CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 1.2126 1.2132 0.0006 0.0% 1.2029
High 1.2151 1.2190 0.0039 0.3% 1.2158
Low 1.2118 1.2117 -0.0002 0.0% 1.2005
Close 1.2147 1.2184 0.0038 0.3% 1.2153
Range 0.0033 0.0074 0.0041 122.7% 0.0154
ATR 0.0058 0.0059 0.0001 2.0% 0.0000
Volume 392 209 -183 -46.7% 514
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2384 1.2358 1.2224
R3 1.2311 1.2284 1.2204
R2 1.2237 1.2237 1.2197
R1 1.2211 1.2211 1.2191 1.2224
PP 1.2164 1.2164 1.2164 1.2170
S1 1.2137 1.2137 1.2177 1.2150
S2 1.2090 1.2090 1.2171
S3 1.2017 1.2064 1.2164
S4 1.1943 1.1990 1.2144
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 1.2190 1.2055 0.0135 1.1% 0.0053 0.4% 96% True False 195
10 1.2190 1.2005 0.0186 1.5% 0.0053 0.4% 97% True False 124
20 1.2190 1.1772 0.0419 3.4% 0.0055 0.5% 99% True False 85
40 1.2190 1.1772 0.0419 3.4% 0.0056 0.5% 99% True False 62
60 1.2317 1.1772 0.0546 4.5% 0.0056 0.5% 76% False False 51
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2502
2.618 1.2382
1.618 1.2309
1.000 1.2264
0.618 1.2235
HIGH 1.2190
0.618 1.2162
0.500 1.2153
0.382 1.2145
LOW 1.2117
0.618 1.2071
1.000 1.2043
1.618 1.1998
2.618 1.1924
4.250 1.1804
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 1.2174 1.2174
PP 1.2164 1.2164
S1 1.2153 1.2153

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

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