CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.1072 |
0.0091 |
0.8% |
1.0859 |
| High |
1.1095 |
1.1083 |
-0.0012 |
-0.1% |
1.1095 |
| Low |
1.0974 |
1.0980 |
0.0006 |
0.1% |
1.0838 |
| Close |
1.1078 |
1.0986 |
-0.0093 |
-0.8% |
1.0986 |
| Range |
0.0121 |
0.0104 |
-0.0018 |
-14.5% |
0.0257 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.7% |
0.0000 |
| Volume |
470 |
284 |
-186 |
-39.6% |
1,686 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1260 |
1.1042 |
|
| R3 |
1.1223 |
1.1156 |
1.1014 |
|
| R2 |
1.1120 |
1.1120 |
1.1004 |
|
| R1 |
1.1053 |
1.1053 |
1.0995 |
1.1034 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1007 |
| S1 |
1.0949 |
1.0949 |
1.0976 |
1.0931 |
| S2 |
1.0913 |
1.0913 |
1.0967 |
|
| S3 |
1.0809 |
1.0846 |
1.0957 |
|
| S4 |
1.0706 |
1.0742 |
1.0929 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1622 |
1.1127 |
|
| R3 |
1.1487 |
1.1365 |
1.1056 |
|
| R2 |
1.1230 |
1.1230 |
1.1033 |
|
| R1 |
1.1108 |
1.1108 |
1.1009 |
1.1169 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.1003 |
| S1 |
1.0851 |
1.0851 |
1.0962 |
1.0912 |
| S2 |
1.0716 |
1.0716 |
1.0938 |
|
| S3 |
1.0459 |
1.0594 |
1.0915 |
|
| S4 |
1.0202 |
1.0337 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1095 |
1.0838 |
0.0257 |
2.3% |
0.0079 |
0.7% |
57% |
False |
False |
337 |
| 10 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0068 |
0.6% |
59% |
False |
False |
303 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0060 |
0.5% |
56% |
False |
False |
208 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0056 |
0.5% |
74% |
False |
False |
161 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0050 |
0.5% |
77% |
False |
False |
145 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
77% |
False |
False |
131 |
| 100 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0045 |
0.4% |
55% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1523 |
|
2.618 |
1.1354 |
|
1.618 |
1.1250 |
|
1.000 |
1.1187 |
|
0.618 |
1.1147 |
|
HIGH |
1.1083 |
|
0.618 |
1.1043 |
|
0.500 |
1.1031 |
|
0.382 |
1.1019 |
|
LOW |
1.0980 |
|
0.618 |
1.0916 |
|
1.000 |
1.0876 |
|
1.618 |
1.0812 |
|
2.618 |
1.0709 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.0985 |
| PP |
1.1016 |
1.0984 |
| S1 |
1.1001 |
1.0983 |
|