CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 1.2200 1.2119 -0.0081 -0.7% 1.2195
High 1.2208 1.2175 -0.0033 -0.3% 1.2317
Low 1.2145 1.2105 -0.0040 -0.3% 1.2145
Close 1.2154 1.2123 -0.0032 -0.3% 1.2154
Range 0.0063 0.0070 0.0007 11.1% 0.0172
ATR 0.0065 0.0066 0.0000 0.5% 0.0000
Volume 166 22 -144 -86.7% 335
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2344 1.2303 1.2161
R3 1.2274 1.2233 1.2142
R2 1.2204 1.2204 1.2135
R1 1.2163 1.2163 1.2129 1.2184
PP 1.2134 1.2134 1.2134 1.2144
S1 1.2093 1.2093 1.2116 1.2114
S2 1.2064 1.2064 1.2110
S3 1.1994 1.2023 1.2103
S4 1.1924 1.1953 1.2084
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2721 1.2610 1.2249
R3 1.2549 1.2438 1.2201
R2 1.2377 1.2377 1.2186
R1 1.2266 1.2266 1.2170 1.2236
PP 1.2205 1.2205 1.2205 1.2190
S1 1.2094 1.2094 1.2138 1.2064
S2 1.2033 1.2033 1.2122
S3 1.1861 1.1922 1.2107
S4 1.1689 1.1750 1.2059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2317 1.2105 0.0212 1.7% 0.0063 0.5% 8% False True 66
10 1.2317 1.2105 0.0212 1.7% 0.0055 0.5% 8% False True 40
20 1.2317 1.2040 0.0277 2.3% 0.0054 0.4% 30% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2473
2.618 1.2358
1.618 1.2288
1.000 1.2245
0.618 1.2218
HIGH 1.2175
0.618 1.2148
0.500 1.2140
0.382 1.2132
LOW 1.2105
0.618 1.2062
1.000 1.2035
1.618 1.1992
2.618 1.1922
4.250 1.1808
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 1.2140 1.2211
PP 1.2134 1.2182
S1 1.2128 1.2152

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

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