CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0990 |
1.0933 |
-0.0057 |
-0.5% |
1.1043 |
| High |
1.0990 |
1.0933 |
-0.0057 |
-0.5% |
1.1106 |
| Low |
1.0907 |
1.0879 |
-0.0029 |
-0.3% |
1.0940 |
| Close |
1.0923 |
1.0879 |
-0.0045 |
-0.4% |
1.0968 |
| Range |
0.0083 |
0.0055 |
-0.0029 |
-34.3% |
0.0166 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
152 |
377 |
225 |
148.0% |
795 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.1024 |
1.0908 |
|
| R3 |
1.1006 |
1.0969 |
1.0893 |
|
| R2 |
1.0951 |
1.0951 |
1.0888 |
|
| R1 |
1.0915 |
1.0915 |
1.0883 |
1.0906 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0892 |
| S1 |
1.0860 |
1.0860 |
1.0874 |
1.0851 |
| S2 |
1.0842 |
1.0842 |
1.0869 |
|
| S3 |
1.0788 |
1.0806 |
1.0864 |
|
| S4 |
1.0733 |
1.0751 |
1.0849 |
|
|
| 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 |
1.1102 |
1.0879 |
0.0223 |
2.0% |
0.0066 |
0.6% |
0% |
False |
True |
234 |
| 10 |
1.1106 |
1.0879 |
0.0228 |
2.1% |
0.0054 |
0.5% |
0% |
False |
True |
156 |
| 20 |
1.1106 |
1.0764 |
0.0342 |
3.1% |
0.0053 |
0.5% |
33% |
False |
False |
112 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.4% |
0.0050 |
0.5% |
52% |
False |
False |
124 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
57% |
False |
False |
109 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0042 |
0.4% |
57% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1076 |
|
1.618 |
1.1021 |
|
1.000 |
1.0988 |
|
0.618 |
1.0967 |
|
HIGH |
1.0933 |
|
0.618 |
1.0912 |
|
0.500 |
1.0906 |
|
0.382 |
1.0899 |
|
LOW |
1.0879 |
|
0.618 |
1.0845 |
|
1.000 |
1.0824 |
|
1.618 |
1.0790 |
|
2.618 |
1.0736 |
|
4.250 |
1.0647 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0942 |
| PP |
1.0897 |
1.0921 |
| S1 |
1.0888 |
1.0900 |
|