CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 1.2211 1.2191 -0.0021 -0.2% 1.2182
High 1.2217 1.2230 0.0013 0.1% 1.2222
Low 1.2162 1.2172 0.0010 0.1% 1.2116
Close 1.2168 1.2201 0.0033 0.3% 1.2168
Range 0.0055 0.0058 0.0003 5.5% 0.0106
ATR 0.0070 0.0070 -0.0001 -0.8% 0.0000
Volume 509 179 -330 -64.8% 1,923
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2375 1.2346 1.2232
R3 1.2317 1.2288 1.2216
R2 1.2259 1.2259 1.2211
R1 1.2230 1.2230 1.2206 1.2244
PP 1.2201 1.2201 1.2201 1.2208
S1 1.2172 1.2172 1.2195 1.2186
S2 1.2143 1.2143 1.2190
S3 1.2085 1.2114 1.2185
S4 1.2027 1.2056 1.2169
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 1.2230 1.2116 0.0114 0.9% 0.0061 0.5% 74% True False 344
10 1.2231 1.1989 0.0243 2.0% 0.0073 0.6% 87% False False 246
20 1.2231 1.1858 0.0373 3.1% 0.0065 0.5% 92% False False 147
40 1.2231 1.1671 0.0561 4.6% 0.0062 0.5% 95% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2477
2.618 1.2382
1.618 1.2324
1.000 1.2288
0.618 1.2266
HIGH 1.2230
0.618 1.2208
0.500 1.2201
0.382 1.2194
LOW 1.2172
0.618 1.2136
1.000 1.2114
1.618 1.2078
2.618 1.2020
4.250 1.1926
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 1.2201 1.2196
PP 1.2201 1.2191
S1 1.2201 1.2187

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

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