CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 1.2191 1.2207 0.0017 0.1% 1.2182
High 1.2230 1.2222 -0.0009 -0.1% 1.2222
Low 1.2172 1.2175 0.0003 0.0% 1.2116
Close 1.2201 1.2212 0.0011 0.1% 1.2168
Range 0.0058 0.0047 -0.0011 -19.0% 0.0106
ATR 0.0070 0.0068 -0.0002 -2.3% 0.0000
Volume 179 90 -89 -49.7% 1,923
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2344 1.2325 1.2237
R3 1.2297 1.2278 1.2224
R2 1.2250 1.2250 1.2220
R1 1.2231 1.2231 1.2216 1.2240
PP 1.2203 1.2203 1.2203 1.2207
S1 1.2184 1.2184 1.2207 1.2193
S2 1.2156 1.2156 1.2203
S3 1.2109 1.2137 1.2199
S4 1.2062 1.2090 1.2186
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% 0.0063 0.5% 84% False False 276
10 1.2231 1.2099 0.0133 1.1% 0.0064 0.5% 85% False False 250
20 1.2231 1.1858 0.0373 3.1% 0.0065 0.5% 95% False False 151
40 1.2231 1.1671 0.0561 4.6% 0.0061 0.5% 97% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2421
2.618 1.2345
1.618 1.2298
1.000 1.2269
0.618 1.2251
HIGH 1.2222
0.618 1.2204
0.500 1.2198
0.382 1.2192
LOW 1.2175
0.618 1.2145
1.000 1.2128
1.618 1.2098
2.618 1.2051
4.250 1.1975
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 1.2207 1.2206
PP 1.2203 1.2201
S1 1.2198 1.2196

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

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