CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 1.2187 1.2203 0.0016 0.1% 1.2200
High 1.2198 1.2221 0.0024 0.2% 1.2217
Low 1.2134 1.2194 0.0061 0.5% 1.2040
Close 1.2198 1.2208 0.0010 0.1% 1.2124
Range 0.0064 0.0027 -0.0037 -57.8% 0.0177
ATR
Volume 7 24 17 242.9% 139
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2289 1.2275 1.2222
R3 1.2262 1.2248 1.2215
R2 1.2235 1.2235 1.2212
R1 1.2221 1.2221 1.2210 1.2228
PP 1.2208 1.2208 1.2208 1.2211
S1 1.2194 1.2194 1.2205 1.2201
S2 1.2181 1.2181 1.2203
S3 1.2154 1.2167 1.2200
S4 1.2127 1.2140 1.2193
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2656 1.2567 1.2221
R3 1.2480 1.2390 1.2173
R2 1.2303 1.2303 1.2156
R1 1.2214 1.2214 1.2140 1.2170
PP 1.2127 1.2127 1.2127 1.2105
S1 1.2037 1.2037 1.2108 1.1994
S2 1.1950 1.1950 1.2092
S3 1.1774 1.1861 1.2075
S4 1.1597 1.1684 1.2027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2221 1.2040 0.0181 1.5% 0.0057 0.5% 93% True False 19
10 1.2240 1.2040 0.0200 1.6% 0.0057 0.5% 84% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2336
2.618 1.2292
1.618 1.2265
1.000 1.2248
0.618 1.2238
HIGH 1.2221
0.618 1.2211
0.500 1.2208
0.382 1.2204
LOW 1.2194
0.618 1.2177
1.000 1.2167
1.618 1.2150
2.618 1.2123
4.250 1.2079
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 1.2208 1.2192
PP 1.2208 1.2177
S1 1.2208 1.2162

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

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