CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 12-Apr-2021
Day Change Summary
Previous Current
09-Apr-2021 12-Apr-2021 Change Change % Previous Week
Open 1.1953 1.1960 0.0008 0.1% 1.1810
High 1.1982 1.1981 -0.0001 0.0% 1.1990
Low 1.1935 1.1936 0.0002 0.0% 1.1804
Close 1.1966 1.1968 0.0002 0.0% 1.1966
Range 0.0047 0.0045 -0.0003 -5.3% 0.0187
ATR 0.0061 0.0060 -0.0001 -1.9% 0.0000
Volume 85 26 -59 -69.4% 297
Daily Pivots for day following 12-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2095 1.2076 1.1992
R3 1.2050 1.2031 1.1980
R2 1.2006 1.2006 1.1976
R1 1.1987 1.1987 1.1972 1.1996
PP 1.1961 1.1961 1.1961 1.1966
S1 1.1942 1.1942 1.1963 1.1952
S2 1.1917 1.1917 1.1959
S3 1.1872 1.1898 1.1955
S4 1.1828 1.1853 1.1943
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 1.1861 0.0129 1.1% 0.0056 0.5% 83% False False 64
10 1.1990 1.1772 0.0219 1.8% 0.0056 0.5% 90% False False 49
20 1.2051 1.1772 0.0279 2.3% 0.0054 0.4% 70% False False 38
40 1.2317 1.1772 0.0546 4.6% 0.0058 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2170
2.618 1.2097
1.618 1.2053
1.000 1.2025
0.618 1.2008
HIGH 1.1981
0.618 1.1964
0.500 1.1958
0.382 1.1953
LOW 1.1936
0.618 1.1908
1.000 1.1892
1.618 1.1864
2.618 1.1819
4.250 1.1747
Fisher Pivots for day following 12-Apr-2021
Pivot 1 day 3 day
R1 1.1964 1.1964
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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