CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 1.2299 1.2234 -0.0065 -0.5% 1.2191
High 1.2314 1.2275 -0.0040 -0.3% 1.2328
Low 1.2210 1.2211 0.0001 0.0% 1.2172
Close 1.2219 1.2233 0.0014 0.1% 1.2297
Range 0.0104 0.0064 -0.0041 -38.9% 0.0156
ATR 0.0076 0.0075 -0.0001 -1.2% 0.0000
Volume 383 201 -182 -47.5% 1,247
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2430 1.2395 1.2267
R3 1.2366 1.2331 1.2250
R2 1.2303 1.2303 1.2244
R1 1.2268 1.2268 1.2238 1.2254
PP 1.2239 1.2239 1.2239 1.2232
S1 1.2204 1.2204 1.2227 1.2190
S2 1.2176 1.2176 1.2221
S3 1.2112 1.2141 1.2215
S4 1.2049 1.2077 1.2198
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 1.2184 0.0145 1.2% 0.0084 0.7% 34% False False 317
10 1.2328 1.2144 0.0185 1.5% 0.0073 0.6% 48% False False 299
20 1.2328 1.1941 0.0388 3.2% 0.0074 0.6% 75% False False 240
40 1.2328 1.1671 0.0658 5.4% 0.0068 0.6% 85% False False 131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2544
2.618 1.2441
1.618 1.2377
1.000 1.2338
0.618 1.2314
HIGH 1.2275
0.618 1.2250
0.500 1.2243
0.382 1.2235
LOW 1.2211
0.618 1.2172
1.000 1.2148
1.618 1.2108
2.618 1.2045
4.250 1.1941
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 1.2243 1.2249
PP 1.2239 1.2243
S1 1.2236 1.2238

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

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