CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 1.1969 1.2000 0.0031 0.3% 1.1964
High 1.2050 1.2051 0.0001 0.0% 1.2054
Low 1.1963 1.1982 0.0019 0.2% 1.1913
Close 1.2048 1.1983 -0.0065 -0.5% 1.2020
Range 0.0087 0.0069 -0.0018 -20.8% 0.0141
ATR 0.0067 0.0068 0.0000 0.1% 0.0000
Volume 5 27 22 440.0% 276
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2211 1.2165 1.2021
R3 1.2142 1.2097 1.2002
R2 1.2074 1.2074 1.1996
R1 1.2028 1.2028 1.1989 1.2017
PP 1.2005 1.2005 1.2005 1.1999
S1 1.1960 1.1960 1.1977 1.1948
S2 1.1937 1.1937 1.1970
S3 1.1868 1.1891 1.1964
S4 1.1800 1.1823 1.1945
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 1.2053 1.1958 0.0095 0.8% 0.0064 0.5% 26% False False 23
10 1.2054 1.1913 0.0141 1.2% 0.0065 0.5% 50% False False 45
20 1.2317 1.1913 0.0404 3.4% 0.0065 0.5% 17% False False 43
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2342
2.618 1.2230
1.618 1.2161
1.000 1.2119
0.618 1.2093
HIGH 1.2051
0.618 1.2024
0.500 1.2016
0.382 1.2008
LOW 1.1982
0.618 1.1940
1.000 1.1914
1.618 1.1871
2.618 1.1803
4.250 1.1691
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 1.2016 1.2004
PP 1.2005 1.1997
S1 1.1994 1.1990

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

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