CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1142 |
1.1097 |
-0.0045 |
-0.4% |
1.1054 |
| High |
1.1175 |
1.1120 |
-0.0055 |
-0.5% |
1.1175 |
| Low |
1.1091 |
1.1069 |
-0.0022 |
-0.2% |
1.1048 |
| Close |
1.1100 |
1.1075 |
-0.0025 |
-0.2% |
1.1075 |
| Range |
0.0084 |
0.0051 |
-0.0033 |
-39.3% |
0.0127 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
167,372 |
171,290 |
3,918 |
2.3% |
554,367 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1209 |
1.1103 |
|
| R3 |
1.1190 |
1.1158 |
1.1089 |
|
| R2 |
1.1139 |
1.1139 |
1.1084 |
|
| R1 |
1.1107 |
1.1107 |
1.1080 |
1.1097 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1083 |
| S1 |
1.1056 |
1.1056 |
1.1070 |
1.1046 |
| S2 |
1.1037 |
1.1037 |
1.1066 |
|
| S3 |
1.0986 |
1.1005 |
1.1061 |
|
| S4 |
1.0935 |
1.0954 |
1.1047 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1403 |
1.1145 |
|
| R3 |
1.1352 |
1.1277 |
1.1110 |
|
| R2 |
1.1226 |
1.1226 |
1.1098 |
|
| R1 |
1.1150 |
1.1150 |
1.1087 |
1.1188 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1118 |
| S1 |
1.1024 |
1.1024 |
1.1063 |
1.1062 |
| S2 |
1.0973 |
1.0973 |
1.1052 |
|
| S3 |
1.0846 |
1.0897 |
1.1040 |
|
| S4 |
1.0720 |
1.0771 |
1.1005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1175 |
1.1034 |
0.0141 |
1.3% |
0.0063 |
0.6% |
29% |
False |
False |
144,102 |
| 10 |
1.1175 |
1.0932 |
0.0243 |
2.2% |
0.0067 |
0.6% |
59% |
False |
False |
168,102 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0073 |
0.7% |
75% |
False |
False |
141,214 |
| 40 |
1.1175 |
1.0642 |
0.0533 |
4.8% |
0.0072 |
0.7% |
81% |
False |
False |
71,450 |
| 60 |
1.1175 |
1.0565 |
0.0610 |
5.5% |
0.0071 |
0.6% |
84% |
False |
False |
48,047 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0068 |
0.6% |
84% |
False |
False |
36,293 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0064 |
0.6% |
84% |
False |
False |
29,063 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0061 |
0.6% |
64% |
False |
False |
24,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1336 |
|
2.618 |
1.1253 |
|
1.618 |
1.1202 |
|
1.000 |
1.1171 |
|
0.618 |
1.1151 |
|
HIGH |
1.1120 |
|
0.618 |
1.1100 |
|
0.500 |
1.1094 |
|
0.382 |
1.1088 |
|
LOW |
1.1069 |
|
0.618 |
1.1037 |
|
1.000 |
1.1018 |
|
1.618 |
1.0986 |
|
2.618 |
1.0935 |
|
4.250 |
1.0852 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1121 |
| PP |
1.1088 |
1.1106 |
| S1 |
1.1081 |
1.1090 |
|