CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.1054 |
0.0005 |
0.0% |
1.0938 |
| High |
1.1082 |
1.1085 |
0.0004 |
0.0% |
1.1082 |
| Low |
1.1034 |
1.1048 |
0.0015 |
0.1% |
1.0935 |
| Close |
1.1055 |
1.1084 |
0.0029 |
0.3% |
1.1055 |
| Range |
0.0048 |
0.0037 |
-0.0011 |
-22.9% |
0.0147 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
166,145 |
60,568 |
-105,577 |
-63.5% |
841,885 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1171 |
1.1104 |
|
| R3 |
1.1146 |
1.1134 |
1.1094 |
|
| R2 |
1.1109 |
1.1109 |
1.1091 |
|
| R1 |
1.1097 |
1.1097 |
1.1087 |
1.1103 |
| PP |
1.1072 |
1.1072 |
1.1072 |
1.1076 |
| S1 |
1.1060 |
1.1060 |
1.1081 |
1.1066 |
| S2 |
1.1035 |
1.1035 |
1.1077 |
|
| S3 |
1.0998 |
1.1023 |
1.1074 |
|
| S4 |
1.0961 |
1.0986 |
1.1064 |
|
|
| 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 |
1.1085 |
1.0957 |
0.0128 |
1.2% |
0.0058 |
0.5% |
99% |
True |
False |
147,434 |
| 10 |
1.1085 |
1.0807 |
0.0278 |
2.5% |
0.0077 |
0.7% |
100% |
True |
False |
204,056 |
| 20 |
1.1085 |
1.0770 |
0.0315 |
2.8% |
0.0073 |
0.7% |
100% |
True |
False |
117,068 |
| 40 |
1.1085 |
1.0590 |
0.0495 |
4.5% |
0.0072 |
0.7% |
100% |
True |
False |
59,212 |
| 60 |
1.1085 |
1.0534 |
0.0552 |
5.0% |
0.0071 |
0.6% |
100% |
True |
False |
39,905 |
| 80 |
1.1085 |
1.0534 |
0.0552 |
5.0% |
0.0068 |
0.6% |
100% |
True |
False |
30,124 |
| 100 |
1.1158 |
1.0534 |
0.0624 |
5.6% |
0.0063 |
0.6% |
88% |
False |
False |
24,125 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0060 |
0.5% |
65% |
False |
False |
20,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.1182 |
|
1.618 |
1.1145 |
|
1.000 |
1.1122 |
|
0.618 |
1.1108 |
|
HIGH |
1.1085 |
|
0.618 |
1.1071 |
|
0.500 |
1.1067 |
|
0.382 |
1.1062 |
|
LOW |
1.1048 |
|
0.618 |
1.1025 |
|
1.000 |
1.1011 |
|
1.618 |
1.0988 |
|
2.618 |
1.0951 |
|
4.250 |
1.0891 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1066 |
| PP |
1.1072 |
1.1048 |
| S1 |
1.1067 |
1.1030 |
|