CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.0957 |
-0.0070 |
-0.6% |
1.1077 |
| High |
1.1051 |
1.0971 |
-0.0080 |
-0.7% |
1.1143 |
| Low |
1.0989 |
1.0957 |
-0.0033 |
-0.3% |
1.0989 |
| Close |
1.1015 |
1.0971 |
-0.0044 |
-0.4% |
1.1015 |
| Range |
0.0062 |
0.0015 |
-0.0048 |
-76.6% |
0.0154 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
176 |
57 |
-119 |
-67.6% |
404 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.1005 |
1.0979 |
|
| R3 |
1.0995 |
1.0990 |
1.0975 |
|
| R2 |
1.0981 |
1.0981 |
1.0974 |
|
| R1 |
1.0976 |
1.0976 |
1.0972 |
1.0978 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0967 |
| S1 |
1.0961 |
1.0961 |
1.0970 |
1.0964 |
| S2 |
1.0952 |
1.0952 |
1.0968 |
|
| S3 |
1.0937 |
1.0947 |
1.0967 |
|
| S4 |
1.0923 |
1.0932 |
1.0963 |
|
|
| 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 |
1.1033 |
|
2.618 |
1.1009 |
|
1.618 |
1.0994 |
|
1.000 |
1.0986 |
|
0.618 |
1.0980 |
|
HIGH |
1.0971 |
|
0.618 |
1.0965 |
|
0.500 |
1.0964 |
|
0.382 |
1.0962 |
|
LOW |
1.0957 |
|
0.618 |
1.0948 |
|
1.000 |
1.0942 |
|
1.618 |
1.0933 |
|
2.618 |
1.0919 |
|
4.250 |
1.0895 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.1014 |
| PP |
1.0966 |
1.1000 |
| S1 |
1.0964 |
1.0985 |
|