CME Euro FX (E) Future June 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 |
1.0890 |
1.0981 |
0.0092 |
0.8% |
1.0990 |
| High |
1.0978 |
1.1095 |
0.0117 |
1.1% |
1.0990 |
| Low |
1.0872 |
1.0974 |
0.0103 |
0.9% |
1.0830 |
| Close |
1.0978 |
1.1078 |
0.0100 |
0.9% |
1.0850 |
| Range |
0.0107 |
0.0121 |
0.0015 |
13.6% |
0.0161 |
| ATR |
0.0058 |
0.0062 |
0.0005 |
7.8% |
0.0000 |
| Volume |
623 |
470 |
-153 |
-24.6% |
1,352 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1366 |
1.1145 |
|
| R3 |
1.1291 |
1.1245 |
1.1111 |
|
| R2 |
1.1170 |
1.1170 |
1.1100 |
|
| R1 |
1.1124 |
1.1124 |
1.1089 |
1.1147 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1061 |
| S1 |
1.1003 |
1.1003 |
1.1067 |
1.1026 |
| S2 |
1.0928 |
1.0928 |
1.1056 |
|
| S3 |
1.0807 |
1.0882 |
1.1045 |
|
| S4 |
1.0686 |
1.0761 |
1.1011 |
|
|
| 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 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0070 |
0.6% |
94% |
True |
False |
303 |
| 10 |
1.1095 |
1.0830 |
0.0266 |
2.4% |
0.0064 |
0.6% |
94% |
True |
False |
316 |
| 20 |
1.1106 |
1.0830 |
0.0277 |
2.5% |
0.0056 |
0.5% |
90% |
False |
False |
196 |
| 40 |
1.1106 |
1.0645 |
0.0461 |
4.2% |
0.0054 |
0.5% |
94% |
False |
False |
155 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0049 |
0.4% |
95% |
False |
False |
140 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0045 |
0.4% |
95% |
False |
False |
128 |
| 100 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0044 |
0.4% |
67% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1609 |
|
2.618 |
1.1412 |
|
1.618 |
1.1291 |
|
1.000 |
1.1216 |
|
0.618 |
1.1170 |
|
HIGH |
1.1095 |
|
0.618 |
1.1049 |
|
0.500 |
1.1035 |
|
0.382 |
1.1020 |
|
LOW |
1.0974 |
|
0.618 |
1.0899 |
|
1.000 |
1.0853 |
|
1.618 |
1.0778 |
|
2.618 |
1.0657 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1064 |
1.1044 |
| PP |
1.1049 |
1.1010 |
| S1 |
1.1035 |
1.0976 |
|