CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1023 |
-0.0034 |
-0.3% |
1.0859 |
| High |
1.1057 |
1.1092 |
0.0035 |
0.3% |
1.1095 |
| Low |
1.1018 |
1.1021 |
0.0003 |
0.0% |
1.0838 |
| Close |
1.1029 |
1.1081 |
0.0052 |
0.5% |
1.0986 |
| Range |
0.0039 |
0.0071 |
0.0032 |
82.1% |
0.0257 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.1% |
0.0000 |
| Volume |
276 |
680 |
404 |
146.4% |
1,686 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1250 |
1.1120 |
|
| R3 |
1.1207 |
1.1179 |
1.1100 |
|
| R2 |
1.1136 |
1.1136 |
1.1094 |
|
| R1 |
1.1108 |
1.1108 |
1.1087 |
1.1122 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1071 |
| S1 |
1.1037 |
1.1037 |
1.1074 |
1.1051 |
| S2 |
1.0994 |
1.0994 |
1.1067 |
|
| S3 |
1.0923 |
1.0966 |
1.1061 |
|
| S4 |
1.0852 |
1.0895 |
1.1041 |
|
|
| 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 |
1.1092 |
1.0980 |
0.0113 |
1.0% |
0.0059 |
0.5% |
90% |
True |
False |
362 |
| 10 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0065 |
0.6% |
95% |
False |
False |
332 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0059 |
0.5% |
91% |
False |
False |
272 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0056 |
0.5% |
94% |
False |
False |
189 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0051 |
0.5% |
95% |
False |
False |
162 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0047 |
0.4% |
95% |
False |
False |
141 |
| 100 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0044 |
0.4% |
79% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1394 |
|
2.618 |
1.1278 |
|
1.618 |
1.1207 |
|
1.000 |
1.1163 |
|
0.618 |
1.1136 |
|
HIGH |
1.1092 |
|
0.618 |
1.1065 |
|
0.500 |
1.1057 |
|
0.382 |
1.1048 |
|
LOW |
1.1021 |
|
0.618 |
1.0977 |
|
1.000 |
1.0950 |
|
1.618 |
1.0906 |
|
2.618 |
1.0835 |
|
4.250 |
1.0719 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1073 |
1.1070 |
| PP |
1.1065 |
1.1060 |
| S1 |
1.1057 |
1.1050 |
|