CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0859 |
1.0857 |
-0.0002 |
0.0% |
1.0990 |
| High |
1.0864 |
1.0894 |
0.0031 |
0.3% |
1.0990 |
| Low |
1.0838 |
1.0856 |
0.0018 |
0.2% |
1.0830 |
| Close |
1.0853 |
1.0882 |
0.0029 |
0.3% |
1.0850 |
| Range |
0.0026 |
0.0038 |
0.0013 |
49.0% |
0.0161 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
181 |
128 |
-53 |
-29.3% |
1,352 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0974 |
1.0902 |
|
| R3 |
1.0953 |
1.0936 |
1.0892 |
|
| R2 |
1.0915 |
1.0915 |
1.0888 |
|
| R1 |
1.0898 |
1.0898 |
1.0885 |
1.0907 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0881 |
| S1 |
1.0860 |
1.0860 |
1.0878 |
1.0869 |
| S2 |
1.0839 |
1.0839 |
1.0875 |
|
| S3 |
1.0801 |
1.0822 |
1.0871 |
|
| S4 |
1.0763 |
1.0784 |
1.0861 |
|
|
| 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 |
1.0900 |
1.0830 |
0.0071 |
0.6% |
0.0042 |
0.4% |
74% |
False |
False |
226 |
| 10 |
1.1102 |
1.0830 |
0.0272 |
2.5% |
0.0054 |
0.5% |
19% |
False |
False |
230 |
| 20 |
1.1106 |
1.0770 |
0.0336 |
3.1% |
0.0057 |
0.5% |
33% |
False |
False |
152 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0050 |
0.5% |
51% |
False |
False |
129 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
57% |
False |
False |
125 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0043 |
0.4% |
57% |
False |
False |
115 |
| 100 |
1.1319 |
1.0581 |
0.0738 |
6.8% |
0.0042 |
0.4% |
41% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0993 |
|
1.618 |
1.0955 |
|
1.000 |
1.0932 |
|
0.618 |
1.0917 |
|
HIGH |
1.0894 |
|
0.618 |
1.0879 |
|
0.500 |
1.0875 |
|
0.382 |
1.0871 |
|
LOW |
1.0856 |
|
0.618 |
1.0833 |
|
1.000 |
1.0818 |
|
1.618 |
1.0795 |
|
2.618 |
1.0757 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0875 |
| PP |
1.0877 |
1.0868 |
| S1 |
1.0875 |
1.0862 |
|