CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.1007 |
0.0011 |
0.1% |
1.0859 |
| High |
1.1014 |
1.1067 |
0.0053 |
0.5% |
1.1095 |
| Low |
1.0994 |
1.1007 |
0.0013 |
0.1% |
1.0838 |
| Close |
1.1002 |
1.1060 |
0.0059 |
0.5% |
1.0986 |
| Range |
0.0020 |
0.0060 |
0.0040 |
197.5% |
0.0257 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
217 |
354 |
137 |
63.1% |
1,686 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1201 |
1.1093 |
|
| R3 |
1.1164 |
1.1142 |
1.1076 |
|
| R2 |
1.1104 |
1.1104 |
1.1071 |
|
| R1 |
1.1082 |
1.1082 |
1.1065 |
1.1093 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1050 |
| S1 |
1.1023 |
1.1023 |
1.1055 |
1.1034 |
| S2 |
1.0985 |
1.0985 |
1.1049 |
|
| S3 |
1.0926 |
1.0963 |
1.1044 |
|
| S4 |
1.0866 |
1.0904 |
1.1027 |
|
|
| 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 |
1.0872 |
0.0224 |
2.0% |
0.0082 |
0.7% |
84% |
False |
False |
389 |
| 10 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0062 |
0.6% |
87% |
False |
False |
308 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0058 |
0.5% |
83% |
False |
False |
232 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0056 |
0.5% |
90% |
False |
False |
167 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0050 |
0.5% |
91% |
False |
False |
150 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0046 |
0.4% |
91% |
False |
False |
137 |
| 100 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0043 |
0.4% |
76% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1319 |
|
2.618 |
1.1222 |
|
1.618 |
1.1163 |
|
1.000 |
1.1126 |
|
0.618 |
1.1103 |
|
HIGH |
1.1067 |
|
0.618 |
1.1044 |
|
0.500 |
1.1037 |
|
0.382 |
1.1030 |
|
LOW |
1.1007 |
|
0.618 |
1.0970 |
|
1.000 |
1.0948 |
|
1.618 |
1.0911 |
|
2.618 |
1.0851 |
|
4.250 |
1.0754 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1052 |
1.1050 |
| PP |
1.1045 |
1.1041 |
| S1 |
1.1037 |
1.1031 |
|