CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.0924 |
0.0001 |
0.0% |
1.1077 |
| High |
1.0928 |
1.0938 |
0.0010 |
0.1% |
1.1143 |
| Low |
1.0910 |
1.0924 |
0.0014 |
0.1% |
1.0989 |
| Close |
1.0910 |
1.0938 |
0.0028 |
0.3% |
1.1015 |
| Range |
0.0018 |
0.0014 |
-0.0004 |
-22.2% |
0.0154 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
80 |
46 |
-34 |
-42.5% |
404 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0975 |
1.0970 |
1.0945 |
|
| R3 |
1.0961 |
1.0956 |
1.0941 |
|
| R2 |
1.0947 |
1.0947 |
1.0940 |
|
| R1 |
1.0942 |
1.0942 |
1.0939 |
1.0945 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0934 |
| S1 |
1.0928 |
1.0928 |
1.0936 |
1.0931 |
| S2 |
1.0919 |
1.0919 |
1.0935 |
|
| S3 |
1.0905 |
1.0914 |
1.0934 |
|
| S4 |
1.0891 |
1.0900 |
1.0930 |
|
|
| 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 |
1.0997 |
|
2.618 |
1.0974 |
|
1.618 |
1.0960 |
|
1.000 |
1.0952 |
|
0.618 |
1.0946 |
|
HIGH |
1.0938 |
|
0.618 |
1.0932 |
|
0.500 |
1.0931 |
|
0.382 |
1.0929 |
|
LOW |
1.0924 |
|
0.618 |
1.0915 |
|
1.000 |
1.0910 |
|
1.618 |
1.0901 |
|
2.618 |
1.0887 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0941 |
| PP |
1.0933 |
1.0940 |
| S1 |
1.0931 |
1.0939 |
|