 |
1.0955 |
|
0.382 |
1.0950 |
|
LOW |
1.0935 |
|
0.618 |
1.0911 |
|
1.000 |
1.0896 |
|
1.618 |
1.0871 |
|
2.618 |
1.0832 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0986 |
| PP |
1.0956 |
1.0977 |
| S1 |
1.0955 |
1.0968 |
|