CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.1024 |
0.0058 |
0.5% |
1.0809 |
| High |
1.1029 |
1.1025 |
-0.0004 |
0.0% |
1.1053 |
| Low |
1.0957 |
1.0970 |
0.0013 |
0.1% |
1.0788 |
| Close |
1.1018 |
1.0987 |
-0.0032 |
-0.3% |
1.0943 |
| Range |
0.0072 |
0.0055 |
-0.0017 |
-23.6% |
0.0266 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
155,925 |
184,513 |
28,588 |
18.3% |
1,260,607 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1128 |
1.1017 |
|
| R3 |
1.1104 |
1.1073 |
1.1002 |
|
| R2 |
1.1049 |
1.1049 |
1.0997 |
|
| R1 |
1.1018 |
1.1018 |
1.0992 |
1.1006 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0988 |
| S1 |
1.0963 |
1.0963 |
1.0981 |
1.0951 |
| S2 |
1.0939 |
1.0939 |
1.0976 |
|
| S3 |
1.0884 |
1.0908 |
1.0971 |
|
| S4 |
1.0829 |
1.0853 |
1.0956 |
|
|
| 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 |
1.0920 |
0.0134 |
1.2% |
0.0083 |
0.8% |
50% |
False |
False |
206,393 |
| 10 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0078 |
0.7% |
77% |
False |
False |
181,691 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0073 |
0.7% |
72% |
False |
False |
97,622 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0072 |
0.7% |
83% |
False |
False |
49,372 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0072 |
0.7% |
84% |
False |
False |
33,336 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0068 |
0.6% |
84% |
False |
False |
25,191 |
| 100 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0062 |
0.6% |
73% |
False |
False |
20,159 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0060 |
0.5% |
53% |
False |
False |
16,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1169 |
|
1.618 |
1.1114 |
|
1.000 |
1.1080 |
|
0.618 |
1.1059 |
|
HIGH |
1.1025 |
|
0.618 |
1.1004 |
|
0.500 |
1.0998 |
|
0.382 |
1.0991 |
|
LOW |
1.0970 |
|
0.618 |
1.0936 |
|
1.000 |
1.0915 |
|
1.618 |
1.0881 |
|
2.618 |
1.0826 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0985 |
| PP |
1.0994 |
1.0984 |
| S1 |
1.0990 |
1.0982 |
|