CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 09-Apr-2021
Day Change Summary
Previous Current
08-Apr-2021 09-Apr-2021 Change Change % Previous Week
Open 1.1939 1.1953 0.0014 0.1% 1.1810
High 1.1990 1.1982 -0.0009 -0.1% 1.1990
Low 1.1927 1.1935 0.0008 0.1% 1.1804
Close 1.1981 1.1966 -0.0015 -0.1% 1.1966
Range 0.0064 0.0047 -0.0017 -26.0% 0.0187
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 202 85 -117 -57.9% 297
Daily Pivots for day following 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2102 1.2081 1.1992
R3 1.2055 1.2034 1.1979
R2 1.2008 1.2008 1.1975
R1 1.1987 1.1987 1.1970 1.1997
PP 1.1961 1.1961 1.1961 1.1966
S1 1.1940 1.1940 1.1962 1.1950
S2 1.1914 1.1914 1.1957
S3 1.1867 1.1893 1.1953
S4 1.1820 1.1846 1.1940
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2479 1.2409 1.2069
R3 1.2293 1.2223 1.2017
R2 1.2106 1.2106 1.2000
R1 1.2036 1.2036 1.1983 1.2071
PP 1.1920 1.1920 1.1920 1.1937
S1 1.1850 1.1850 1.1949 1.1885
S2 1.1733 1.1733 1.1932
S3 1.1547 1.1663 1.1915
S4 1.1360 1.1477 1.1863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1990 1.1804 0.0187 1.6% 0.0063 0.5% 87% False False 59
10 1.1990 1.1772 0.0219 1.8% 0.0055 0.5% 89% False False 49
20 1.2053 1.1772 0.0282 2.4% 0.0055 0.5% 69% False False 40
40 1.2317 1.1772 0.0546 4.6% 0.0057 0.5% 36% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2181
2.618 1.2105
1.618 1.2058
1.000 1.2029
0.618 1.2011
HIGH 1.1982
0.618 1.1964
0.500 1.1958
0.382 1.1952
LOW 1.1935
0.618 1.1905
1.000 1.1888
1.618 1.1858
2.618 1.1811
4.250 1.1735
Fisher Pivots for day following 09-Apr-2021
Pivot 1 day 3 day
R1 1.1963 1.1963
PP 1.1961 1.1961
S1 1.1958 1.1958

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

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