CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0813 |
-0.0031 |
-0.3% |
1.0998 |
| High |
1.0853 |
1.0864 |
0.0011 |
0.1% |
1.1070 |
| Low |
1.0806 |
1.0803 |
-0.0003 |
0.0% |
1.0880 |
| Close |
1.0816 |
1.0845 |
0.0029 |
0.3% |
1.0924 |
| Range |
0.0047 |
0.0061 |
0.0014 |
30.1% |
0.0190 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
22,818 |
20,258 |
-2,560 |
-11.2% |
21,616 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.0992 |
1.0878 |
|
| R3 |
1.0958 |
1.0932 |
1.0862 |
|
| R2 |
1.0898 |
1.0898 |
1.0856 |
|
| R1 |
1.0871 |
1.0871 |
1.0851 |
1.0885 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0844 |
| S1 |
1.0811 |
1.0811 |
1.0839 |
1.0824 |
| S2 |
1.0777 |
1.0777 |
1.0834 |
|
| S3 |
1.0716 |
1.0750 |
1.0828 |
|
| S4 |
1.0656 |
1.0690 |
1.0812 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1416 |
1.1028 |
|
| R3 |
1.1338 |
1.1226 |
1.0976 |
|
| R2 |
1.1148 |
1.1148 |
1.0958 |
|
| R1 |
1.1036 |
1.1036 |
1.0941 |
1.0997 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0938 |
| S1 |
1.0846 |
1.0846 |
1.0906 |
1.0807 |
| S2 |
1.0768 |
1.0768 |
1.0889 |
|
| S3 |
1.0578 |
1.0656 |
1.0871 |
|
| S4 |
1.0388 |
1.0466 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0963 |
1.0803 |
0.0160 |
1.5% |
0.0070 |
0.6% |
26% |
False |
True |
27,421 |
| 10 |
1.1070 |
1.0803 |
0.0267 |
2.5% |
0.0067 |
0.6% |
16% |
False |
True |
15,278 |
| 20 |
1.1070 |
1.0717 |
0.0353 |
3.3% |
0.0071 |
0.7% |
36% |
False |
False |
8,305 |
| 40 |
1.1070 |
1.0573 |
0.0497 |
4.6% |
0.0070 |
0.6% |
55% |
False |
False |
4,732 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0069 |
0.6% |
58% |
False |
False |
3,521 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0064 |
0.6% |
58% |
False |
False |
2,737 |
| 100 |
1.1375 |
1.0534 |
0.0842 |
7.8% |
0.0060 |
0.6% |
37% |
False |
False |
2,200 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0056 |
0.5% |
37% |
False |
False |
1,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1121 |
|
2.618 |
1.1022 |
|
1.618 |
1.0961 |
|
1.000 |
1.0924 |
|
0.618 |
1.0901 |
|
HIGH |
1.0864 |
|
0.618 |
1.0840 |
|
0.500 |
1.0833 |
|
0.382 |
1.0826 |
|
LOW |
1.0803 |
|
0.618 |
1.0766 |
|
1.000 |
1.0743 |
|
1.618 |
1.0705 |
|
2.618 |
1.0645 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0850 |
| PP |
1.0837 |
1.0848 |
| S1 |
1.0833 |
1.0847 |
|