CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 1.1964 1.1923 -0.0041 -0.3% 1.2119
High 1.1999 1.1985 -0.0014 -0.1% 1.2183
Low 1.1923 1.1913 -0.0010 -0.1% 1.1975
Close 1.1930 1.1973 0.0043 0.4% 1.1986
Range 0.0076 0.0072 -0.0004 -5.3% 0.0209
ATR 0.0070 0.0070 0.0000 0.2% 0.0000
Volume 15 5 -10 -66.7% 209
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2173 1.2145 1.2012
R3 1.2101 1.2073 1.1992
R2 1.2029 1.2029 1.1986
R1 1.2001 1.2001 1.1979 1.2015
PP 1.1957 1.1957 1.1957 1.1964
S1 1.1929 1.1929 1.1966 1.1943
S2 1.1885 1.1885 1.1959
S3 1.1813 1.1857 1.1953
S4 1.1741 1.1785 1.1933
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2673 1.2538 1.2101
R3 1.2465 1.2330 1.2043
R2 1.2256 1.2256 1.2024
R1 1.2121 1.2121 1.2005 1.2085
PP 1.2048 1.2048 1.2048 1.2030
S1 1.1913 1.1913 1.1967 1.1876
S2 1.1839 1.1839 1.1948
S3 1.1631 1.1704 1.1929
S4 1.1422 1.1496 1.1871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2183 1.1913 0.0270 2.3% 0.0071 0.6% 22% False True 35
10 1.2317 1.1913 0.0404 3.4% 0.0072 0.6% 15% False True 53
20 1.2317 1.1913 0.0404 3.4% 0.0058 0.5% 15% False True 33
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2291
2.618 1.2173
1.618 1.2101
1.000 1.2057
0.618 1.2029
HIGH 1.1985
0.618 1.1957
0.500 1.1949
0.382 1.1941
LOW 1.1913
0.618 1.1869
1.000 1.1841
1.618 1.1797
2.618 1.1725
4.250 1.1607
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 1.1965 1.1972
PP 1.1957 1.1972
S1 1.1949 1.1972

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

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