CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.1049 |
0.0069 |
0.6% |
1.0938 |
| High |
1.1053 |
1.1082 |
0.0029 |
0.3% |
1.1082 |
| Low |
1.0974 |
1.1034 |
0.0060 |
0.5% |
1.0935 |
| Close |
1.1039 |
1.1055 |
0.0016 |
0.1% |
1.1055 |
| Range |
0.0079 |
0.0048 |
-0.0031 |
-38.9% |
0.0147 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
170,021 |
166,145 |
-3,876 |
-2.3% |
841,885 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1176 |
1.1081 |
|
| R3 |
1.1153 |
1.1128 |
1.1068 |
|
| R2 |
1.1105 |
1.1105 |
1.1064 |
|
| R1 |
1.1080 |
1.1080 |
1.1059 |
1.1092 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1063 |
| S1 |
1.1032 |
1.1032 |
1.1051 |
1.1044 |
| S2 |
1.1009 |
1.1009 |
1.1046 |
|
| S3 |
1.0961 |
1.0984 |
1.1042 |
|
| S4 |
1.0913 |
1.0936 |
1.1029 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1463 |
1.1406 |
1.1136 |
|
| R3 |
1.1317 |
1.1259 |
1.1095 |
|
| R2 |
1.1170 |
1.1170 |
1.1082 |
|
| R1 |
1.1113 |
1.1113 |
1.1068 |
1.1142 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1038 |
| S1 |
1.0966 |
1.0966 |
1.1042 |
1.0995 |
| S2 |
1.0877 |
1.0877 |
1.1028 |
|
| S3 |
1.0731 |
1.0820 |
1.1015 |
|
| S4 |
1.0584 |
1.0673 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1082 |
1.0935 |
0.0147 |
1.3% |
0.0059 |
0.5% |
82% |
True |
False |
168,377 |
| 10 |
1.1082 |
1.0788 |
0.0294 |
2.7% |
0.0077 |
0.7% |
91% |
True |
False |
210,249 |
| 20 |
1.1082 |
1.0770 |
0.0312 |
2.8% |
0.0073 |
0.7% |
91% |
True |
False |
114,175 |
| 40 |
1.1082 |
1.0590 |
0.0492 |
4.4% |
0.0073 |
0.7% |
95% |
True |
False |
57,726 |
| 60 |
1.1082 |
1.0534 |
0.0548 |
5.0% |
0.0071 |
0.6% |
95% |
True |
False |
38,915 |
| 80 |
1.1082 |
1.0534 |
0.0548 |
5.0% |
0.0069 |
0.6% |
95% |
True |
False |
29,368 |
| 100 |
1.1158 |
1.0534 |
0.0624 |
5.6% |
0.0063 |
0.6% |
84% |
False |
False |
23,520 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0061 |
0.5% |
61% |
False |
False |
19,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1207 |
|
1.618 |
1.1159 |
|
1.000 |
1.1130 |
|
0.618 |
1.1111 |
|
HIGH |
1.1082 |
|
0.618 |
1.1063 |
|
0.500 |
1.1058 |
|
0.382 |
1.1052 |
|
LOW |
1.1034 |
|
0.618 |
1.1004 |
|
1.000 |
1.0986 |
|
1.618 |
1.0956 |
|
2.618 |
1.0908 |
|
4.250 |
1.0830 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1045 |
| PP |
1.1057 |
1.1036 |
| S1 |
1.1056 |
1.1026 |
|