CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 1.2000 1.1952 -0.0048 -0.4% 1.1999
High 1.2051 1.1998 -0.0053 -0.4% 1.2051
Low 1.1982 1.1945 -0.0037 -0.3% 1.1945
Close 1.1983 1.1977 -0.0006 -0.1% 1.1977
Range 0.0069 0.0053 -0.0016 -22.6% 0.0106
ATR 0.0068 0.0067 -0.0001 -1.5% 0.0000
Volume 27 4 -23 -85.2% 52
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2132 1.2108 1.2006
R3 1.2079 1.2055 1.1992
R2 1.2026 1.2026 1.1987
R1 1.2002 1.2002 1.1982 1.2014
PP 1.1973 1.1973 1.1973 1.1980
S1 1.1949 1.1949 1.1972 1.1961
S2 1.1920 1.1920 1.1967
S3 1.1867 1.1896 1.1962
S4 1.1814 1.1843 1.1948
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2307 1.2248 1.2035
R3 1.2202 1.2142 1.2006
R2 1.2096 1.2096 1.1996
R1 1.2037 1.2037 1.1987 1.2014
PP 1.1991 1.1991 1.1991 1.1979
S1 1.1931 1.1931 1.1967 1.1908
S2 1.1885 1.1885 1.1958
S3 1.1780 1.1826 1.1948
S4 1.1674 1.1720 1.1919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2051 1.1945 0.0106 0.9% 0.0061 0.5% 30% False True 10
10 1.2054 1.1913 0.0141 1.2% 0.0064 0.5% 45% False False 32
20 1.2317 1.1913 0.0404 3.4% 0.0067 0.6% 16% False False 43
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2223
2.618 1.2137
1.618 1.2084
1.000 1.2051
0.618 1.2031
HIGH 1.1998
0.618 1.1978
0.500 1.1972
0.382 1.1965
LOW 1.1945
0.618 1.1912
1.000 1.1892
1.618 1.1859
2.618 1.1806
4.250 1.1720
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 1.1975 1.1998
PP 1.1973 1.1991
S1 1.1972 1.1984

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

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