CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 13-Apr-2021
Day Change Summary
Previous Current
12-Apr-2021 13-Apr-2021 Change Change % Previous Week
Open 1.1960 1.1952 -0.0008 -0.1% 1.1810
High 1.1981 1.2016 0.0036 0.3% 1.1990
Low 1.1936 1.1947 0.0011 0.1% 1.1804
Close 1.1968 1.2009 0.0042 0.3% 1.1966
Range 0.0045 0.0070 0.0025 56.2% 0.0187
ATR 0.0060 0.0060 0.0001 1.2% 0.0000
Volume 26 13 -13 -50.0% 297
Daily Pivots for day following 13-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2199 1.2174 1.2047
R3 1.2130 1.2104 1.2028
R2 1.2060 1.2060 1.2022
R1 1.2035 1.2035 1.2015 1.2047
PP 1.1991 1.1991 1.1991 1.1997
S1 1.1965 1.1965 1.2003 1.1978
S2 1.1921 1.1921 1.1996
S3 1.1852 1.1896 1.1990
S4 1.1782 1.1826 1.1971
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 1.2016 1.1927 0.0090 0.7% 0.0055 0.5% 92% True False 66
10 1.2016 1.1772 0.0245 2.0% 0.0060 0.5% 97% True False 46
20 1.2051 1.1772 0.0279 2.3% 0.0055 0.5% 85% False False 39
40 1.2317 1.1772 0.0546 4.5% 0.0058 0.5% 44% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2311
2.618 1.2198
1.618 1.2128
1.000 1.2086
0.618 1.2059
HIGH 1.2016
0.618 1.1989
0.500 1.1981
0.382 1.1973
LOW 1.1947
0.618 1.1904
1.000 1.1877
1.618 1.1834
2.618 1.1765
4.250 1.1651
Fisher Pivots for day following 13-Apr-2021
Pivot 1 day 3 day
R1 1.2000 1.1998
PP 1.1991 1.1987
S1 1.1981 1.1975

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

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