CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 1.1810 1.1867 0.0058 0.5% 1.1847
High 1.1880 1.1939 0.0059 0.5% 1.1859
Low 1.1804 1.1861 0.0058 0.5% 1.1772
Close 1.1877 1.1935 0.0059 0.5% 1.1836
Range 0.0077 0.0078 0.0001 1.3% 0.0088
ATR 0.0062 0.0063 0.0001 1.8% 0.0000
Volume 3 3 0 0.0% 167
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2144 1.2117 1.1978
R3 1.2067 1.2040 1.1956
R2 1.1989 1.1989 1.1949
R1 1.1962 1.1962 1.1942 1.1976
PP 1.1912 1.1912 1.1912 1.1918
S1 1.1885 1.1885 1.1928 1.1898
S2 1.1834 1.1834 1.1921
S3 1.1757 1.1807 1.1914
S4 1.1679 1.1730 1.1892
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2085 1.2048 1.1884
R3 1.1997 1.1960 1.1860
R2 1.1910 1.1910 1.1852
R1 1.1873 1.1873 1.1844 1.1848
PP 1.1822 1.1822 1.1822 1.1810
S1 1.1785 1.1785 1.1828 1.1760
S2 1.1735 1.1735 1.1820
S3 1.1647 1.1698 1.1812
S4 1.1560 1.1610 1.1788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1939 1.1772 0.0167 1.4% 0.0065 0.5% 98% True False 26
10 1.1990 1.1772 0.0219 1.8% 0.0049 0.4% 75% False False 27
20 1.2054 1.1772 0.0283 2.4% 0.0057 0.5% 58% False False 35
40 1.2317 1.1772 0.0546 4.6% 0.0056 0.5% 30% False False 35
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2268
2.618 1.2141
1.618 1.2064
1.000 1.2016
0.618 1.1986
HIGH 1.1939
0.618 1.1909
0.500 1.1900
0.382 1.1891
LOW 1.1861
0.618 1.1813
1.000 1.1784
1.618 1.1736
2.618 1.1658
4.250 1.1532
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 1.1923 1.1910
PP 1.1912 1.1884
S1 1.1900 1.1859

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

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