CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0891 |
-0.0007 |
-0.1% |
1.0955 |
| High |
1.0920 |
1.0901 |
-0.0019 |
-0.2% |
1.1025 |
| Low |
1.0835 |
1.0810 |
-0.0026 |
-0.2% |
1.0835 |
| Close |
1.0879 |
1.0834 |
-0.0045 |
-0.4% |
1.0879 |
| Range |
0.0085 |
0.0092 |
0.0007 |
8.3% |
0.0190 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.6% |
0.0000 |
| Volume |
268,007 |
245,698 |
-22,309 |
-8.3% |
1,163,448 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1070 |
1.0884 |
|
| R3 |
1.1031 |
1.0978 |
1.0859 |
|
| R2 |
1.0940 |
1.0940 |
1.0851 |
|
| R1 |
1.0887 |
1.0887 |
1.0842 |
1.0868 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0839 |
| S1 |
1.0795 |
1.0795 |
1.0826 |
1.0776 |
| S2 |
1.0757 |
1.0757 |
1.0817 |
|
| S3 |
1.0665 |
1.0704 |
1.0809 |
|
| S4 |
1.0574 |
1.0612 |
1.0784 |
|
|
| 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 |
1.0810 |
0.0216 |
2.0% |
0.0082 |
0.8% |
11% |
False |
True |
250,740 |
| 10 |
1.1025 |
1.0810 |
0.0216 |
2.0% |
0.0070 |
0.6% |
11% |
False |
True |
222,178 |
| 20 |
1.1025 |
1.0672 |
0.0354 |
3.3% |
0.0072 |
0.7% |
46% |
False |
False |
207,109 |
| 40 |
1.1025 |
1.0524 |
0.0502 |
4.6% |
0.0074 |
0.7% |
62% |
False |
False |
206,312 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0073 |
0.7% |
65% |
False |
False |
209,405 |
| 80 |
1.1072 |
1.0482 |
0.0590 |
5.4% |
0.0072 |
0.7% |
60% |
False |
False |
159,772 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
40% |
False |
False |
128,083 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0073 |
0.7% |
40% |
False |
False |
106,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.1141 |
|
1.618 |
1.1049 |
|
1.000 |
1.0993 |
|
0.618 |
1.0958 |
|
HIGH |
1.0901 |
|
0.618 |
1.0866 |
|
0.500 |
1.0855 |
|
0.382 |
1.0844 |
|
LOW |
1.0810 |
|
0.618 |
1.0753 |
|
1.000 |
1.0718 |
|
1.618 |
1.0661 |
|
2.618 |
1.0570 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0900 |
| PP |
1.0848 |
1.0878 |
| S1 |
1.0841 |
1.0856 |
|