CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1103 |
0.0010 |
0.1% |
1.0997 |
| High |
1.1121 |
1.1126 |
0.0005 |
0.0% |
1.1121 |
| Low |
1.1076 |
1.1092 |
0.0016 |
0.1% |
1.0994 |
| Close |
1.1096 |
1.1126 |
0.0030 |
0.3% |
1.1096 |
| Range |
0.0046 |
0.0035 |
-0.0011 |
-24.2% |
0.0127 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
259 |
120 |
-139 |
-53.7% |
1,786 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1207 |
1.1145 |
|
| R3 |
1.1184 |
1.1172 |
1.1135 |
|
| R2 |
1.1149 |
1.1149 |
1.1132 |
|
| R1 |
1.1138 |
1.1138 |
1.1129 |
1.1143 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1117 |
| S1 |
1.1103 |
1.1103 |
1.1123 |
1.1109 |
| S2 |
1.1080 |
1.1080 |
1.1120 |
|
| S3 |
1.1046 |
1.1069 |
1.1117 |
|
| S4 |
1.1011 |
1.1034 |
1.1107 |
|
|
| 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 |
1.1126 |
1.1007 |
0.0119 |
1.1% |
0.0050 |
0.4% |
100% |
True |
False |
337 |
| 10 |
1.1126 |
1.0856 |
0.0270 |
2.4% |
0.0064 |
0.6% |
100% |
True |
False |
341 |
| 20 |
1.1126 |
1.0830 |
0.0297 |
2.7% |
0.0060 |
0.5% |
100% |
True |
False |
284 |
| 40 |
1.1126 |
1.0647 |
0.0480 |
4.3% |
0.0056 |
0.5% |
100% |
True |
False |
191 |
| 60 |
1.1126 |
1.0581 |
0.0545 |
4.9% |
0.0050 |
0.5% |
100% |
True |
False |
168 |
| 80 |
1.1126 |
1.0581 |
0.0545 |
4.9% |
0.0047 |
0.4% |
100% |
True |
False |
143 |
| 100 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0044 |
0.4% |
86% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1216 |
|
1.618 |
1.1182 |
|
1.000 |
1.1161 |
|
0.618 |
1.1147 |
|
HIGH |
1.1126 |
|
0.618 |
1.1113 |
|
0.500 |
1.1109 |
|
0.382 |
1.1105 |
|
LOW |
1.1092 |
|
0.618 |
1.1070 |
|
1.000 |
1.1057 |
|
1.618 |
1.1036 |
|
2.618 |
1.1001 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1109 |
| PP |
1.1115 |
1.1091 |
| S1 |
1.1109 |
1.1074 |
|