CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 1.1899 1.1831 -0.0069 -0.6% 1.1999
High 1.1899 1.1843 -0.0056 -0.5% 1.2051
Low 1.1881 1.1830 -0.0051 -0.4% 1.1945
Close 1.1890 1.1843 -0.0047 -0.4% 1.1977
Range 0.0018 0.0013 -0.0005 -27.8% 0.0106
ATR 0.0067 0.0066 -0.0001 -0.8% 0.0000
Volume 10 8 -2 -20.0% 52
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1878 1.1873 1.1850
R3 1.1865 1.1860 1.1847
R2 1.1852 1.1852 1.1845
R1 1.1847 1.1847 1.1844 1.1850
PP 1.1839 1.1839 1.1839 1.1840
S1 1.1834 1.1834 1.1842 1.1837
S2 1.1826 1.1826 1.1841
S3 1.1813 1.1821 1.1839
S4 1.1800 1.1808 1.1836
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 1.2015 1.1830 0.0185 1.6% 0.0046 0.4% 7% False True 41
10 1.2053 1.1830 0.0223 1.9% 0.0055 0.5% 6% False True 32
20 1.2208 1.1830 0.0378 3.2% 0.0063 0.5% 3% False True 45
40 1.2317 1.1830 0.0487 4.1% 0.0058 0.5% 3% False True 34
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 0.0006
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.1898
2.618 1.1877
1.618 1.1864
1.000 1.1856
0.618 1.1851
HIGH 1.1843
0.618 1.1838
0.500 1.1837
0.382 1.1835
LOW 1.1830
0.618 1.1822
1.000 1.1817
1.618 1.1809
2.618 1.1796
4.250 1.1775
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 1.1841 1.1910
PP 1.1839 1.1888
S1 1.1837 1.1865

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

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