CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 1.2093 1.2115 0.0022 0.2% 1.2029
High 1.2125 1.2158 0.0033 0.3% 1.2158
Low 1.2055 1.2114 0.0059 0.5% 1.2005
Close 1.2068 1.2153 0.0085 0.7% 1.2153
Range 0.0070 0.0045 -0.0026 -36.4% 0.0154
ATR 0.0058 0.0060 0.0002 4.0% 0.0000
Volume 296 54 -242 -81.8% 514
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2275 1.2258 1.2177
R3 1.2230 1.2214 1.2165
R2 1.2186 1.2186 1.2161
R1 1.2169 1.2169 1.2157 1.2178
PP 1.2141 1.2141 1.2141 1.2146
S1 1.2125 1.2125 1.2148 1.2133
S2 1.2097 1.2097 1.2144
S3 1.2052 1.2080 1.2140
S4 1.2008 1.2036 1.2128
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2566 1.2513 1.2237
R3 1.2412 1.2359 1.2195
R2 1.2259 1.2259 1.2181
R1 1.2206 1.2206 1.2167 1.2232
PP 1.2105 1.2105 1.2105 1.2118
S1 1.2052 1.2052 1.2138 1.2079
S2 1.1952 1.1952 1.2124
S3 1.1798 1.1899 1.2110
S4 1.1645 1.1745 1.2068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2158 1.2005 0.0154 1.3% 0.0062 0.5% 96% True False 102
10 1.2158 1.1936 0.0222 1.8% 0.0053 0.4% 98% True False 69
20 1.2158 1.1772 0.0387 3.2% 0.0054 0.4% 99% True False 59
40 1.2208 1.1772 0.0437 3.6% 0.0058 0.5% 87% False False 52
60 1.2317 1.1772 0.0546 4.5% 0.0056 0.5% 70% False False 42
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2347
2.618 1.2275
1.618 1.2230
1.000 1.2203
0.618 1.2186
HIGH 1.2158
0.618 1.2141
0.500 1.2136
0.382 1.2130
LOW 1.2114
0.618 1.2086
1.000 1.2069
1.618 1.2041
2.618 1.1997
4.250 1.1924
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 1.2147 1.2137
PP 1.2141 1.2122
S1 1.2136 1.2107

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

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