CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1192 |
0.0072 |
0.6% |
1.0997 |
| High |
1.1200 |
1.1209 |
0.0009 |
0.1% |
1.1121 |
| Low |
1.1116 |
1.1136 |
0.0020 |
0.2% |
1.0994 |
| Close |
1.1181 |
1.1143 |
-0.0038 |
-0.3% |
1.1096 |
| Range |
0.0084 |
0.0074 |
-0.0011 |
-12.5% |
0.0127 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.5% |
0.0000 |
| Volume |
302 |
260 |
-42 |
-13.9% |
1,786 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1336 |
1.1183 |
|
| R3 |
1.1309 |
1.1263 |
1.1163 |
|
| R2 |
1.1236 |
1.1236 |
1.1156 |
|
| R1 |
1.1189 |
1.1189 |
1.1149 |
1.1176 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1156 |
| S1 |
1.1116 |
1.1116 |
1.1136 |
1.1102 |
| S2 |
1.1089 |
1.1089 |
1.1129 |
|
| S3 |
1.1015 |
1.1042 |
1.1122 |
|
| S4 |
1.0942 |
1.0969 |
1.1102 |
|
|
| 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 |
1.1209 |
1.1021 |
0.0188 |
1.7% |
0.0062 |
0.6% |
65% |
True |
False |
324 |
| 10 |
1.1209 |
1.0974 |
0.0235 |
2.1% |
0.0065 |
0.6% |
72% |
True |
False |
322 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0063 |
0.6% |
82% |
True |
False |
302 |
| 40 |
1.1209 |
1.0647 |
0.0563 |
5.0% |
0.0056 |
0.5% |
88% |
True |
False |
191 |
| 60 |
1.1209 |
1.0630 |
0.0579 |
5.2% |
0.0052 |
0.5% |
89% |
True |
False |
175 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.6% |
0.0047 |
0.4% |
89% |
True |
False |
145 |
| 100 |
1.1211 |
1.0581 |
0.0630 |
5.6% |
0.0045 |
0.4% |
89% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1401 |
|
1.618 |
1.1328 |
|
1.000 |
1.1283 |
|
0.618 |
1.1254 |
|
HIGH |
1.1209 |
|
0.618 |
1.1181 |
|
0.500 |
1.1172 |
|
0.382 |
1.1164 |
|
LOW |
1.1136 |
|
0.618 |
1.1090 |
|
1.000 |
1.1062 |
|
1.618 |
1.1017 |
|
2.618 |
1.0943 |
|
4.250 |
1.0823 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1172 |
1.1150 |
| PP |
1.1162 |
1.1148 |
| S1 |
1.1152 |
1.1145 |
|