CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0897 |
-0.0082 |
-0.7% |
1.0955 |
| High |
1.0991 |
1.0920 |
-0.0072 |
-0.7% |
1.1025 |
| Low |
1.0886 |
1.0835 |
-0.0051 |
-0.5% |
1.0835 |
| Close |
1.0897 |
1.0879 |
-0.0018 |
-0.2% |
1.0879 |
| Range |
0.0105 |
0.0085 |
-0.0021 |
-19.5% |
0.0190 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.0% |
0.0000 |
| Volume |
299,314 |
268,007 |
-31,307 |
-10.5% |
1,163,448 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1090 |
1.0925 |
|
| R3 |
1.1047 |
1.1005 |
1.0902 |
|
| R2 |
1.0962 |
1.0962 |
1.0894 |
|
| R1 |
1.0921 |
1.0921 |
1.0887 |
1.0899 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0867 |
| S1 |
1.0836 |
1.0836 |
1.0871 |
1.0815 |
| S2 |
1.0793 |
1.0793 |
1.0864 |
|
| S3 |
1.0709 |
1.0752 |
1.0856 |
|
| S4 |
1.0624 |
1.0667 |
1.0833 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1371 |
1.0984 |
|
| R3 |
1.1293 |
1.1181 |
1.0931 |
|
| R2 |
1.1103 |
1.1103 |
1.0914 |
|
| R1 |
1.0991 |
1.0991 |
1.0896 |
1.0952 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0894 |
| S1 |
1.0801 |
1.0801 |
1.0862 |
1.0762 |
| S2 |
1.0723 |
1.0723 |
1.0844 |
|
| S3 |
1.0533 |
1.0611 |
1.0827 |
|
| S4 |
1.0343 |
1.0421 |
1.0775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0835 |
0.0190 |
1.7% |
0.0071 |
0.7% |
23% |
False |
True |
232,689 |
| 10 |
1.1025 |
1.0835 |
0.0190 |
1.7% |
0.0070 |
0.6% |
23% |
False |
True |
215,539 |
| 20 |
1.1025 |
1.0633 |
0.0392 |
3.6% |
0.0074 |
0.7% |
63% |
False |
False |
208,029 |
| 40 |
1.1025 |
1.0514 |
0.0511 |
4.7% |
0.0075 |
0.7% |
71% |
False |
False |
207,246 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
73% |
False |
False |
206,511 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0072 |
0.7% |
61% |
False |
False |
156,721 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
45% |
False |
False |
125,641 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
45% |
False |
False |
104,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1141 |
|
1.618 |
1.1056 |
|
1.000 |
1.1004 |
|
0.618 |
1.0972 |
|
HIGH |
1.0920 |
|
0.618 |
1.0887 |
|
0.500 |
1.0877 |
|
0.382 |
1.0867 |
|
LOW |
1.0835 |
|
0.618 |
1.0783 |
|
1.000 |
1.0751 |
|
1.618 |
1.0698 |
|
2.618 |
1.0614 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0930 |
| PP |
1.0878 |
1.0913 |
| S1 |
1.0877 |
1.0896 |
|