CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 07-Apr-2021
Day Change Summary
Previous Current
06-Apr-2021 07-Apr-2021 Change Change % Previous Week
Open 1.1867 1.1967 0.0100 0.8% 1.1847
High 1.1939 1.1976 0.0037 0.3% 1.1859
Low 1.1861 1.1927 0.0066 0.6% 1.1772
Close 1.1935 1.1930 -0.0006 0.0% 1.1836
Range 0.0078 0.0049 -0.0029 -37.4% 0.0088
ATR 0.0063 0.0062 -0.0001 -1.6% 0.0000
Volume 3 4 1 33.3% 167
Daily Pivots for day following 07-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2090 1.2058 1.1956
R3 1.2041 1.2010 1.1943
R2 1.1993 1.1993 1.1938
R1 1.1961 1.1961 1.1934 1.1953
PP 1.1944 1.1944 1.1944 1.1940
S1 1.1913 1.1913 1.1925 1.1904
S2 1.1896 1.1896 1.1921
S3 1.1847 1.1864 1.1916
S4 1.1799 1.1816 1.1903
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 1.1976 1.1772 0.0204 1.7% 0.0063 0.5% 77% True False 20
10 1.1976 1.1772 0.0204 1.7% 0.0047 0.4% 77% True False 22
20 1.2054 1.1772 0.0283 2.4% 0.0055 0.5% 56% False False 35
40 1.2317 1.1772 0.0546 4.6% 0.0057 0.5% 29% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 True
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2182
2.618 1.2102
1.618 1.2054
1.000 1.2024
0.618 1.2005
HIGH 1.1976
0.618 1.1957
0.500 1.1951
0.382 1.1946
LOW 1.1927
0.618 1.1897
1.000 1.1879
1.618 1.1849
2.618 1.1800
4.250 1.1721
Fisher Pivots for day following 07-Apr-2021
Pivot 1 day 3 day
R1 1.1951 1.1916
PP 1.1944 1.1903
S1 1.1937 1.1890

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

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