CME Euro FX (E) Future March 2024
| 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 |
1.0925 |
1.1038 |
0.0113 |
1.0% |
1.0809 |
| High |
1.1053 |
1.1048 |
-0.0006 |
0.0% |
1.1053 |
| Low |
1.0920 |
1.0932 |
0.0012 |
0.1% |
1.0788 |
| Close |
1.1036 |
1.0943 |
-0.0094 |
-0.8% |
1.0943 |
| Range |
0.0134 |
0.0116 |
-0.0018 |
-13.1% |
0.0266 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.7% |
0.0000 |
| Volume |
241,477 |
284,770 |
43,293 |
17.9% |
1,260,607 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1248 |
1.1006 |
|
| R3 |
1.1206 |
1.1132 |
1.0974 |
|
| R2 |
1.1090 |
1.1090 |
1.0964 |
|
| R1 |
1.1016 |
1.1016 |
1.0953 |
1.0995 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0963 |
| S1 |
1.0900 |
1.0900 |
1.0932 |
1.0879 |
| S2 |
1.0858 |
1.0858 |
1.0921 |
|
| S3 |
1.0742 |
1.0784 |
1.0911 |
|
| S4 |
1.0626 |
1.0668 |
1.0879 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1599 |
1.1089 |
|
| R3 |
1.1459 |
1.1333 |
1.1016 |
|
| R2 |
1.1193 |
1.1193 |
1.0991 |
|
| R1 |
1.1068 |
1.1068 |
1.0967 |
1.1131 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0959 |
| S1 |
1.0802 |
1.0802 |
1.0918 |
1.0865 |
| S2 |
1.0662 |
1.0662 |
1.0894 |
|
| S3 |
1.0397 |
1.0537 |
1.0869 |
|
| S4 |
1.0131 |
1.0271 |
1.0796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1053 |
1.0788 |
0.0266 |
2.4% |
0.0096 |
0.9% |
58% |
False |
False |
252,121 |
| 10 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0082 |
0.8% |
61% |
False |
False |
142,000 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0075 |
0.7% |
58% |
False |
False |
72,577 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0074 |
0.7% |
73% |
False |
False |
36,782 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0072 |
0.7% |
76% |
False |
False |
24,945 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0067 |
0.6% |
76% |
False |
False |
18,870 |
| 100 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0063 |
0.6% |
56% |
False |
False |
15,104 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0059 |
0.5% |
48% |
False |
False |
12,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1541 |
|
2.618 |
1.1351 |
|
1.618 |
1.1235 |
|
1.000 |
1.1164 |
|
0.618 |
1.1119 |
|
HIGH |
1.1048 |
|
0.618 |
1.1003 |
|
0.500 |
1.0990 |
|
0.382 |
1.0976 |
|
LOW |
1.0932 |
|
0.618 |
1.0860 |
|
1.000 |
1.0816 |
|
1.618 |
1.0744 |
|
2.618 |
1.0628 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0940 |
| PP |
1.0974 |
1.0938 |
| S1 |
1.0958 |
1.0936 |
|