CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 1.2150 1.2211 0.0062 0.5% 1.2182
High 1.2211 1.2217 0.0006 0.0% 1.2222
Low 1.2144 1.2162 0.0019 0.2% 1.2116
Close 1.2188 1.2168 -0.0021 -0.2% 1.2168
Range 0.0068 0.0055 -0.0013 -18.5% 0.0106
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 232 509 277 119.4% 1,923
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2347 1.2312 1.2198
R3 1.2292 1.2257 1.2183
R2 1.2237 1.2237 1.2178
R1 1.2202 1.2202 1.2173 1.2192
PP 1.2182 1.2182 1.2182 1.2177
S1 1.2147 1.2147 1.2162 1.2137
S2 1.2127 1.2127 1.2157
S3 1.2072 1.2092 1.2152
S4 1.2017 1.2037 1.2137
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2487 1.2433 1.2226
R3 1.2381 1.2327 1.2197
R2 1.2275 1.2275 1.2187
R1 1.2221 1.2221 1.2177 1.2195
PP 1.2169 1.2169 1.2169 1.2155
S1 1.2115 1.2115 1.2158 1.2089
S2 1.2063 1.2063 1.2148
S3 1.1957 1.2009 1.2138
S4 1.1851 1.1903 1.2109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2222 1.2116 0.0106 0.9% 0.0067 0.5% 49% False False 384
10 1.2231 1.1987 0.0244 2.0% 0.0075 0.6% 74% False False 244
20 1.2231 1.1858 0.0373 3.1% 0.0064 0.5% 83% False False 138
40 1.2231 1.1671 0.0561 4.6% 0.0061 0.5% 89% False False 78
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2451
2.618 1.2361
1.618 1.2306
1.000 1.2272
0.618 1.2251
HIGH 1.2217
0.618 1.2196
0.500 1.2190
0.382 1.2183
LOW 1.2162
0.618 1.2128
1.000 1.2107
1.618 1.2073
2.618 1.2018
4.250 1.1928
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 1.2190 1.2167
PP 1.2182 1.2167
S1 1.2175 1.2167

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

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