CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 1.2277 1.2299 0.0022 0.2% 1.2191
High 1.2308 1.2314 0.0006 0.0% 1.2328
Low 1.2184 1.2210 0.0027 0.2% 1.2172
Close 1.2304 1.2219 -0.0086 -0.7% 1.2297
Range 0.0125 0.0104 -0.0021 -16.5% 0.0156
ATR 0.0074 0.0076 0.0002 2.9% 0.0000
Volume 422 383 -39 -9.2% 1,247
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2560 1.2493 1.2276
R3 1.2456 1.2389 1.2247
R2 1.2352 1.2352 1.2238
R1 1.2285 1.2285 1.2228 1.2266
PP 1.2248 1.2248 1.2248 1.2238
S1 1.2181 1.2181 1.2209 1.2162
S2 1.2144 1.2144 1.2199
S3 1.2040 1.2077 1.2190
S4 1.1936 1.1973 1.2161
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2734 1.2671 1.2382
R3 1.2578 1.2515 1.2339
R2 1.2422 1.2422 1.2325
R1 1.2359 1.2359 1.2311 1.2390
PP 1.2266 1.2266 1.2266 1.2281
S1 1.2203 1.2203 1.2282 1.2234
S2 1.2110 1.2110 1.2268
S3 1.1954 1.2047 1.2254
S4 1.1798 1.1891 1.2211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2328 1.2181 0.0148 1.2% 0.0088 0.7% 26% False False 356
10 1.2328 1.2116 0.0212 1.7% 0.0076 0.6% 48% False False 316
20 1.2328 1.1896 0.0432 3.5% 0.0073 0.6% 75% False False 230
40 1.2328 1.1671 0.0658 5.4% 0.0068 0.6% 83% False False 127
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2756
2.618 1.2586
1.618 1.2482
1.000 1.2418
0.618 1.2378
HIGH 1.2314
0.618 1.2274
0.500 1.2262
0.382 1.2250
LOW 1.2210
0.618 1.2146
1.000 1.2106
1.618 1.2042
2.618 1.1938
4.250 1.1768
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 1.2262 1.2254
PP 1.2248 1.2242
S1 1.2233 1.2230

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

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