CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 25-Feb-2021
Day Change Summary
Previous Current
24-Feb-2021 25-Feb-2021 Change Change % Previous Week
Open 1.2246 1.2292 0.0046 0.4% 1.2200
High 1.2248 1.2317 0.0070 0.6% 1.2245
Low 1.2190 1.2237 0.0048 0.4% 1.2106
Close 1.2223 1.2259 0.0036 0.3% 1.2191
Range 0.0058 0.0080 0.0022 37.9% 0.0139
ATR 0.0059 0.0062 0.0002 4.2% 0.0000
Volume 11 131 120 1,090.9% 43
Daily Pivots for day following 25-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2511 1.2465 1.2303
R3 1.2431 1.2385 1.2281
R2 1.2351 1.2351 1.2274
R1 1.2305 1.2305 1.2266 1.2288
PP 1.2271 1.2271 1.2271 1.2263
S1 1.2225 1.2225 1.2252 1.2208
S2 1.2191 1.2191 1.2244
S3 1.2111 1.2145 1.2237
S4 1.2031 1.2065 1.2215
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 1.2317 1.2167 0.0151 1.2% 0.0056 0.5% 61% True False 33
10 1.2317 1.2106 0.0212 1.7% 0.0048 0.4% 73% True False 24
20 1.2317 1.2040 0.0277 2.3% 0.0053 0.4% 79% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2657
2.618 1.2526
1.618 1.2446
1.000 1.2397
0.618 1.2366
HIGH 1.2317
0.618 1.2286
0.500 1.2277
0.382 1.2268
LOW 1.2237
0.618 1.2188
1.000 1.2157
1.618 1.2108
2.618 1.2028
4.250 1.1897
Fisher Pivots for day following 25-Feb-2021
Pivot 1 day 3 day
R1 1.2277 1.2257
PP 1.2271 1.2255
S1 1.2265 1.2253

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

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