CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1103 |
1.1120 |
0.0017 |
0.2% |
1.0997 |
| High |
1.1126 |
1.1200 |
0.0074 |
0.7% |
1.1121 |
| Low |
1.1092 |
1.1116 |
0.0025 |
0.2% |
1.0994 |
| Close |
1.1126 |
1.1181 |
0.0055 |
0.5% |
1.1096 |
| Range |
0.0035 |
0.0084 |
0.0050 |
143.5% |
0.0127 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.0% |
0.0000 |
| Volume |
120 |
302 |
182 |
151.7% |
1,786 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1418 |
1.1383 |
1.1227 |
|
| R3 |
1.1334 |
1.1299 |
1.1204 |
|
| R2 |
1.1250 |
1.1250 |
1.1196 |
|
| R1 |
1.1215 |
1.1215 |
1.1188 |
1.1232 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1174 |
| S1 |
1.1131 |
1.1131 |
1.1173 |
1.1148 |
| S2 |
1.1082 |
1.1082 |
1.1165 |
|
| S3 |
1.0998 |
1.1047 |
1.1157 |
|
| S4 |
1.0914 |
1.0963 |
1.1134 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1401 |
1.1166 |
|
| R3 |
1.1324 |
1.1274 |
1.1131 |
|
| R2 |
1.1197 |
1.1197 |
1.1119 |
|
| R1 |
1.1147 |
1.1147 |
1.1108 |
1.1172 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1083 |
| S1 |
1.1020 |
1.1020 |
1.1084 |
1.1045 |
| S2 |
1.0943 |
1.0943 |
1.1073 |
|
| S3 |
1.0816 |
1.0893 |
1.1061 |
|
| S4 |
1.0689 |
1.0766 |
1.1026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.1018 |
0.0182 |
1.6% |
0.0055 |
0.5% |
89% |
True |
False |
327 |
| 10 |
1.1200 |
1.0872 |
0.0329 |
2.9% |
0.0068 |
0.6% |
94% |
True |
False |
358 |
| 20 |
1.1200 |
1.0830 |
0.0371 |
3.3% |
0.0061 |
0.5% |
95% |
True |
False |
294 |
| 40 |
1.1200 |
1.0647 |
0.0554 |
5.0% |
0.0057 |
0.5% |
96% |
True |
False |
191 |
| 60 |
1.1200 |
1.0581 |
0.0619 |
5.5% |
0.0051 |
0.5% |
97% |
True |
False |
173 |
| 80 |
1.1200 |
1.0581 |
0.0619 |
5.5% |
0.0047 |
0.4% |
97% |
True |
False |
147 |
| 100 |
1.1211 |
1.0581 |
0.0630 |
5.6% |
0.0044 |
0.4% |
95% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1420 |
|
1.618 |
1.1336 |
|
1.000 |
1.1284 |
|
0.618 |
1.1252 |
|
HIGH |
1.1200 |
|
0.618 |
1.1168 |
|
0.500 |
1.1158 |
|
0.382 |
1.1148 |
|
LOW |
1.1116 |
|
0.618 |
1.1064 |
|
1.000 |
1.1032 |
|
1.618 |
1.0980 |
|
2.618 |
1.0896 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1173 |
1.1166 |
| PP |
1.1166 |
1.1152 |
| S1 |
1.1158 |
1.1138 |
|