CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 1.1831 1.1852 0.0021 0.2% 1.1955
High 1.1843 1.1870 0.0027 0.2% 1.2015
Low 1.1830 1.1837 0.0007 0.1% 1.1830
Close 1.1843 1.1857 0.0014 0.1% 1.1857
Range 0.0013 0.0033 0.0020 150.0% 0.0185
ATR 0.0066 0.0064 -0.0002 -3.6% 0.0000
Volume 8 32 24 300.0% 233
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1952 1.1937 1.1874
R3 1.1919 1.1904 1.1865
R2 1.1887 1.1887 1.1862
R1 1.1872 1.1872 1.1859 1.1879
PP 1.1854 1.1854 1.1854 1.1858
S1 1.1839 1.1839 1.1854 1.1847
S2 1.1822 1.1822 1.1851
S3 1.1789 1.1807 1.1848
S4 1.1757 1.1774 1.1839
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2456 1.2341 1.1958
R3 1.2271 1.2156 1.1907
R2 1.2086 1.2086 1.1890
R1 1.1971 1.1971 1.1873 1.1936
PP 1.1901 1.1901 1.1901 1.1883
S1 1.1786 1.1786 1.1840 1.1751
S2 1.1716 1.1716 1.1823
S3 1.1531 1.1601 1.1806
S4 1.1346 1.1416 1.1755
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% 0.0042 0.4% 14% False False 46
10 1.2051 1.1830 0.0221 1.9% 0.0052 0.4% 12% False False 28
20 1.2183 1.1830 0.0353 3.0% 0.0061 0.5% 8% False False 38
40 1.2317 1.1830 0.0487 4.1% 0.0057 0.5% 5% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2008
2.618 1.1955
1.618 1.1922
1.000 1.1902
0.618 1.1890
HIGH 1.1870
0.618 1.1857
0.500 1.1853
0.382 1.1849
LOW 1.1837
0.618 1.1817
1.000 1.1805
1.618 1.1784
2.618 1.1752
4.250 1.1699
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 1.1855 1.1865
PP 1.1854 1.1862
S1 1.1853 1.1859

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

View Archives - Comment on this page... - Back to Index of Symbols