CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1142 |
0.0059 |
0.5% |
1.0938 |
| High |
1.1161 |
1.1175 |
0.0014 |
0.1% |
1.1082 |
| Low |
1.1068 |
1.1091 |
0.0023 |
0.2% |
1.0935 |
| Close |
1.1139 |
1.1100 |
-0.0039 |
-0.3% |
1.1055 |
| Range |
0.0093 |
0.0084 |
-0.0009 |
-9.2% |
0.0147 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.2% |
0.0000 |
| Volume |
155,137 |
167,372 |
12,235 |
7.9% |
841,885 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1321 |
1.1146 |
|
| R3 |
1.1290 |
1.1237 |
1.1123 |
|
| R2 |
1.1206 |
1.1206 |
1.1115 |
|
| R1 |
1.1153 |
1.1153 |
1.1108 |
1.1137 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1114 |
| S1 |
1.1069 |
1.1069 |
1.1092 |
1.1053 |
| S2 |
1.1038 |
1.1038 |
1.1085 |
|
| S3 |
1.0954 |
1.0985 |
1.1077 |
|
| S4 |
1.0870 |
1.0901 |
1.1054 |
|
|
| 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 |
1.1175 |
1.0974 |
0.0201 |
1.8% |
0.0068 |
0.6% |
63% |
True |
False |
143,848 |
| 10 |
1.1175 |
1.0920 |
0.0255 |
2.3% |
0.0076 |
0.7% |
71% |
True |
False |
175,120 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.6% |
0.0076 |
0.7% |
82% |
True |
False |
132,897 |
| 40 |
1.1175 |
1.0590 |
0.0585 |
5.3% |
0.0072 |
0.7% |
87% |
True |
False |
67,201 |
| 60 |
1.1175 |
1.0537 |
0.0638 |
5.7% |
0.0071 |
0.6% |
88% |
True |
False |
45,231 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0068 |
0.6% |
88% |
True |
False |
34,153 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0063 |
0.6% |
88% |
True |
False |
27,350 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.6% |
0.0061 |
0.6% |
67% |
False |
False |
22,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1532 |
|
2.618 |
1.1394 |
|
1.618 |
1.1310 |
|
1.000 |
1.1259 |
|
0.618 |
1.1226 |
|
HIGH |
1.1175 |
|
0.618 |
1.1142 |
|
0.500 |
1.1133 |
|
0.382 |
1.1123 |
|
LOW |
1.1091 |
|
0.618 |
1.1039 |
|
1.000 |
1.1007 |
|
1.618 |
1.0955 |
|
2.618 |
1.0871 |
|
4.250 |
1.0734 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1111 |
| PP |
1.1122 |
1.1108 |
| S1 |
1.1111 |
1.1104 |
|