CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1026 |
-0.0046 |
-0.4% |
1.1077 |
| High |
1.1072 |
1.1051 |
-0.0021 |
-0.2% |
1.1143 |
| Low |
1.1030 |
1.0989 |
-0.0041 |
-0.4% |
1.0989 |
| Close |
1.1030 |
1.1015 |
-0.0016 |
-0.1% |
1.1015 |
| Range |
0.0042 |
0.0062 |
0.0020 |
47.6% |
0.0154 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.9% |
0.0000 |
| Volume |
3 |
176 |
173 |
5,766.7% |
404 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1171 |
1.1049 |
|
| R3 |
1.1142 |
1.1109 |
1.1032 |
|
| R2 |
1.1080 |
1.1080 |
1.1026 |
|
| R1 |
1.1047 |
1.1047 |
1.1020 |
1.1033 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1011 |
| S1 |
1.0985 |
1.0985 |
1.1009 |
1.0971 |
| S2 |
1.0956 |
1.0956 |
1.1003 |
|
| S3 |
1.0894 |
1.0923 |
1.0997 |
|
| S4 |
1.0832 |
1.0861 |
1.0980 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1415 |
1.1099 |
|
| R3 |
1.1356 |
1.1262 |
1.1057 |
|
| R2 |
1.1202 |
1.1202 |
1.1043 |
|
| R1 |
1.1108 |
1.1108 |
1.1029 |
1.1079 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1034 |
| S1 |
1.0955 |
1.0955 |
1.1000 |
1.0925 |
| S2 |
1.0895 |
1.0895 |
1.0986 |
|
| S3 |
1.0742 |
1.0801 |
1.0972 |
|
| S4 |
1.0588 |
1.0648 |
1.0930 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1213 |
|
1.618 |
1.1151 |
|
1.000 |
1.1113 |
|
0.618 |
1.1089 |
|
HIGH |
1.1051 |
|
0.618 |
1.1027 |
|
0.500 |
1.1020 |
|
0.382 |
1.1013 |
|
LOW |
1.0989 |
|
0.618 |
1.0951 |
|
1.000 |
1.0927 |
|
1.618 |
1.0889 |
|
2.618 |
1.0827 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1020 |
1.1066 |
| PP |
1.1018 |
1.1049 |
| S1 |
1.1016 |
1.1032 |
|