CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 1.2107 1.2088 -0.0019 -0.2% 1.1960
High 1.2140 1.2101 -0.0039 -0.3% 1.2055
Low 1.2087 1.2061 -0.0027 -0.2% 1.1936
Close 1.2091 1.2090 -0.0001 0.0% 1.2040
Range 0.0053 0.0040 -0.0013 -23.8% 0.0119
ATR 0.0058 0.0057 -0.0001 -2.3% 0.0000
Volume 39 45 6 15.4% 179
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2204 1.2187 1.2112
R3 1.2164 1.2147 1.2101
R2 1.2124 1.2124 1.2097
R1 1.2107 1.2107 1.2094 1.2115
PP 1.2084 1.2084 1.2084 1.2088
S1 1.2067 1.2067 1.2086 1.2075
S2 1.2044 1.2044 1.2083
S3 1.2004 1.2027 1.2079
S4 1.1964 1.1987 1.2068
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 1.2140 1.2005 0.0135 1.1% 0.0053 0.4% 63% False False 54
10 1.2140 1.1927 0.0213 1.8% 0.0052 0.4% 77% False False 63
20 1.2140 1.1772 0.0368 3.0% 0.0050 0.4% 87% False False 42
40 1.2317 1.1772 0.0546 4.5% 0.0059 0.5% 58% False False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2271
2.618 1.2205
1.618 1.2165
1.000 1.2141
0.618 1.2125
HIGH 1.2101
0.618 1.2085
0.500 1.2081
0.382 1.2076
LOW 1.2061
0.618 1.2036
1.000 1.2021
1.618 1.1996
2.618 1.1956
4.250 1.1891
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 1.2087 1.2084
PP 1.2084 1.2078
S1 1.2081 1.2072

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

View Archives - Comment on this page... - Back to Index of Symbols