CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0889 |
-0.0035 |
-0.3% |
1.0957 |
| High |
1.0938 |
1.0939 |
0.0002 |
0.0% |
1.0972 |
| Low |
1.0924 |
1.0889 |
-0.0035 |
-0.3% |
1.0889 |
| Close |
1.0938 |
1.0900 |
-0.0038 |
-0.3% |
1.0900 |
| Range |
0.0014 |
0.0051 |
0.0037 |
260.7% |
0.0084 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.7% |
0.0000 |
| Volume |
46 |
3 |
-43 |
-93.5% |
420 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.1031 |
1.0928 |
|
| R3 |
1.1010 |
1.0980 |
1.0914 |
|
| R2 |
1.0960 |
1.0960 |
1.0909 |
|
| R1 |
1.0930 |
1.0930 |
1.0905 |
1.0945 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0917 |
| S1 |
1.0879 |
1.0879 |
1.0895 |
1.0894 |
| S2 |
1.0859 |
1.0859 |
1.0891 |
|
| S3 |
1.0808 |
1.0829 |
1.0886 |
|
| S4 |
1.0758 |
1.0778 |
1.0872 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1119 |
1.0946 |
|
| R3 |
1.1087 |
1.1035 |
1.0923 |
|
| R2 |
1.1004 |
1.1004 |
1.0915 |
|
| R1 |
1.0952 |
1.0952 |
1.0908 |
1.0936 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0912 |
| S1 |
1.0868 |
1.0868 |
1.0892 |
1.0853 |
| S2 |
1.0837 |
1.0837 |
1.0885 |
|
| S3 |
1.0753 |
1.0785 |
1.0877 |
|
| S4 |
1.0670 |
1.0701 |
1.0854 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1071 |
|
1.618 |
1.1021 |
|
1.000 |
1.0990 |
|
0.618 |
1.0970 |
|
HIGH |
1.0939 |
|
0.618 |
1.0920 |
|
0.500 |
1.0914 |
|
0.382 |
1.0908 |
|
LOW |
1.0889 |
|
0.618 |
1.0857 |
|
1.000 |
1.0838 |
|
1.618 |
1.0807 |
|
2.618 |
1.0756 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0914 |
| PP |
1.0909 |
1.0909 |
| S1 |
1.0905 |
1.0905 |
|