CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 1.1847 1.1816 -0.0031 -0.3% 1.1955
High 1.1859 1.1838 -0.0022 -0.2% 1.2015
Low 1.1830 1.1779 -0.0051 -0.4% 1.1830
Close 1.1830 1.1784 -0.0046 -0.4% 1.1857
Range 0.0030 0.0059 0.0029 98.3% 0.0185
ATR 0.0061 0.0061 0.0000 -0.3% 0.0000
Volume 39 38 -1 -2.6% 233
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1976 1.1938 1.1816
R3 1.1917 1.1880 1.1800
R2 1.1859 1.1859 1.1795
R1 1.1821 1.1821 1.1789 1.1811
PP 1.1800 1.1800 1.1800 1.1795
S1 1.1763 1.1763 1.1779 1.1752
S2 1.1742 1.1742 1.1773
S3 1.1683 1.1704 1.1768
S4 1.1625 1.1646 1.1752
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 1.1899 1.1779 0.0120 1.0% 0.0030 0.3% 4% False True 25
10 1.2051 1.1779 0.0272 2.3% 0.0051 0.4% 2% False True 34
20 1.2183 1.1779 0.0404 3.4% 0.0057 0.5% 1% False True 39
40 1.2317 1.1779 0.0538 4.6% 0.0056 0.5% 1% False True 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2086
2.618 1.1991
1.618 1.1932
1.000 1.1896
0.618 1.1874
HIGH 1.1838
0.618 1.1815
0.500 1.1808
0.382 1.1801
LOW 1.1779
0.618 1.1743
1.000 1.1721
1.618 1.1684
2.618 1.1626
4.250 1.1530
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 1.1808 1.1824
PP 1.1800 1.1811
S1 1.1792 1.1797

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

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