CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1250 |
0.0050 |
0.4% |
1.1043 |
| High |
1.1235 |
1.1252 |
0.0018 |
0.2% |
1.1164 |
| Low |
1.1200 |
1.1185 |
-0.0016 |
-0.1% |
1.1043 |
| Close |
1.1225 |
1.1188 |
-0.0037 |
-0.3% |
1.1140 |
| Range |
0.0035 |
0.0068 |
0.0033 |
95.7% |
0.0121 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.4% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
199 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1367 |
1.1225 |
|
| R3 |
1.1343 |
1.1299 |
1.1207 |
|
| R2 |
1.1276 |
1.1276 |
1.1200 |
|
| R1 |
1.1232 |
1.1232 |
1.1194 |
1.1220 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1202 |
| S1 |
1.1164 |
1.1164 |
1.1182 |
1.1153 |
| S2 |
1.1141 |
1.1141 |
1.1176 |
|
| S3 |
1.1073 |
1.1097 |
1.1169 |
|
| S4 |
1.1006 |
1.1029 |
1.1151 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1430 |
1.1206 |
|
| R3 |
1.1358 |
1.1309 |
1.1173 |
|
| R2 |
1.1237 |
1.1237 |
1.1162 |
|
| R1 |
1.1188 |
1.1188 |
1.1151 |
1.1212 |
| PP |
1.1116 |
1.1116 |
1.1116 |
1.1128 |
| S1 |
1.1067 |
1.1067 |
1.1128 |
1.1091 |
| S2 |
1.0995 |
1.0995 |
1.1117 |
|
| S3 |
1.0874 |
1.0946 |
1.1106 |
|
| S4 |
1.0753 |
1.0825 |
1.1073 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1429 |
|
1.618 |
1.1361 |
|
1.000 |
1.1320 |
|
0.618 |
1.1294 |
|
HIGH |
1.1252 |
|
0.618 |
1.1226 |
|
0.500 |
1.1218 |
|
0.382 |
1.1210 |
|
LOW |
1.1185 |
|
0.618 |
1.1143 |
|
1.000 |
1.1117 |
|
1.618 |
1.1075 |
|
2.618 |
1.1008 |
|
4.250 |
1.0898 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1212 |
| PP |
1.1208 |
1.1204 |
| S1 |
1.1198 |
1.1196 |
|