CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 19-Apr-2021
Day Change Summary
Previous Current
16-Apr-2021 19-Apr-2021 Change Change % Previous Week
Open 1.2026 1.2029 0.0004 0.0% 1.1960
High 1.2055 1.2109 0.0054 0.4% 1.2055
Low 1.2019 1.2005 -0.0014 -0.1% 1.1936
Close 1.2040 1.2100 0.0061 0.5% 1.2040
Range 0.0036 0.0104 0.0068 188.9% 0.0119
ATR 0.0055 0.0059 0.0003 6.2% 0.0000
Volume 14 80 66 471.4% 179
Daily Pivots for day following 19-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2383 1.2346 1.2157
R3 1.2279 1.2242 1.2129
R2 1.2175 1.2175 1.2119
R1 1.2138 1.2138 1.2110 1.2156
PP 1.2071 1.2071 1.2071 1.2080
S1 1.2034 1.2034 1.2090 1.2052
S2 1.1967 1.1967 1.2081
S3 1.1863 1.1930 1.2071
S4 1.1759 1.1826 1.2043
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 1.2109 1.1947 0.0162 1.3% 0.0055 0.5% 95% True False 46
10 1.2109 1.1861 0.0248 2.0% 0.0056 0.5% 97% True False 55
20 1.2109 1.1772 0.0337 2.8% 0.0052 0.4% 97% True False 47
40 1.2317 1.1772 0.0546 4.5% 0.0059 0.5% 60% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.2551
2.618 1.2381
1.618 1.2277
1.000 1.2213
0.618 1.2173
HIGH 1.2109
0.618 1.2069
0.500 1.2057
0.382 1.2044
LOW 1.2005
0.618 1.1940
1.000 1.1901
1.618 1.1836
2.618 1.1732
4.250 1.1563
Fisher Pivots for day following 19-Apr-2021
Pivot 1 day 3 day
R1 1.2086 1.2086
PP 1.2071 1.2071
S1 1.2057 1.2057

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

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