CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 1.2047 1.2026 -0.0022 -0.2% 1.1960
High 1.2054 1.2055 0.0001 0.0% 1.2055
Low 1.2021 1.2019 -0.0002 0.0% 1.1936
Close 1.2036 1.2040 0.0004 0.0% 1.2040
Range 0.0033 0.0036 0.0003 9.1% 0.0119
ATR 0.0057 0.0055 -0.0001 -2.6% 0.0000
Volume 93 14 -79 -84.9% 179
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2146 1.2129 1.2059
R3 1.2110 1.2093 1.2049
R2 1.2074 1.2074 1.2046
R1 1.2057 1.2057 1.2043 1.2065
PP 1.2038 1.2038 1.2038 1.2042
S1 1.2021 1.2021 1.2036 1.2029
S2 1.2002 1.2002 1.2033
S3 1.1966 1.1985 1.2030
S4 1.1930 1.1949 1.2020
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2366 1.2321 1.2105
R3 1.2247 1.2203 1.2072
R2 1.2129 1.2129 1.2061
R1 1.2084 1.2084 1.2050 1.2106
PP 1.2010 1.2010 1.2010 1.2021
S1 1.1966 1.1966 1.2029 1.1988
S2 1.1892 1.1892 1.2018
S3 1.1773 1.1847 1.2007
S4 1.1655 1.1729 1.1974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2055 1.1936 0.0119 1.0% 0.0043 0.4% 87% True False 35
10 1.2055 1.1804 0.0251 2.1% 0.0053 0.4% 94% True False 47
20 1.2055 1.1772 0.0283 2.4% 0.0050 0.4% 95% True False 44
40 1.2317 1.1772 0.0546 4.5% 0.0058 0.5% 49% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2208
2.618 1.2149
1.618 1.2113
1.000 1.2091
0.618 1.2077
HIGH 1.2055
0.618 1.2041
0.500 1.2037
0.382 1.2032
LOW 1.2019
0.618 1.1996
1.000 1.1983
1.618 1.1960
2.618 1.1924
4.250 1.1866
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 1.2039 1.2038
PP 1.2038 1.2036
S1 1.2037 1.2035

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

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