CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0994 |
0.0118 |
1.1% |
1.0765 |
| High |
1.1011 |
1.1005 |
-0.0006 |
-0.1% |
1.1011 |
| Low |
1.0877 |
1.0889 |
0.0012 |
0.1% |
1.0745 |
| Close |
1.0993 |
1.0900 |
-0.0094 |
-0.9% |
1.0900 |
| Range |
0.0134 |
0.0116 |
-0.0018 |
-13.4% |
0.0266 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.4% |
0.0000 |
| Volume |
388,462 |
78,956 |
-309,506 |
-79.7% |
1,642,856 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1205 |
1.0963 |
|
| R3 |
1.1163 |
1.1089 |
1.0931 |
|
| R2 |
1.1047 |
1.1047 |
1.0921 |
|
| R1 |
1.0973 |
1.0973 |
1.0910 |
1.0952 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0920 |
| S1 |
1.0857 |
1.0857 |
1.0889 |
1.0836 |
| S2 |
1.0815 |
1.0815 |
1.0878 |
|
| S3 |
1.0699 |
1.0741 |
1.0868 |
|
| S4 |
1.0583 |
1.0625 |
1.0836 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1557 |
1.1046 |
|
| R3 |
1.1417 |
1.1291 |
1.0973 |
|
| R2 |
1.1151 |
1.1151 |
1.0948 |
|
| R1 |
1.1025 |
1.1025 |
1.0924 |
1.1088 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0916 |
| S1 |
1.0759 |
1.0759 |
1.0875 |
1.0822 |
| S2 |
1.0619 |
1.0619 |
1.0851 |
|
| S3 |
1.0353 |
1.0493 |
1.0826 |
|
| S4 |
1.0087 |
1.0227 |
1.0753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0745 |
0.0266 |
2.4% |
0.0096 |
0.9% |
58% |
False |
False |
328,571 |
| 10 |
1.1011 |
1.0727 |
0.0284 |
2.6% |
0.0083 |
0.8% |
61% |
False |
False |
275,767 |
| 20 |
1.1025 |
1.0727 |
0.0298 |
2.7% |
0.0076 |
0.7% |
58% |
False |
False |
245,653 |
| 40 |
1.1025 |
1.0537 |
0.0489 |
4.5% |
0.0077 |
0.7% |
74% |
False |
False |
225,689 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0076 |
0.7% |
77% |
False |
False |
219,879 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0074 |
0.7% |
77% |
False |
False |
190,989 |
| 100 |
1.1225 |
1.0482 |
0.0743 |
6.8% |
0.0074 |
0.7% |
56% |
False |
False |
153,086 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
48% |
False |
False |
127,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1308 |
|
1.618 |
1.1192 |
|
1.000 |
1.1121 |
|
0.618 |
1.1076 |
|
HIGH |
1.1005 |
|
0.618 |
1.0960 |
|
0.500 |
1.0947 |
|
0.382 |
1.0933 |
|
LOW |
1.0889 |
|
0.618 |
1.0817 |
|
1.000 |
1.0773 |
|
1.618 |
1.0701 |
|
2.618 |
1.0585 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0897 |
| PP |
1.0931 |
1.0895 |
| S1 |
1.0915 |
1.0893 |
|