CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0908 |
0.0019 |
0.2% |
1.0957 |
| High |
1.0939 |
1.0911 |
-0.0028 |
-0.3% |
1.0972 |
| Low |
1.0889 |
1.0890 |
0.0002 |
0.0% |
1.0889 |
| Close |
1.0900 |
1.0903 |
0.0003 |
0.0% |
1.0900 |
| Range |
0.0051 |
0.0021 |
-0.0030 |
-58.4% |
0.0084 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
3 |
164 |
161 |
5,366.7% |
420 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0954 |
1.0914 |
|
| R3 |
1.0943 |
1.0933 |
1.0908 |
|
| R2 |
1.0922 |
1.0922 |
1.0906 |
|
| R1 |
1.0912 |
1.0912 |
1.0904 |
1.0907 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0898 |
| S1 |
1.0891 |
1.0891 |
1.0901 |
1.0886 |
| S2 |
1.0880 |
1.0880 |
1.0899 |
|
| S3 |
1.0859 |
1.0870 |
1.0897 |
|
| S4 |
1.0838 |
1.0849 |
1.0891 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1119 |
1.0946 |
|
| R3 |
1.1087 |
1.1035 |
1.0923 |
|
| R2 |
1.1004 |
1.1004 |
1.0915 |
|
| R1 |
1.0952 |
1.0952 |
1.0908 |
1.0936 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0912 |
| S1 |
1.0868 |
1.0868 |
1.0892 |
1.0853 |
| S2 |
1.0837 |
1.0837 |
1.0885 |
|
| S3 |
1.0753 |
1.0785 |
1.0877 |
|
| S4 |
1.0670 |
1.0701 |
1.0854 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0966 |
|
1.618 |
1.0945 |
|
1.000 |
1.0932 |
|
0.618 |
1.0924 |
|
HIGH |
1.0911 |
|
0.618 |
1.0903 |
|
0.500 |
1.0901 |
|
0.382 |
1.0898 |
|
LOW |
1.0890 |
|
0.618 |
1.0877 |
|
1.000 |
1.0869 |
|
1.618 |
1.0856 |
|
2.618 |
1.0835 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.0914 |
| PP |
1.0901 |
1.0910 |
| S1 |
1.0901 |
1.0906 |
|