CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 1.2169 1.2170 0.0001 0.0% 1.2041
High 1.2192 1.2205 0.0013 0.1% 1.2231
Low 1.2155 1.2116 -0.0039 -0.3% 1.1987
Close 1.2163 1.2128 -0.0035 -0.3% 1.2194
Range 0.0037 0.0089 0.0052 142.5% 0.0244
ATR 0.0069 0.0070 0.0001 2.0% 0.0000
Volume 428 372 -56 -13.1% 524
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2415 1.2360 1.2177
R3 1.2327 1.2272 1.2152
R2 1.2238 1.2238 1.2144
R1 1.2183 1.2183 1.2136 1.2166
PP 1.2150 1.2150 1.2150 1.2141
S1 1.2095 1.2095 1.2120 1.2078
S2 1.2061 1.2061 1.2112
S3 1.1973 1.2006 1.2104
S4 1.1884 1.1918 1.2079
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 1.2116 0.0115 0.9% 0.0068 0.6% 10% False True 284
10 1.2231 1.1941 0.0291 2.4% 0.0074 0.6% 65% False False 181
20 1.2231 1.1808 0.0423 3.5% 0.0065 0.5% 76% False False 102
40 1.2231 1.1671 0.0561 4.6% 0.0061 0.5% 82% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2581
2.618 1.2436
1.618 1.2348
1.000 1.2293
0.618 1.2259
HIGH 1.2205
0.618 1.2171
0.500 1.2160
0.382 1.2150
LOW 1.2116
0.618 1.2061
1.000 1.2028
1.618 1.1973
2.618 1.1884
4.250 1.1740
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 1.2160 1.2169
PP 1.2150 1.2155
S1 1.2139 1.2142

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

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