CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 1.1990 1.1899 -0.0091 -0.8% 1.1999
High 1.1990 1.1899 -0.0091 -0.8% 1.2051
Low 1.1915 1.1881 -0.0034 -0.3% 1.1945
Close 1.1920 1.1890 -0.0031 -0.3% 1.1977
Range 0.0076 0.0018 -0.0058 -76.2% 0.0106
ATR 0.0069 0.0067 -0.0002 -3.1% 0.0000
Volume 48 10 -38 -79.2% 52
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1944 1.1935 1.1899
R3 1.1926 1.1917 1.1894
R2 1.1908 1.1908 1.1893
R1 1.1899 1.1899 1.1891 1.1894
PP 1.1890 1.1890 1.1890 1.1888
S1 1.1881 1.1881 1.1888 1.1876
S2 1.1872 1.1872 1.1886
S3 1.1854 1.1863 1.1885
S4 1.1836 1.1845 1.1880
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 1.1881 0.0170 1.4% 0.0057 0.5% 5% False True 44
10 1.2054 1.1881 0.0173 1.5% 0.0060 0.5% 5% False True 33
20 1.2317 1.1881 0.0436 3.7% 0.0066 0.6% 2% False True 51
40 1.2317 1.1881 0.0436 3.7% 0.0060 0.5% 2% False True 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1976
2.618 1.1946
1.618 1.1928
1.000 1.1917
0.618 1.1910
HIGH 1.1899
0.618 1.1892
0.500 1.1890
0.382 1.1888
LOW 1.1881
0.618 1.1870
1.000 1.1863
1.618 1.1852
2.618 1.1834
4.250 1.1805
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 1.1890 1.1948
PP 1.1890 1.1929
S1 1.1890 1.1909

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

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