CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1000 |
-0.0065 |
-0.6% |
1.1043 |
| High |
1.1065 |
1.1006 |
-0.0059 |
-0.5% |
1.1106 |
| Low |
1.0980 |
1.0940 |
-0.0040 |
-0.4% |
1.0940 |
| Close |
1.0985 |
1.0968 |
-0.0017 |
-0.2% |
1.0968 |
| Range |
0.0085 |
0.0066 |
-0.0019 |
-22.4% |
0.0166 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
| Volume |
124 |
413 |
289 |
233.1% |
795 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1135 |
1.1004 |
|
| R3 |
1.1103 |
1.1069 |
1.0986 |
|
| R2 |
1.1037 |
1.1037 |
1.0980 |
|
| R1 |
1.1003 |
1.1003 |
1.0974 |
1.0987 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0964 |
| S1 |
1.0937 |
1.0937 |
1.0962 |
1.0921 |
| S2 |
1.0905 |
1.0905 |
1.0956 |
|
| S3 |
1.0839 |
1.0871 |
1.0950 |
|
| S4 |
1.0773 |
1.0805 |
1.0932 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1401 |
1.1059 |
|
| R3 |
1.1337 |
1.1235 |
1.1014 |
|
| R2 |
1.1171 |
1.1171 |
1.0998 |
|
| R1 |
1.1069 |
1.1069 |
1.0983 |
1.1037 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0989 |
| S1 |
1.0903 |
1.0903 |
1.0953 |
1.0871 |
| S2 |
1.0839 |
1.0839 |
1.0938 |
|
| S3 |
1.0673 |
1.0737 |
1.0922 |
|
| S4 |
1.0507 |
1.0571 |
1.0877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1106 |
1.0940 |
0.0166 |
1.5% |
0.0055 |
0.5% |
17% |
False |
True |
159 |
| 10 |
1.1106 |
1.0928 |
0.0178 |
1.6% |
0.0051 |
0.5% |
22% |
False |
False |
113 |
| 20 |
1.1106 |
1.0729 |
0.0378 |
3.4% |
0.0054 |
0.5% |
63% |
False |
False |
97 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.3% |
0.0049 |
0.4% |
71% |
False |
False |
117 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0044 |
0.4% |
74% |
False |
False |
100 |
| 80 |
1.1211 |
1.0581 |
0.0630 |
5.7% |
0.0042 |
0.4% |
61% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1179 |
|
1.618 |
1.1113 |
|
1.000 |
1.1072 |
|
0.618 |
1.1047 |
|
HIGH |
1.1006 |
|
0.618 |
1.0981 |
|
0.500 |
1.0973 |
|
0.382 |
1.0965 |
|
LOW |
1.0940 |
|
0.618 |
1.0899 |
|
1.000 |
1.0874 |
|
1.618 |
1.0833 |
|
2.618 |
1.0767 |
|
4.250 |
1.0660 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.1021 |
| PP |
1.0971 |
1.1003 |
| S1 |
1.0970 |
1.0986 |
|