CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 1.1811 1.1836 0.0025 0.2% 1.1955
High 1.1823 1.1842 0.0019 0.2% 1.2015
Low 1.1772 1.1780 0.0008 0.1% 1.1830
Close 1.1790 1.1836 0.0046 0.4% 1.1857
Range 0.0052 0.0062 0.0011 20.4% 0.0185
ATR 0.0060 0.0061 0.0000 0.2% 0.0000
Volume 87 3 -84 -96.6% 233
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2005 1.1983 1.1870
R3 1.1943 1.1921 1.1853
R2 1.1881 1.1881 1.1847
R1 1.1859 1.1859 1.1842 1.1867
PP 1.1819 1.1819 1.1819 1.1823
S1 1.1797 1.1797 1.1830 1.1805
S2 1.1757 1.1757 1.1825
S3 1.1695 1.1735 1.1819
S4 1.1633 1.1673 1.1802
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 1.1870 1.1772 0.0098 0.8% 0.0047 0.4% 66% False False 39
10 1.2015 1.1772 0.0244 2.1% 0.0046 0.4% 26% False False 40
20 1.2054 1.1772 0.0283 2.4% 0.0055 0.5% 23% False False 42
40 1.2317 1.1772 0.0546 4.6% 0.0056 0.5% 12% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2105
2.618 1.2004
1.618 1.1942
1.000 1.1904
0.618 1.1880
HIGH 1.1842
0.618 1.1818
0.500 1.1811
0.382 1.1803
LOW 1.1780
0.618 1.1741
1.000 1.1718
1.618 1.1679
2.618 1.1617
4.250 1.1516
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 1.1828 1.1826
PP 1.1819 1.1816
S1 1.1811 1.1807

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

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