CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0890 |
0.0033 |
0.3% |
1.0990 |
| High |
1.0894 |
1.0978 |
0.0084 |
0.8% |
1.0990 |
| Low |
1.0856 |
1.0872 |
0.0016 |
0.1% |
1.0830 |
| Close |
1.0882 |
1.0978 |
0.0097 |
0.9% |
1.0850 |
| Range |
0.0038 |
0.0107 |
0.0069 |
180.3% |
0.0161 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
6.9% |
0.0000 |
| Volume |
128 |
623 |
495 |
386.7% |
1,352 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1227 |
1.1037 |
|
| R3 |
1.1156 |
1.1120 |
1.1007 |
|
| R2 |
1.1049 |
1.1049 |
1.0998 |
|
| R1 |
1.1014 |
1.1014 |
1.0988 |
1.1031 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0951 |
| S1 |
1.0907 |
1.0907 |
1.0968 |
1.0925 |
| S2 |
1.0836 |
1.0836 |
1.0958 |
|
| S3 |
1.0730 |
1.0801 |
1.0949 |
|
| S4 |
1.0623 |
1.0694 |
1.0919 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1271 |
1.0938 |
|
| R3 |
1.1211 |
1.1111 |
1.0894 |
|
| R2 |
1.1050 |
1.1050 |
1.0879 |
|
| R1 |
1.0950 |
1.0950 |
1.0865 |
1.0920 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0875 |
| S1 |
1.0790 |
1.0790 |
1.0835 |
1.0760 |
| S2 |
1.0729 |
1.0729 |
1.0821 |
|
| S3 |
1.0569 |
1.0629 |
1.0806 |
|
| S4 |
1.0408 |
1.0469 |
1.0762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0978 |
1.0830 |
0.0149 |
1.4% |
0.0056 |
0.5% |
100% |
True |
False |
228 |
| 10 |
1.1065 |
1.0830 |
0.0236 |
2.1% |
0.0061 |
0.6% |
63% |
False |
False |
282 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0051 |
0.5% |
54% |
False |
False |
176 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0052 |
0.5% |
72% |
False |
False |
144 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0047 |
0.4% |
76% |
False |
False |
134 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0044 |
0.4% |
76% |
False |
False |
123 |
| 100 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0043 |
0.4% |
54% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1257 |
|
1.618 |
1.1150 |
|
1.000 |
1.1085 |
|
0.618 |
1.1044 |
|
HIGH |
1.0978 |
|
0.618 |
1.0937 |
|
0.500 |
1.0925 |
|
0.382 |
1.0912 |
|
LOW |
1.0872 |
|
0.618 |
1.0806 |
|
1.000 |
1.0765 |
|
1.618 |
1.0699 |
|
2.618 |
1.0593 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0955 |
| PP |
1.0943 |
1.0931 |
| S1 |
1.0925 |
1.0908 |
|