CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1054 |
1.1083 |
0.0030 |
0.3% |
1.0938 |
| High |
1.1085 |
1.1161 |
0.0076 |
0.7% |
1.1082 |
| Low |
1.1048 |
1.1068 |
0.0020 |
0.2% |
1.0935 |
| Close |
1.1084 |
1.1139 |
0.0055 |
0.5% |
1.1055 |
| Range |
0.0037 |
0.0093 |
0.0056 |
150.0% |
0.0147 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
60,568 |
155,137 |
94,569 |
156.1% |
841,885 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1362 |
1.1189 |
|
| R3 |
1.1307 |
1.1269 |
1.1164 |
|
| R2 |
1.1215 |
1.1215 |
1.1155 |
|
| R1 |
1.1177 |
1.1177 |
1.1147 |
1.1196 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1132 |
| S1 |
1.1084 |
1.1084 |
1.1130 |
1.1103 |
| S2 |
1.1030 |
1.1030 |
1.1122 |
|
| S3 |
1.0937 |
1.0992 |
1.1113 |
|
| S4 |
1.0845 |
1.0899 |
1.1088 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1463 |
1.1406 |
1.1136 |
|
| R3 |
1.1317 |
1.1259 |
1.1095 |
|
| R2 |
1.1170 |
1.1170 |
1.1082 |
|
| R1 |
1.1113 |
1.1113 |
1.1068 |
1.1142 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1038 |
| S1 |
1.0966 |
1.0966 |
1.1042 |
1.0995 |
| S2 |
1.0877 |
1.0877 |
1.1028 |
|
| S3 |
1.0731 |
1.0820 |
1.1015 |
|
| S4 |
1.0584 |
1.0673 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1161 |
1.0970 |
0.0191 |
1.7% |
0.0062 |
0.6% |
88% |
True |
False |
147,276 |
| 10 |
1.1161 |
1.0818 |
0.0343 |
3.1% |
0.0080 |
0.7% |
94% |
True |
False |
196,018 |
| 20 |
1.1161 |
1.0770 |
0.0391 |
3.5% |
0.0074 |
0.7% |
94% |
True |
False |
124,672 |
| 40 |
1.1161 |
1.0590 |
0.0571 |
5.1% |
0.0073 |
0.7% |
96% |
True |
False |
63,066 |
| 60 |
1.1161 |
1.0534 |
0.0627 |
5.6% |
0.0071 |
0.6% |
96% |
True |
False |
42,463 |
| 80 |
1.1161 |
1.0534 |
0.0627 |
5.6% |
0.0068 |
0.6% |
96% |
True |
False |
32,063 |
| 100 |
1.1161 |
1.0534 |
0.0627 |
5.6% |
0.0063 |
0.6% |
96% |
True |
False |
25,676 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.6% |
0.0061 |
0.5% |
71% |
False |
False |
21,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1403 |
|
1.618 |
1.1310 |
|
1.000 |
1.1253 |
|
0.618 |
1.1218 |
|
HIGH |
1.1161 |
|
0.618 |
1.1125 |
|
0.500 |
1.1114 |
|
0.382 |
1.1103 |
|
LOW |
1.1068 |
|
0.618 |
1.1011 |
|
1.000 |
1.0976 |
|
1.618 |
1.0918 |
|
2.618 |
1.0826 |
|
4.250 |
1.0675 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1130 |
1.1125 |
| PP |
1.1122 |
1.1111 |
| S1 |
1.1114 |
1.1097 |
|