CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.0895 |
-0.0099 |
-0.9% |
1.0765 |
| High |
1.1005 |
1.0931 |
-0.0074 |
-0.7% |
1.1011 |
| Low |
1.0889 |
1.0893 |
0.0004 |
0.0% |
1.0745 |
| Close |
1.0900 |
1.0919 |
0.0020 |
0.2% |
1.0900 |
| Range |
0.0116 |
0.0038 |
-0.0078 |
-67.2% |
0.0266 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
78,956 |
3,196 |
-75,760 |
-96.0% |
1,642,856 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1012 |
1.0940 |
|
| R3 |
1.0990 |
1.0974 |
1.0929 |
|
| R2 |
1.0952 |
1.0952 |
1.0926 |
|
| R1 |
1.0936 |
1.0936 |
1.0922 |
1.0944 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0918 |
| S1 |
1.0898 |
1.0898 |
1.0916 |
1.0906 |
| S2 |
1.0876 |
1.0876 |
1.0912 |
|
| S3 |
1.0838 |
1.0860 |
1.0909 |
|
| S4 |
1.0800 |
1.0822 |
1.0898 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1557 |
1.1046 |
|
| R3 |
1.1417 |
1.1291 |
1.0973 |
|
| R2 |
1.1151 |
1.1151 |
1.0948 |
|
| R1 |
1.1025 |
1.1025 |
1.0924 |
1.1088 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0916 |
| S1 |
1.0759 |
1.0759 |
1.0875 |
1.0822 |
| S2 |
1.0619 |
1.0619 |
1.0851 |
|
| S3 |
1.0353 |
1.0493 |
1.0826 |
|
| S4 |
1.0087 |
1.0227 |
1.0753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0764 |
0.0247 |
2.3% |
0.0096 |
0.9% |
63% |
False |
False |
279,642 |
| 10 |
1.1011 |
1.0727 |
0.0284 |
2.6% |
0.0077 |
0.7% |
68% |
False |
False |
251,516 |
| 20 |
1.1025 |
1.0727 |
0.0298 |
2.7% |
0.0074 |
0.7% |
64% |
False |
False |
236,847 |
| 40 |
1.1025 |
1.0537 |
0.0489 |
4.5% |
0.0077 |
0.7% |
78% |
False |
False |
221,471 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0075 |
0.7% |
80% |
False |
False |
217,194 |
| 80 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0074 |
0.7% |
80% |
False |
False |
191,005 |
| 100 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0072 |
0.7% |
68% |
False |
False |
153,106 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
50% |
False |
False |
127,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.1030 |
|
1.618 |
1.0992 |
|
1.000 |
1.0969 |
|
0.618 |
1.0954 |
|
HIGH |
1.0931 |
|
0.618 |
1.0916 |
|
0.500 |
1.0912 |
|
0.382 |
1.0907 |
|
LOW |
1.0893 |
|
0.618 |
1.0869 |
|
1.000 |
1.0855 |
|
1.618 |
1.0831 |
|
2.618 |
1.0793 |
|
4.250 |
1.0731 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0917 |
1.0944 |
| PP |
1.0914 |
1.0935 |
| S1 |
1.0912 |
1.0927 |
|