CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.0997 |
-0.0076 |
-0.7% |
1.0859 |
| High |
1.1083 |
1.1014 |
-0.0069 |
-0.6% |
1.1095 |
| Low |
1.0980 |
1.0994 |
0.0015 |
0.1% |
1.0838 |
| Close |
1.0986 |
1.1002 |
0.0016 |
0.1% |
1.0986 |
| Range |
0.0104 |
0.0020 |
-0.0084 |
-80.7% |
0.0257 |
| ATR |
0.0065 |
0.0063 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
284 |
217 |
-67 |
-23.6% |
1,686 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1052 |
1.1013 |
|
| R3 |
1.1043 |
1.1032 |
1.1007 |
|
| R2 |
1.1023 |
1.1023 |
1.1005 |
|
| R1 |
1.1012 |
1.1012 |
1.1003 |
1.1018 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1006 |
| S1 |
1.0992 |
1.0992 |
1.1000 |
1.0998 |
| S2 |
1.0983 |
1.0983 |
1.0998 |
|
| S3 |
1.0963 |
1.0972 |
1.0996 |
|
| S4 |
1.0943 |
1.0952 |
1.0991 |
|
|
| 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 |
1.0856 |
0.0239 |
2.2% |
0.0078 |
0.7% |
61% |
False |
False |
344 |
| 10 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0062 |
0.6% |
65% |
False |
False |
310 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0057 |
0.5% |
62% |
False |
False |
217 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0056 |
0.5% |
77% |
False |
False |
160 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0050 |
0.5% |
80% |
False |
False |
146 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
80% |
False |
False |
133 |
| 100 |
1.1226 |
1.0581 |
0.0645 |
5.9% |
0.0043 |
0.4% |
65% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.1066 |
|
1.618 |
1.1046 |
|
1.000 |
1.1034 |
|
0.618 |
1.1026 |
|
HIGH |
1.1014 |
|
0.618 |
1.1006 |
|
0.500 |
1.1004 |
|
0.382 |
1.1002 |
|
LOW |
1.0994 |
|
0.618 |
1.0982 |
|
1.000 |
1.0974 |
|
1.618 |
1.0962 |
|
2.618 |
1.0942 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1004 |
1.1035 |
| PP |
1.1003 |
1.1024 |
| S1 |
1.1002 |
1.1013 |
|