CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 1.2079 1.2154 0.0076 0.6% 1.2195
High 1.2165 1.2183 0.0018 0.1% 1.2317
Low 1.2068 1.2123 0.0056 0.5% 1.2145
Close 1.2159 1.2140 -0.0019 -0.2% 1.2154
Range 0.0098 0.0060 -0.0038 -38.5% 0.0172
ATR 0.0068 0.0067 -0.0001 -0.8% 0.0000
Volume 28 2 -26 -92.9% 335
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2329 1.2294 1.2173
R3 1.2269 1.2234 1.2157
R2 1.2209 1.2209 1.2151
R1 1.2174 1.2174 1.2146 1.2162
PP 1.2149 1.2149 1.2149 1.2142
S1 1.2114 1.2114 1.2135 1.2102
S2 1.2089 1.2089 1.2129
S3 1.2029 1.2054 1.2124
S4 1.1969 1.1994 1.2107
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 1.2068 0.0250 2.1% 0.0074 0.6% 29% False False 69
10 1.2317 1.2068 0.0250 2.1% 0.0059 0.5% 29% False False 39
20 1.2317 1.2040 0.0277 2.3% 0.0055 0.5% 36% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2438
2.618 1.2340
1.618 1.2280
1.000 1.2243
0.618 1.2220
HIGH 1.2183
0.618 1.2160
0.500 1.2153
0.382 1.2146
LOW 1.2123
0.618 1.2086
1.000 1.2063
1.618 1.2026
2.618 1.1966
4.250 1.1868
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 1.2153 1.2135
PP 1.2149 1.2130
S1 1.2144 1.2125

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

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