CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 1.2170 1.2150 -0.0021 -0.2% 1.2041
High 1.2205 1.2211 0.0007 0.1% 1.2231
Low 1.2116 1.2144 0.0028 0.2% 1.1987
Close 1.2128 1.2188 0.0060 0.5% 1.2194
Range 0.0089 0.0068 -0.0021 -23.7% 0.0244
ATR 0.0070 0.0071 0.0001 1.3% 0.0000
Volume 372 232 -140 -37.6% 524
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2383 1.2353 1.2225
R3 1.2316 1.2286 1.2207
R2 1.2248 1.2248 1.2200
R1 1.2218 1.2218 1.2194 1.2233
PP 1.2181 1.2181 1.2181 1.2188
S1 1.2151 1.2151 1.2182 1.2166
S2 1.2113 1.2113 1.2176
S3 1.2046 1.2083 1.2169
S4 1.1978 1.2016 1.2151
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% 0.0067 0.6% 63% False False 325
10 1.2231 1.1944 0.0288 2.4% 0.0077 0.6% 85% False False 196
20 1.2231 1.1820 0.0412 3.4% 0.0064 0.5% 90% False False 113
40 1.2231 1.1671 0.0561 4.6% 0.0062 0.5% 92% False False 66
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2498
2.618 1.2388
1.618 1.2320
1.000 1.2279
0.618 1.2253
HIGH 1.2211
0.618 1.2185
0.500 1.2177
0.382 1.2169
LOW 1.2144
0.618 1.2102
1.000 1.2076
1.618 1.2034
2.618 1.1967
4.250 1.1857
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 1.2184 1.2180
PP 1.2181 1.2172
S1 1.2177 1.2164

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

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