CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0859 |
-0.0025 |
-0.2% |
1.0990 |
| High |
1.0891 |
1.0864 |
-0.0027 |
-0.2% |
1.0990 |
| Low |
1.0830 |
1.0838 |
0.0009 |
0.1% |
1.0830 |
| Close |
1.0850 |
1.0853 |
0.0003 |
0.0% |
1.0850 |
| Range |
0.0061 |
0.0026 |
-0.0036 |
-58.2% |
0.0161 |
| ATR |
0.0058 |
0.0055 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
116 |
181 |
65 |
56.0% |
1,352 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0916 |
1.0867 |
|
| R3 |
1.0903 |
1.0891 |
1.0860 |
|
| R2 |
1.0877 |
1.0877 |
1.0858 |
|
| R1 |
1.0865 |
1.0865 |
1.0855 |
1.0858 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0848 |
| S1 |
1.0840 |
1.0840 |
1.0851 |
1.0833 |
| S2 |
1.0826 |
1.0826 |
1.0848 |
|
| S3 |
1.0801 |
1.0814 |
1.0846 |
|
| S4 |
1.0775 |
1.0789 |
1.0839 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1271 |
1.0938 |
|
| R3 |
1.1211 |
1.1111 |
1.0894 |
|
| R2 |
1.1050 |
1.1050 |
1.0879 |
|
| R1 |
1.0950 |
1.0950 |
1.0865 |
1.0920 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0875 |
| S1 |
1.0790 |
1.0790 |
1.0835 |
1.0760 |
| S2 |
1.0729 |
1.0729 |
1.0821 |
|
| S3 |
1.0569 |
1.0629 |
1.0806 |
|
| S4 |
1.0408 |
1.0469 |
1.0762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0933 |
1.0830 |
0.0104 |
1.0% |
0.0045 |
0.4% |
23% |
False |
False |
276 |
| 10 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0055 |
0.5% |
8% |
False |
False |
227 |
| 20 |
1.1106 |
1.0770 |
0.0336 |
3.1% |
0.0056 |
0.5% |
25% |
False |
False |
147 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0050 |
0.5% |
45% |
False |
False |
130 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
52% |
False |
False |
123 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0043 |
0.4% |
52% |
False |
False |
114 |
| 100 |
1.1319 |
1.0581 |
0.0738 |
6.8% |
0.0042 |
0.4% |
37% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0972 |
|
2.618 |
1.0930 |
|
1.618 |
1.0905 |
|
1.000 |
1.0889 |
|
0.618 |
1.0879 |
|
HIGH |
1.0864 |
|
0.618 |
1.0854 |
|
0.500 |
1.0851 |
|
0.382 |
1.0848 |
|
LOW |
1.0838 |
|
0.618 |
1.0822 |
|
1.000 |
1.0813 |
|
1.618 |
1.0797 |
|
2.618 |
1.0771 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0865 |
| PP |
1.0852 |
1.0861 |
| S1 |
1.0851 |
1.0857 |
|