CME Euro FX (E) Future December 2023
| 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 |
1.0765 |
1.0768 |
0.0003 |
0.0% |
1.0891 |
| High |
1.0782 |
1.0833 |
0.0051 |
0.5% |
1.0901 |
| Low |
1.0745 |
1.0764 |
0.0019 |
0.2% |
1.0727 |
| Close |
1.0765 |
1.0793 |
0.0028 |
0.3% |
1.0762 |
| Range |
0.0038 |
0.0069 |
0.0032 |
84.0% |
0.0174 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
247,842 |
385,335 |
137,493 |
55.5% |
1,114,814 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0967 |
1.0830 |
|
| R3 |
1.0934 |
1.0898 |
1.0811 |
|
| R2 |
1.0865 |
1.0865 |
1.0805 |
|
| R1 |
1.0829 |
1.0829 |
1.0799 |
1.0847 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0805 |
| S1 |
1.0760 |
1.0760 |
1.0786 |
1.0778 |
| S2 |
1.0727 |
1.0727 |
1.0780 |
|
| S3 |
1.0658 |
1.0691 |
1.0774 |
|
| S4 |
1.0589 |
1.0622 |
1.0755 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1214 |
1.0858 |
|
| R3 |
1.1145 |
1.1040 |
1.0810 |
|
| R2 |
1.0971 |
1.0971 |
1.0794 |
|
| R1 |
1.0866 |
1.0866 |
1.0778 |
1.0832 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0779 |
| S1 |
1.0692 |
1.0692 |
1.0746 |
1.0658 |
| S2 |
1.0623 |
1.0623 |
1.0730 |
|
| S3 |
1.0449 |
1.0518 |
1.0714 |
|
| S4 |
1.0275 |
1.0344 |
1.0666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0833 |
1.0727 |
0.0106 |
1.0% |
0.0058 |
0.5% |
62% |
True |
False |
251,127 |
| 10 |
1.1025 |
1.0727 |
0.0298 |
2.8% |
0.0070 |
0.6% |
22% |
False |
False |
254,413 |
| 20 |
1.1025 |
1.0673 |
0.0353 |
3.3% |
0.0075 |
0.7% |
34% |
False |
False |
233,467 |
| 40 |
1.1025 |
1.0537 |
0.0489 |
4.5% |
0.0073 |
0.7% |
52% |
False |
False |
216,435 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0073 |
0.7% |
57% |
False |
False |
212,949 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
57% |
False |
False |
178,444 |
| 100 |
1.1225 |
1.0482 |
0.0743 |
6.9% |
0.0072 |
0.7% |
42% |
False |
False |
143,018 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
36% |
False |
False |
119,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.1013 |
|
1.618 |
1.0944 |
|
1.000 |
1.0902 |
|
0.618 |
1.0875 |
|
HIGH |
1.0833 |
|
0.618 |
1.0806 |
|
0.500 |
1.0798 |
|
0.382 |
1.0790 |
|
LOW |
1.0764 |
|
0.618 |
1.0721 |
|
1.000 |
1.0695 |
|
1.618 |
1.0652 |
|
2.618 |
1.0583 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0788 |
| PP |
1.0796 |
1.0784 |
| S1 |
1.0794 |
1.0780 |
|