CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0862 |
-0.0016 |
-0.1% |
1.1043 |
| High |
1.0891 |
1.0900 |
0.0009 |
0.1% |
1.1106 |
| Low |
1.0857 |
1.0849 |
-0.0008 |
-0.1% |
1.0940 |
| Close |
1.0861 |
1.0889 |
0.0028 |
0.3% |
1.0968 |
| Range |
0.0035 |
0.0051 |
0.0017 |
47.8% |
0.0166 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
614 |
93 |
-521 |
-84.9% |
795 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1012 |
1.0917 |
|
| R3 |
1.0981 |
1.0961 |
1.0903 |
|
| R2 |
1.0930 |
1.0930 |
1.0898 |
|
| R1 |
1.0910 |
1.0910 |
1.0894 |
1.0920 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0885 |
| S1 |
1.0859 |
1.0859 |
1.0884 |
1.0869 |
| S2 |
1.0828 |
1.0828 |
1.0880 |
|
| S3 |
1.0777 |
1.0808 |
1.0875 |
|
| S4 |
1.0726 |
1.0757 |
1.0861 |
|
|
| 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 |
1.1006 |
1.0849 |
0.0157 |
1.4% |
0.0058 |
0.5% |
25% |
False |
True |
329 |
| 10 |
1.1106 |
1.0849 |
0.0257 |
2.4% |
0.0054 |
0.5% |
16% |
False |
True |
211 |
| 20 |
1.1106 |
1.0764 |
0.0342 |
3.1% |
0.0056 |
0.5% |
37% |
False |
False |
139 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.4% |
0.0051 |
0.5% |
54% |
False |
False |
130 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0047 |
0.4% |
59% |
False |
False |
119 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0043 |
0.4% |
59% |
False |
False |
111 |
| 100 |
1.1408 |
1.0581 |
0.0827 |
7.6% |
0.0043 |
0.4% |
37% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1117 |
|
2.618 |
1.1034 |
|
1.618 |
1.0983 |
|
1.000 |
1.0951 |
|
0.618 |
1.0932 |
|
HIGH |
1.0900 |
|
0.618 |
1.0881 |
|
0.500 |
1.0875 |
|
0.382 |
1.0868 |
|
LOW |
1.0849 |
|
0.618 |
1.0817 |
|
1.000 |
1.0798 |
|
1.618 |
1.0766 |
|
2.618 |
1.0715 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0891 |
| PP |
1.0879 |
1.0890 |
| S1 |
1.0875 |
1.0890 |
|