CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0990 |
-0.0010 |
-0.1% |
1.1043 |
| High |
1.1006 |
1.0990 |
-0.0016 |
-0.1% |
1.1106 |
| Low |
1.0940 |
1.0907 |
-0.0033 |
-0.3% |
1.0940 |
| Close |
1.0968 |
1.0923 |
-0.0045 |
-0.4% |
1.0968 |
| Range |
0.0066 |
0.0083 |
0.0017 |
25.8% |
0.0166 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.0% |
0.0000 |
| Volume |
413 |
152 |
-261 |
-63.2% |
795 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1139 |
1.0969 |
|
| R3 |
1.1106 |
1.1056 |
1.0946 |
|
| R2 |
1.1023 |
1.1023 |
1.0938 |
|
| R1 |
1.0973 |
1.0973 |
1.0931 |
1.0957 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0932 |
| S1 |
1.0890 |
1.0890 |
1.0915 |
1.0874 |
| S2 |
1.0857 |
1.0857 |
1.0908 |
|
| S3 |
1.0774 |
1.0807 |
1.0900 |
|
| S4 |
1.0691 |
1.0724 |
1.0877 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1401 |
1.1059 |
|
| R3 |
1.1337 |
1.1235 |
1.1014 |
|
| R2 |
1.1171 |
1.1171 |
1.0998 |
|
| R1 |
1.1069 |
1.1069 |
1.0983 |
1.1037 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0989 |
| S1 |
1.0903 |
1.0903 |
1.0953 |
1.0871 |
| S2 |
1.0839 |
1.0839 |
1.0938 |
|
| S3 |
1.0673 |
1.0737 |
1.0922 |
|
| S4 |
1.0507 |
1.0571 |
1.0877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1106 |
1.0907 |
0.0199 |
1.8% |
0.0065 |
0.6% |
8% |
False |
True |
178 |
| 10 |
1.1106 |
1.0907 |
0.0199 |
1.8% |
0.0052 |
0.5% |
8% |
False |
True |
125 |
| 20 |
1.1106 |
1.0764 |
0.0342 |
3.1% |
0.0052 |
0.5% |
46% |
False |
False |
103 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.3% |
0.0050 |
0.5% |
61% |
False |
False |
118 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0045 |
0.4% |
65% |
False |
False |
103 |
| 80 |
1.1170 |
1.0581 |
0.0589 |
5.4% |
0.0042 |
0.4% |
58% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1207 |
|
1.618 |
1.1124 |
|
1.000 |
1.1073 |
|
0.618 |
1.1041 |
|
HIGH |
1.0990 |
|
0.618 |
1.0958 |
|
0.500 |
1.0949 |
|
0.382 |
1.0939 |
|
LOW |
1.0907 |
|
0.618 |
1.0856 |
|
1.000 |
1.0824 |
|
1.618 |
1.0773 |
|
2.618 |
1.0690 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0986 |
| PP |
1.0940 |
1.0965 |
| S1 |
1.0932 |
1.0944 |
|