CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1023 |
1.1093 |
0.0070 |
0.6% |
1.0997 |
| High |
1.1092 |
1.1121 |
0.0029 |
0.3% |
1.1121 |
| Low |
1.1021 |
1.1076 |
0.0055 |
0.5% |
1.0994 |
| Close |
1.1081 |
1.1096 |
0.0016 |
0.1% |
1.1096 |
| Range |
0.0071 |
0.0046 |
-0.0026 |
-35.9% |
0.0127 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
680 |
259 |
-421 |
-61.9% |
1,786 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1211 |
1.1121 |
|
| R3 |
1.1189 |
1.1165 |
1.1109 |
|
| R2 |
1.1143 |
1.1143 |
1.1104 |
|
| R1 |
1.1120 |
1.1120 |
1.1100 |
1.1131 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1103 |
| S1 |
1.1074 |
1.1074 |
1.1092 |
1.1086 |
| S2 |
1.1052 |
1.1052 |
1.1088 |
|
| S3 |
1.1007 |
1.1029 |
1.1083 |
|
| S4 |
1.0961 |
1.0983 |
1.1071 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1401 |
1.1166 |
|
| R3 |
1.1324 |
1.1274 |
1.1131 |
|
| R2 |
1.1197 |
1.1197 |
1.1119 |
|
| R1 |
1.1147 |
1.1147 |
1.1108 |
1.1172 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1083 |
| S1 |
1.1020 |
1.1020 |
1.1084 |
1.1045 |
| S2 |
1.0943 |
1.0943 |
1.1073 |
|
| S3 |
1.0816 |
1.0893 |
1.1061 |
|
| S4 |
1.0689 |
1.0766 |
1.1026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1121 |
1.0994 |
0.0127 |
1.1% |
0.0047 |
0.4% |
80% |
True |
False |
357 |
| 10 |
1.1121 |
1.0838 |
0.0283 |
2.6% |
0.0063 |
0.6% |
91% |
True |
False |
347 |
| 20 |
1.1121 |
1.0830 |
0.0292 |
2.6% |
0.0059 |
0.5% |
91% |
True |
False |
280 |
| 40 |
1.1121 |
1.0647 |
0.0475 |
4.3% |
0.0056 |
0.5% |
95% |
True |
False |
192 |
| 60 |
1.1121 |
1.0581 |
0.0540 |
4.9% |
0.0050 |
0.5% |
95% |
True |
False |
166 |
| 80 |
1.1121 |
1.0581 |
0.0540 |
4.9% |
0.0047 |
0.4% |
95% |
True |
False |
142 |
| 100 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0044 |
0.4% |
82% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1240 |
|
1.618 |
1.1195 |
|
1.000 |
1.1167 |
|
0.618 |
1.1149 |
|
HIGH |
1.1121 |
|
0.618 |
1.1104 |
|
0.500 |
1.1098 |
|
0.382 |
1.1093 |
|
LOW |
1.1076 |
|
0.618 |
1.1047 |
|
1.000 |
1.1030 |
|
1.618 |
1.1002 |
|
2.618 |
1.0956 |
|
4.250 |
1.0882 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1087 |
| PP |
1.1098 |
1.1078 |
| S1 |
1.1097 |
1.1070 |
|