CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0884 |
0.0022 |
0.2% |
1.0990 |
| High |
1.0900 |
1.0891 |
-0.0010 |
-0.1% |
1.0990 |
| Low |
1.0849 |
1.0830 |
-0.0020 |
-0.2% |
1.0830 |
| Close |
1.0889 |
1.0850 |
-0.0039 |
-0.4% |
1.0850 |
| Range |
0.0051 |
0.0061 |
0.0010 |
19.6% |
0.0161 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
93 |
116 |
23 |
24.7% |
1,352 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.1006 |
1.0884 |
|
| R3 |
1.0979 |
1.0945 |
1.0867 |
|
| R2 |
1.0918 |
1.0918 |
1.0861 |
|
| R1 |
1.0884 |
1.0884 |
1.0856 |
1.0870 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0850 |
| S1 |
1.0823 |
1.0823 |
1.0844 |
1.0809 |
| S2 |
1.0796 |
1.0796 |
1.0839 |
|
| S3 |
1.0735 |
1.0762 |
1.0833 |
|
| S4 |
1.0674 |
1.0701 |
1.0816 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1271 |
1.0938 |
|
| R3 |
1.1211 |
1.1111 |
1.0894 |
|
| R2 |
1.1050 |
1.1050 |
1.0879 |
|
| R1 |
1.0950 |
1.0950 |
1.0865 |
1.0920 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0875 |
| S1 |
1.0790 |
1.0790 |
1.0835 |
1.0760 |
| S2 |
1.0729 |
1.0729 |
1.0821 |
|
| S3 |
1.0569 |
1.0629 |
1.0806 |
|
| S4 |
1.0408 |
1.0469 |
1.0762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0990 |
1.0830 |
0.0161 |
1.5% |
0.0057 |
0.5% |
13% |
False |
True |
270 |
| 10 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0056 |
0.5% |
7% |
False |
True |
214 |
| 20 |
1.1106 |
1.0764 |
0.0342 |
3.2% |
0.0056 |
0.5% |
25% |
False |
False |
140 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.4% |
0.0051 |
0.5% |
46% |
False |
False |
130 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
51% |
False |
False |
120 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0043 |
0.4% |
51% |
False |
False |
112 |
| 100 |
1.1390 |
1.0581 |
0.0809 |
7.5% |
0.0043 |
0.4% |
33% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1050 |
|
1.618 |
1.0989 |
|
1.000 |
1.0952 |
|
0.618 |
1.0928 |
|
HIGH |
1.0891 |
|
0.618 |
1.0867 |
|
0.500 |
1.0860 |
|
0.382 |
1.0853 |
|
LOW |
1.0830 |
|
0.618 |
1.0792 |
|
1.000 |
1.0769 |
|
1.618 |
1.0731 |
|
2.618 |
1.0670 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0865 |
| PP |
1.0857 |
1.0860 |
| S1 |
1.0853 |
1.0855 |
|