CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 1.2195 1.2231 0.0036 0.3% 1.2200
High 1.2242 1.2253 0.0011 0.1% 1.2245
Low 1.2167 1.2212 0.0045 0.4% 1.2106
Close 1.2242 1.2218 -0.0024 -0.2% 1.2191
Range 0.0076 0.0042 -0.0034 -45.0% 0.0139
ATR 0.0061 0.0059 -0.0001 -2.3% 0.0000
Volume 23 4 -19 -82.6% 43
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2352 1.2327 1.2241
R3 1.2311 1.2285 1.2229
R2 1.2269 1.2269 1.2226
R1 1.2244 1.2244 1.2222 1.2236
PP 1.2228 1.2228 1.2228 1.2224
S1 1.2202 1.2202 1.2214 1.2194
S2 1.2186 1.2186 1.2210
S3 1.2145 1.2161 1.2207
S4 1.2103 1.2119 1.2195
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2597 1.2533 1.2267
R3 1.2458 1.2394 1.2229
R2 1.2319 1.2319 1.2216
R1 1.2255 1.2255 1.2203 1.2218
PP 1.2180 1.2180 1.2180 1.2162
S1 1.2116 1.2116 1.2178 1.2079
S2 1.2041 1.2041 1.2165
S3 1.1902 1.1977 1.2152
S4 1.1763 1.1838 1.2114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2253 1.2106 0.0148 1.2% 0.0042 0.3% 76% True False 7
10 1.2253 1.2106 0.0148 1.2% 0.0044 0.4% 76% True False 13
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2429
2.618 1.2362
1.618 1.2320
1.000 1.2295
0.618 1.2279
HIGH 1.2253
0.618 1.2237
0.500 1.2232
0.382 1.2227
LOW 1.2212
0.618 1.2186
1.000 1.2170
1.618 1.2144
2.618 1.2103
4.250 1.2035
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 1.2232 1.2215
PP 1.2228 1.2213
S1 1.2223 1.2210

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

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