CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 1.2182 1.2169 -0.0013 -0.1% 1.2041
High 1.2222 1.2192 -0.0031 -0.2% 1.2231
Low 1.2137 1.2155 0.0019 0.2% 1.1987
Close 1.2177 1.2163 -0.0014 -0.1% 1.2194
Range 0.0086 0.0037 -0.0049 -57.3% 0.0244
ATR 0.0072 0.0069 -0.0003 -3.5% 0.0000
Volume 382 428 46 12.0% 524
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2279 1.2257 1.2183
R3 1.2243 1.2221 1.2173
R2 1.2206 1.2206 1.2169
R1 1.2184 1.2184 1.2166 1.2177
PP 1.2170 1.2170 1.2170 1.2166
S1 1.2148 1.2148 1.2159 1.2141
S2 1.2133 1.2133 1.2156
S3 1.2097 1.2111 1.2152
S4 1.2060 1.2075 1.2142
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 1.2099 0.0133 1.1% 0.0065 0.5% 48% False False 223
10 1.2231 1.1896 0.0335 2.8% 0.0071 0.6% 80% False False 144
20 1.2231 1.1808 0.0423 3.5% 0.0063 0.5% 84% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2347
2.618 1.2287
1.618 1.2251
1.000 1.2228
0.618 1.2214
HIGH 1.2192
0.618 1.2178
0.500 1.2173
0.382 1.2169
LOW 1.2155
0.618 1.2132
1.000 1.2119
1.618 1.2096
2.618 1.2059
4.250 1.2000
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 1.2173 1.2184
PP 1.2170 1.2177
S1 1.2166 1.2170

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

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