CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0966 |
0.0028 |
0.3% |
1.0809 |
| High |
1.0975 |
1.1029 |
0.0055 |
0.5% |
1.1053 |
| Low |
1.0935 |
1.0957 |
0.0022 |
0.2% |
1.0788 |
| Close |
1.0959 |
1.1018 |
0.0059 |
0.5% |
1.0943 |
| Range |
0.0040 |
0.0072 |
0.0033 |
82.3% |
0.0266 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
165,281 |
155,925 |
-9,356 |
-5.7% |
1,260,607 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1190 |
1.1058 |
|
| R3 |
1.1145 |
1.1118 |
1.1038 |
|
| R2 |
1.1073 |
1.1073 |
1.1031 |
|
| R1 |
1.1046 |
1.1046 |
1.1025 |
1.1060 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.1008 |
| S1 |
1.0974 |
1.0974 |
1.1011 |
1.0988 |
| S2 |
1.0929 |
1.0929 |
1.1005 |
|
| S3 |
1.0857 |
1.0902 |
1.0998 |
|
| S4 |
1.0785 |
1.0830 |
1.0978 |
|
|
| 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 |
1.0818 |
0.0235 |
2.1% |
0.0097 |
0.9% |
85% |
False |
False |
244,759 |
| 10 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0077 |
0.7% |
88% |
False |
False |
165,521 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0073 |
0.7% |
83% |
False |
False |
88,530 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0073 |
0.7% |
89% |
False |
False |
44,777 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0072 |
0.7% |
90% |
False |
False |
30,275 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0067 |
0.6% |
90% |
False |
False |
22,884 |
| 100 |
1.1159 |
1.0534 |
0.0626 |
5.7% |
0.0062 |
0.6% |
77% |
False |
False |
18,315 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0060 |
0.5% |
57% |
False |
False |
15,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1217 |
|
1.618 |
1.1145 |
|
1.000 |
1.1101 |
|
0.618 |
1.1073 |
|
HIGH |
1.1029 |
|
0.618 |
1.1001 |
|
0.500 |
1.0993 |
|
0.382 |
1.0985 |
|
LOW |
1.0957 |
|
0.618 |
1.0913 |
|
1.000 |
1.0885 |
|
1.618 |
1.0841 |
|
2.618 |
1.0769 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1009 |
| PP |
1.1001 |
1.0999 |
| S1 |
1.0993 |
1.0990 |
|