CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0972 |
0.0016 |
0.1% |
1.1077 |
| High |
1.0971 |
1.0972 |
0.0001 |
0.0% |
1.1143 |
| Low |
1.0957 |
1.0928 |
-0.0029 |
-0.3% |
1.0989 |
| Close |
1.0971 |
1.0928 |
-0.0043 |
-0.4% |
1.1015 |
| Range |
0.0015 |
0.0044 |
0.0030 |
203.4% |
0.0154 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
57 |
234 |
177 |
310.5% |
404 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1045 |
1.0952 |
|
| R3 |
1.1031 |
1.1001 |
1.0940 |
|
| R2 |
1.0987 |
1.0987 |
1.0936 |
|
| R1 |
1.0957 |
1.0957 |
1.0932 |
1.0950 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0939 |
| S1 |
1.0913 |
1.0913 |
1.0924 |
1.0906 |
| S2 |
1.0899 |
1.0899 |
1.0920 |
|
| S3 |
1.0855 |
1.0869 |
1.0916 |
|
| S4 |
1.0811 |
1.0825 |
1.0904 |
|
|
| 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 |
1.1159 |
|
2.618 |
1.1087 |
|
1.618 |
1.1043 |
|
1.000 |
1.1016 |
|
0.618 |
1.0999 |
|
HIGH |
1.0972 |
|
0.618 |
1.0955 |
|
0.500 |
1.0950 |
|
0.382 |
1.0945 |
|
LOW |
1.0928 |
|
0.618 |
1.0901 |
|
1.000 |
1.0884 |
|
1.618 |
1.0857 |
|
2.618 |
1.0813 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0990 |
| PP |
1.0943 |
1.0969 |
| S1 |
1.0935 |
1.0949 |
|