CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0980 |
-0.0044 |
-0.4% |
1.0809 |
| High |
1.1025 |
1.1053 |
0.0028 |
0.2% |
1.1053 |
| Low |
1.0970 |
1.0974 |
0.0004 |
0.0% |
1.0788 |
| Close |
1.0987 |
1.1039 |
0.0053 |
0.5% |
1.0943 |
| Range |
0.0055 |
0.0079 |
0.0024 |
42.7% |
0.0266 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.4% |
0.0000 |
| Volume |
184,513 |
170,021 |
-14,492 |
-7.9% |
1,260,607 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1227 |
1.1082 |
|
| R3 |
1.1179 |
1.1148 |
1.1061 |
|
| R2 |
1.1100 |
1.1100 |
1.1053 |
|
| R1 |
1.1070 |
1.1070 |
1.1046 |
1.1085 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1030 |
| S1 |
1.0991 |
1.0991 |
1.1032 |
1.1007 |
| S2 |
1.0943 |
1.0943 |
1.1025 |
|
| S3 |
1.0865 |
1.0913 |
1.1017 |
|
| S4 |
1.0786 |
1.0834 |
1.0996 |
|
|
| 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 |
1.0932 |
0.0121 |
1.1% |
0.0072 |
0.7% |
89% |
True |
False |
192,102 |
| 10 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0080 |
0.7% |
95% |
False |
False |
196,667 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0074 |
0.7% |
90% |
False |
False |
105,973 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.3% |
0.0073 |
0.7% |
94% |
False |
False |
53,611 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0072 |
0.7% |
94% |
False |
False |
36,151 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0069 |
0.6% |
94% |
False |
False |
27,302 |
| 100 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0063 |
0.6% |
81% |
False |
False |
21,859 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0060 |
0.5% |
60% |
False |
False |
18,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1386 |
|
2.618 |
1.1258 |
|
1.618 |
1.1180 |
|
1.000 |
1.1131 |
|
0.618 |
1.1101 |
|
HIGH |
1.1053 |
|
0.618 |
1.1023 |
|
0.500 |
1.1013 |
|
0.382 |
1.1004 |
|
LOW |
1.0974 |
|
0.618 |
1.0925 |
|
1.000 |
1.0896 |
|
1.618 |
1.0847 |
|
2.618 |
1.0768 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.1028 |
| PP |
1.1022 |
1.1016 |
| S1 |
1.1013 |
1.1005 |
|