CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0839 |
-0.0052 |
-0.5% |
1.0955 |
| High |
1.0901 |
1.0853 |
-0.0048 |
-0.4% |
1.1025 |
| Low |
1.0810 |
1.0784 |
-0.0026 |
-0.2% |
1.0835 |
| Close |
1.0834 |
1.0790 |
-0.0045 |
-0.4% |
1.0879 |
| Range |
0.0092 |
0.0069 |
-0.0023 |
-24.6% |
0.0190 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
245,698 |
246,654 |
956 |
0.4% |
1,163,448 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0972 |
1.0827 |
|
| R3 |
1.0947 |
1.0903 |
1.0808 |
|
| R2 |
1.0878 |
1.0878 |
1.0802 |
|
| R1 |
1.0834 |
1.0834 |
1.0796 |
1.0821 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0803 |
| S1 |
1.0765 |
1.0765 |
1.0783 |
1.0752 |
| S2 |
1.0740 |
1.0740 |
1.0777 |
|
| S3 |
1.0671 |
1.0696 |
1.0771 |
|
| S4 |
1.0602 |
1.0627 |
1.0752 |
|
|
| 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 |
1.0784 |
0.0241 |
2.2% |
0.0081 |
0.8% |
2% |
False |
True |
257,698 |
| 10 |
1.1025 |
1.0784 |
0.0241 |
2.2% |
0.0071 |
0.7% |
2% |
False |
True |
228,363 |
| 20 |
1.1025 |
1.0672 |
0.0354 |
3.3% |
0.0074 |
0.7% |
33% |
False |
False |
210,174 |
| 40 |
1.1025 |
1.0524 |
0.0502 |
4.6% |
0.0075 |
0.7% |
53% |
False |
False |
208,447 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0073 |
0.7% |
57% |
False |
False |
211,861 |
| 80 |
1.1026 |
1.0482 |
0.0544 |
5.0% |
0.0072 |
0.7% |
57% |
False |
False |
162,831 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
35% |
False |
False |
130,539 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
35% |
False |
False |
108,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1146 |
|
2.618 |
1.1034 |
|
1.618 |
1.0965 |
|
1.000 |
1.0922 |
|
0.618 |
1.0896 |
|
HIGH |
1.0853 |
|
0.618 |
1.0827 |
|
0.500 |
1.0819 |
|
0.382 |
1.0810 |
|
LOW |
1.0784 |
|
0.618 |
1.0741 |
|
1.000 |
1.0715 |
|
1.618 |
1.0672 |
|
2.618 |
1.0603 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0852 |
| PP |
1.0809 |
1.0831 |
| S1 |
1.0799 |
1.0810 |
|