CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0921 |
0.0014 |
0.1% |
1.0957 |
| High |
1.0911 |
1.0954 |
0.0043 |
0.4% |
1.0972 |
| Low |
1.0890 |
1.0911 |
0.0021 |
0.2% |
1.0889 |
| Close |
1.0903 |
1.0931 |
0.0028 |
0.3% |
1.0900 |
| Range |
0.0021 |
0.0043 |
0.0022 |
102.4% |
0.0084 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
1.0% |
0.0000 |
| Volume |
164 |
79 |
-85 |
-51.8% |
420 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1037 |
1.0954 |
|
| R3 |
1.1017 |
1.0995 |
1.0942 |
|
| R2 |
1.0974 |
1.0974 |
1.0938 |
|
| R1 |
1.0952 |
1.0952 |
1.0934 |
1.0963 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0937 |
| S1 |
1.0910 |
1.0910 |
1.0927 |
1.0921 |
| S2 |
1.0889 |
1.0889 |
1.0923 |
|
| S3 |
1.0847 |
1.0867 |
1.0919 |
|
| S4 |
1.0804 |
1.0825 |
1.0907 |
|
|
| 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 |
1.1134 |
|
2.618 |
1.1065 |
|
1.618 |
1.1022 |
|
1.000 |
1.0996 |
|
0.618 |
1.0980 |
|
HIGH |
1.0954 |
|
0.618 |
1.0937 |
|
0.500 |
1.0932 |
|
0.382 |
1.0927 |
|
LOW |
1.0911 |
|
0.618 |
1.0885 |
|
1.000 |
1.0869 |
|
1.618 |
1.0842 |
|
2.618 |
1.0800 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0927 |
| PP |
1.0932 |
1.0924 |
| S1 |
1.0931 |
1.0921 |
|