CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 1.2052 1.1999 -0.0053 -0.4% 1.1964
High 1.2053 1.2030 -0.0024 -0.2% 1.2054
Low 1.1986 1.1988 0.0002 0.0% 1.1913
Close 1.2020 1.1996 -0.0024 -0.2% 1.2020
Range 0.0067 0.0042 -0.0026 -38.1% 0.0141
ATR 0.0069 0.0067 -0.0002 -2.8% 0.0000
Volume 67 2 -65 -97.0% 276
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2129 1.2104 1.2019
R3 1.2088 1.2063 1.2007
R2 1.2046 1.2046 1.2004
R1 1.2021 1.2021 1.2000 1.2013
PP 1.2005 1.2005 1.2005 1.2000
S1 1.1980 1.1980 1.1992 1.1971
S2 1.1963 1.1963 1.1988
S3 1.1922 1.1938 1.1985
S4 1.1880 1.1897 1.1973
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2419 1.2360 1.2098
R3 1.2278 1.2219 1.2059
R2 1.2137 1.2137 1.2046
R1 1.2078 1.2078 1.2033 1.2108
PP 1.1996 1.1996 1.1996 1.2010
S1 1.1937 1.1937 1.2007 1.1967
S2 1.1855 1.1855 1.1994
S3 1.1714 1.1796 1.1981
S4 1.1573 1.1655 1.1942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2054 1.1913 0.0141 1.2% 0.0060 0.5% 59% False False 52
10 1.2183 1.1913 0.0270 2.3% 0.0068 0.6% 31% False False 46
20 1.2317 1.1913 0.0404 3.4% 0.0062 0.5% 21% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2206
2.618 1.2138
1.618 1.2097
1.000 1.2071
0.618 1.2055
HIGH 1.2030
0.618 1.2014
0.500 1.2009
0.382 1.2004
LOW 1.1988
0.618 1.1962
1.000 1.1947
1.618 1.1921
2.618 1.1879
4.250 1.1812
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 1.2009 1.2020
PP 1.2005 1.2012
S1 1.2000 1.2004

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

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