CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 1.2200 1.2182 -0.0018 -0.1% 1.2041
High 1.2231 1.2222 -0.0009 -0.1% 1.2231
Low 1.2173 1.2137 -0.0037 -0.3% 1.1987
Close 1.2194 1.2177 -0.0018 -0.1% 1.2194
Range 0.0058 0.0086 0.0028 47.4% 0.0244
ATR 0.0071 0.0072 0.0001 1.5% 0.0000
Volume 212 382 170 80.2% 524
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2435 1.2391 1.2224
R3 1.2349 1.2306 1.2200
R2 1.2264 1.2264 1.2192
R1 1.2220 1.2220 1.2184 1.2199
PP 1.2178 1.2178 1.2178 1.2168
S1 1.2135 1.2135 1.2169 1.2114
S2 1.2093 1.2093 1.2161
S3 1.2007 1.2049 1.2153
S4 1.1922 1.1964 1.2129
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2869 1.2776 1.2328
R3 1.2625 1.2532 1.2261
R2 1.2381 1.2381 1.2239
R1 1.2288 1.2288 1.2216 1.2335
PP 1.2137 1.2137 1.2137 1.2161
S1 1.2044 1.2044 1.2172 1.2091
S2 1.1893 1.1893 1.2149
S3 1.1649 1.1800 1.2127
S4 1.1405 1.1556 1.2060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2231 1.1989 0.0243 2.0% 0.0086 0.7% 78% False False 149
10 1.2231 1.1858 0.0373 3.1% 0.0078 0.6% 85% False False 102
20 1.2231 1.1808 0.0423 3.5% 0.0067 0.6% 87% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2585
2.618 1.2446
1.618 1.2360
1.000 1.2308
0.618 1.2275
HIGH 1.2222
0.618 1.2189
0.500 1.2179
0.382 1.2169
LOW 1.2137
0.618 1.2084
1.000 1.2051
1.618 1.1998
2.618 1.1913
4.250 1.1773
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 1.2179 1.2184
PP 1.2178 1.2181
S1 1.2177 1.2179

These figures are updated between 7pm and 10pm EST after a trading day.

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