CME Euro FX (E) Future September 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 |
1.0933 |
1.1077 |
0.0144 |
1.3% |
1.0957 |
| High |
1.1028 |
1.1136 |
0.0109 |
1.0% |
1.0972 |
| Low |
1.0931 |
1.1055 |
0.0124 |
1.1% |
1.0889 |
| Close |
1.1028 |
1.1122 |
0.0094 |
0.9% |
1.0900 |
| Range |
0.0097 |
0.0081 |
-0.0016 |
-16.1% |
0.0084 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
8.7% |
0.0000 |
| Volume |
135 |
93 |
-42 |
-31.1% |
420 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1315 |
1.1166 |
|
| R3 |
1.1266 |
1.1234 |
1.1144 |
|
| R2 |
1.1185 |
1.1185 |
1.1136 |
|
| R1 |
1.1153 |
1.1153 |
1.1129 |
1.1169 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1112 |
| S1 |
1.1072 |
1.1072 |
1.1114 |
1.1088 |
| S2 |
1.1023 |
1.1023 |
1.1107 |
|
| S3 |
1.0942 |
1.0991 |
1.1099 |
|
| S4 |
1.0861 |
1.0910 |
1.1077 |
|
|
| 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 |
1.1480 |
|
2.618 |
1.1348 |
|
1.618 |
1.1267 |
|
1.000 |
1.1217 |
|
0.618 |
1.1186 |
|
HIGH |
1.1136 |
|
0.618 |
1.1105 |
|
0.500 |
1.1096 |
|
0.382 |
1.1086 |
|
LOW |
1.1055 |
|
0.618 |
1.1005 |
|
1.000 |
1.0974 |
|
1.618 |
1.0924 |
|
2.618 |
1.0843 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1089 |
| PP |
1.1104 |
1.1056 |
| S1 |
1.1096 |
1.1024 |
|