CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0797 |
0.0029 |
0.3% |
1.0891 |
| High |
1.0833 |
1.0899 |
0.0067 |
0.6% |
1.0901 |
| Low |
1.0764 |
1.0775 |
0.0012 |
0.1% |
1.0727 |
| Close |
1.0793 |
1.0890 |
0.0098 |
0.9% |
1.0762 |
| Range |
0.0069 |
0.0124 |
0.0055 |
79.7% |
0.0174 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.5% |
0.0000 |
| Volume |
385,335 |
542,261 |
156,926 |
40.7% |
1,114,814 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1182 |
1.0958 |
|
| R3 |
1.1103 |
1.1058 |
1.0924 |
|
| R2 |
1.0979 |
1.0979 |
1.0913 |
|
| R1 |
1.0934 |
1.0934 |
1.0901 |
1.0957 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0866 |
| S1 |
1.0810 |
1.0810 |
1.0879 |
1.0833 |
| S2 |
1.0731 |
1.0731 |
1.0867 |
|
| S3 |
1.0607 |
1.0686 |
1.0856 |
|
| S4 |
1.0483 |
1.0562 |
1.0822 |
|
|
| 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 |
1.0899 |
1.0727 |
0.0172 |
1.6% |
0.0074 |
0.7% |
95% |
True |
False |
321,008 |
| 10 |
1.0991 |
1.0727 |
0.0264 |
2.4% |
0.0077 |
0.7% |
62% |
False |
False |
285,757 |
| 20 |
1.1025 |
1.0727 |
0.0298 |
2.7% |
0.0070 |
0.6% |
55% |
False |
False |
244,734 |
| 40 |
1.1025 |
1.0537 |
0.0489 |
4.5% |
0.0075 |
0.7% |
72% |
False |
False |
224,382 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0074 |
0.7% |
75% |
False |
False |
219,561 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0073 |
0.7% |
75% |
False |
False |
185,207 |
| 100 |
1.1225 |
1.0482 |
0.0743 |
6.8% |
0.0073 |
0.7% |
55% |
False |
False |
148,429 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
47% |
False |
False |
123,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1224 |
|
1.618 |
1.1100 |
|
1.000 |
1.1023 |
|
0.618 |
1.0976 |
|
HIGH |
1.0899 |
|
0.618 |
1.0852 |
|
0.500 |
1.0837 |
|
0.382 |
1.0822 |
|
LOW |
1.0775 |
|
0.618 |
1.0698 |
|
1.000 |
1.0651 |
|
1.618 |
1.0574 |
|
2.618 |
1.0450 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0867 |
| PP |
1.0855 |
1.0845 |
| S1 |
1.0837 |
1.0822 |
|