CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0809 |
-0.0033 |
-0.3% |
1.0934 |
| High |
1.0847 |
1.0825 |
-0.0022 |
-0.2% |
1.0945 |
| Low |
1.0770 |
1.0788 |
0.0018 |
0.2% |
1.0770 |
| Close |
1.0805 |
1.0808 |
0.0003 |
0.0% |
1.0805 |
| Range |
0.0077 |
0.0037 |
-0.0040 |
-51.6% |
0.0175 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
30,327 |
122,492 |
92,165 |
303.9% |
159,397 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0900 |
1.0828 |
|
| R3 |
1.0881 |
1.0863 |
1.0818 |
|
| R2 |
1.0844 |
1.0844 |
1.0814 |
|
| R1 |
1.0826 |
1.0826 |
1.0811 |
1.0816 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0802 |
| S1 |
1.0789 |
1.0789 |
1.0804 |
1.0779 |
| S2 |
1.0770 |
1.0770 |
1.0801 |
|
| S3 |
1.0733 |
1.0752 |
1.0797 |
|
| S4 |
1.0696 |
1.0715 |
1.0787 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1260 |
1.0901 |
|
| R3 |
1.1190 |
1.1085 |
1.0853 |
|
| R2 |
1.1015 |
1.1015 |
1.0837 |
|
| R1 |
1.0910 |
1.0910 |
1.0821 |
1.0875 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0823 |
| S1 |
1.0735 |
1.0735 |
1.0789 |
1.0700 |
| S2 |
1.0665 |
1.0665 |
1.0773 |
|
| S3 |
1.0490 |
1.0560 |
1.0757 |
|
| S4 |
1.0315 |
1.0385 |
1.0709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0897 |
1.0770 |
0.0127 |
1.2% |
0.0058 |
0.5% |
30% |
False |
False |
46,952 |
| 10 |
1.1070 |
1.0770 |
0.0300 |
2.8% |
0.0069 |
0.6% |
13% |
False |
False |
30,080 |
| 20 |
1.1070 |
1.0723 |
0.0348 |
3.2% |
0.0072 |
0.7% |
24% |
False |
False |
15,874 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.4% |
0.0069 |
0.6% |
45% |
False |
False |
8,450 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0068 |
0.6% |
51% |
False |
False |
6,043 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
5.0% |
0.0064 |
0.6% |
51% |
False |
False |
4,648 |
| 100 |
1.1276 |
1.0534 |
0.0743 |
6.9% |
0.0060 |
0.6% |
37% |
False |
False |
3,728 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0057 |
0.5% |
32% |
False |
False |
3,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0982 |
|
2.618 |
1.0921 |
|
1.618 |
1.0884 |
|
1.000 |
1.0862 |
|
0.618 |
1.0847 |
|
HIGH |
1.0825 |
|
0.618 |
1.0810 |
|
0.500 |
1.0806 |
|
0.382 |
1.0802 |
|
LOW |
1.0788 |
|
0.618 |
1.0765 |
|
1.000 |
1.0751 |
|
1.618 |
1.0728 |
|
2.618 |
1.0691 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0817 |
| PP |
1.0807 |
1.0814 |
| S1 |
1.0806 |
1.0811 |
|