CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0925 |
0.0085 |
0.8% |
1.0934 |
| High |
1.0942 |
1.1053 |
0.0111 |
1.0% |
1.0945 |
| Low |
1.0818 |
1.0920 |
0.0102 |
0.9% |
1.0770 |
| Close |
1.0933 |
1.1036 |
0.0103 |
0.9% |
1.0805 |
| Range |
0.0124 |
0.0134 |
0.0010 |
7.7% |
0.0175 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
6.1% |
0.0000 |
| Volume |
376,343 |
241,477 |
-134,866 |
-35.8% |
159,397 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1403 |
1.1353 |
1.1109 |
|
| R3 |
1.1270 |
1.1220 |
1.1073 |
|
| R2 |
1.1136 |
1.1136 |
1.1060 |
|
| R1 |
1.1086 |
1.1086 |
1.1048 |
1.1111 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1015 |
| S1 |
1.0953 |
1.0953 |
1.1024 |
1.0978 |
| S2 |
1.0869 |
1.0869 |
1.1012 |
|
| S3 |
1.0736 |
1.0819 |
1.0999 |
|
| S4 |
1.0602 |
1.0686 |
1.0963 |
|
|
| 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 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0088 |
0.8% |
94% |
True |
False |
201,232 |
| 10 |
1.1053 |
1.0770 |
0.0283 |
2.6% |
0.0079 |
0.7% |
94% |
True |
False |
114,327 |
| 20 |
1.1070 |
1.0770 |
0.0300 |
2.7% |
0.0072 |
0.7% |
89% |
False |
False |
58,384 |
| 40 |
1.1070 |
1.0590 |
0.0480 |
4.3% |
0.0073 |
0.7% |
93% |
False |
False |
29,691 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0071 |
0.6% |
94% |
False |
False |
20,204 |
| 80 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0067 |
0.6% |
94% |
False |
False |
15,312 |
| 100 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0063 |
0.6% |
68% |
False |
False |
12,256 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0058 |
0.5% |
59% |
False |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1620 |
|
2.618 |
1.1403 |
|
1.618 |
1.1269 |
|
1.000 |
1.1187 |
|
0.618 |
1.1136 |
|
HIGH |
1.1053 |
|
0.618 |
1.1002 |
|
0.500 |
1.0986 |
|
0.382 |
1.0970 |
|
LOW |
1.0920 |
|
0.618 |
1.0837 |
|
1.000 |
1.0786 |
|
1.618 |
1.0703 |
|
2.618 |
1.0570 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1001 |
| PP |
1.1003 |
1.0965 |
| S1 |
1.0986 |
1.0930 |
|