CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.1057 |
0.0050 |
0.4% |
1.0859 |
| High |
1.1067 |
1.1057 |
-0.0010 |
-0.1% |
1.1095 |
| Low |
1.1007 |
1.1018 |
0.0011 |
0.1% |
1.0838 |
| Close |
1.1060 |
1.1029 |
-0.0031 |
-0.3% |
1.0986 |
| Range |
0.0060 |
0.0039 |
-0.0021 |
-34.5% |
0.0257 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
354 |
276 |
-78 |
-22.0% |
1,686 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1129 |
1.1050 |
|
| R3 |
1.1113 |
1.1090 |
1.1040 |
|
| R2 |
1.1074 |
1.1074 |
1.1036 |
|
| R1 |
1.1051 |
1.1051 |
1.1033 |
1.1043 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1031 |
| S1 |
1.1012 |
1.1012 |
1.1025 |
1.1004 |
| S2 |
1.0996 |
1.0996 |
1.1022 |
|
| S3 |
1.0957 |
1.0973 |
1.1018 |
|
| S4 |
1.0918 |
1.0934 |
1.1008 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1622 |
1.1127 |
|
| R3 |
1.1487 |
1.1365 |
1.1056 |
|
| R2 |
1.1230 |
1.1230 |
1.1033 |
|
| R1 |
1.1108 |
1.1108 |
1.1009 |
1.1169 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.1003 |
| S1 |
1.0851 |
1.0851 |
1.0962 |
1.0912 |
| S2 |
1.0716 |
1.0716 |
1.0938 |
|
| S3 |
1.0459 |
1.0594 |
1.0915 |
|
| S4 |
1.0202 |
1.0337 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1095 |
1.0974 |
0.0121 |
1.1% |
0.0069 |
0.6% |
45% |
False |
False |
320 |
| 10 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0063 |
0.6% |
75% |
False |
False |
274 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0058 |
0.5% |
72% |
False |
False |
241 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0055 |
0.5% |
83% |
False |
False |
172 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0050 |
0.5% |
85% |
False |
False |
153 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
85% |
False |
False |
140 |
| 100 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0043 |
0.4% |
71% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1159 |
|
1.618 |
1.1120 |
|
1.000 |
1.1096 |
|
0.618 |
1.1081 |
|
HIGH |
1.1057 |
|
0.618 |
1.1042 |
|
0.500 |
1.1038 |
|
0.382 |
1.1033 |
|
LOW |
1.1018 |
|
0.618 |
1.0994 |
|
1.000 |
1.0979 |
|
1.618 |
1.0955 |
|
2.618 |
1.0916 |
|
4.250 |
1.0852 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1030 |
| PP |
1.1035 |
1.1030 |
| S1 |
1.1032 |
1.1029 |
|