CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 26-Apr-2021
Day Change Summary
Previous Current
23-Apr-2021 26-Apr-2021 Change Change % Previous Week
Open 1.2115 1.2170 0.0056 0.5% 1.2029
High 1.2158 1.2171 0.0013 0.1% 1.2158
Low 1.2114 1.2125 0.0011 0.1% 1.2005
Close 1.2153 1.2153 0.0000 0.0% 1.2153
Range 0.0045 0.0046 0.0002 3.4% 0.0154
ATR 0.0060 0.0059 -0.0001 -1.7% 0.0000
Volume 54 24 -30 -55.6% 514
Daily Pivots for day following 26-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2287 1.2266 1.2178
R3 1.2241 1.2220 1.2165
R2 1.2195 1.2195 1.2161
R1 1.2174 1.2174 1.2157 1.2162
PP 1.2149 1.2149 1.2149 1.2143
S1 1.2128 1.2128 1.2148 1.2116
S2 1.2103 1.2103 1.2144
S3 1.2057 1.2082 1.2140
S4 1.2011 1.2036 1.2127
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 1.2171 1.2055 0.0116 1.0% 0.0051 0.4% 84% True False 91
10 1.2171 1.1947 0.0224 1.8% 0.0053 0.4% 92% True False 69
20 1.2171 1.1772 0.0399 3.3% 0.0054 0.4% 95% True False 59
40 1.2183 1.1772 0.0412 3.4% 0.0058 0.5% 93% False False 48
60 1.2317 1.1772 0.0546 4.5% 0.0056 0.5% 70% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2366
2.618 1.2291
1.618 1.2245
1.000 1.2217
0.618 1.2199
HIGH 1.2171
0.618 1.2153
0.500 1.2148
0.382 1.2142
LOW 1.2125
0.618 1.2096
1.000 1.2079
1.618 1.2050
2.618 1.2004
4.250 1.1929
Fisher Pivots for day following 26-Apr-2021
Pivot 1 day 3 day
R1 1.2151 1.2139
PP 1.2149 1.2126
S1 1.2148 1.2113

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

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