CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1192 |
1.1152 |
-0.0040 |
-0.4% |
1.1103 |
| High |
1.1209 |
1.1161 |
-0.0048 |
-0.4% |
1.1209 |
| Low |
1.1136 |
1.1111 |
-0.0025 |
-0.2% |
1.1092 |
| Close |
1.1143 |
1.1117 |
-0.0026 |
-0.2% |
1.1117 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.0% |
0.0118 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
260 |
429 |
169 |
65.0% |
1,111 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1280 |
1.1248 |
1.1145 |
|
| R3 |
1.1230 |
1.1198 |
1.1131 |
|
| R2 |
1.1180 |
1.1180 |
1.1126 |
|
| R1 |
1.1148 |
1.1148 |
1.1122 |
1.1139 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1125 |
| S1 |
1.1098 |
1.1098 |
1.1112 |
1.1089 |
| S2 |
1.1080 |
1.1080 |
1.1108 |
|
| S3 |
1.1030 |
1.1048 |
1.1103 |
|
| S4 |
1.0980 |
1.0998 |
1.1090 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1422 |
1.1182 |
|
| R3 |
1.1374 |
1.1304 |
1.1149 |
|
| R2 |
1.1257 |
1.1257 |
1.1139 |
|
| R1 |
1.1187 |
1.1187 |
1.1128 |
1.1222 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1157 |
| S1 |
1.1069 |
1.1069 |
1.1106 |
1.1104 |
| S2 |
1.1022 |
1.1022 |
1.1095 |
|
| S3 |
1.0904 |
1.0952 |
1.1085 |
|
| S4 |
1.0787 |
1.0834 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1209 |
1.1076 |
0.0134 |
1.2% |
0.0058 |
0.5% |
31% |
False |
False |
274 |
| 10 |
1.1209 |
1.0980 |
0.0230 |
2.1% |
0.0058 |
0.5% |
60% |
False |
False |
318 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0061 |
0.5% |
76% |
False |
False |
317 |
| 40 |
1.1209 |
1.0711 |
0.0498 |
4.5% |
0.0057 |
0.5% |
82% |
False |
False |
201 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.2% |
0.0053 |
0.5% |
84% |
False |
False |
177 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.6% |
0.0048 |
0.4% |
85% |
False |
False |
150 |
| 100 |
1.1211 |
1.0581 |
0.0630 |
5.7% |
0.0045 |
0.4% |
85% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1374 |
|
2.618 |
1.1292 |
|
1.618 |
1.1242 |
|
1.000 |
1.1211 |
|
0.618 |
1.1192 |
|
HIGH |
1.1161 |
|
0.618 |
1.1142 |
|
0.500 |
1.1136 |
|
0.382 |
1.1130 |
|
LOW |
1.1111 |
|
0.618 |
1.1080 |
|
1.000 |
1.1061 |
|
1.618 |
1.1030 |
|
2.618 |
1.0980 |
|
4.250 |
1.0899 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1136 |
1.1160 |
| PP |
1.1130 |
1.1146 |
| S1 |
1.1123 |
1.1131 |
|