CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 30-Apr-2021
Day Change Summary
Previous Current
29-Apr-2021 30-Apr-2021 Change Change % Previous Week
Open 1.2188 1.2162 -0.0026 -0.2% 1.2170
High 1.2207 1.2163 -0.0045 -0.4% 1.2207
Low 1.2163 1.2075 -0.0089 -0.7% 1.2075
Close 1.2183 1.2079 -0.0104 -0.8% 1.2079
Range 0.0044 0.0088 0.0044 100.0% 0.0133
ATR 0.0058 0.0061 0.0004 6.2% 0.0000
Volume 333 165 -168 -50.5% 1,123
Daily Pivots for day following 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2369 1.2312 1.2127
R3 1.2281 1.2224 1.2103
R2 1.2193 1.2193 1.2095
R1 1.2136 1.2136 1.2087 1.2121
PP 1.2105 1.2105 1.2105 1.2098
S1 1.2048 1.2048 1.2071 1.2033
S2 1.2017 1.2017 1.2063
S3 1.1929 1.1960 1.2055
S4 1.1841 1.1872 1.2031
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2518 1.2431 1.2152
R3 1.2385 1.2298 1.2115
R2 1.2253 1.2253 1.2103
R1 1.2166 1.2166 1.2091 1.2143
PP 1.2120 1.2120 1.2120 1.2109
S1 1.2033 1.2033 1.2067 1.2011
S2 1.1988 1.1988 1.2055
S3 1.1855 1.1901 1.2043
S4 1.1723 1.1768 1.2006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2207 1.2075 0.0133 1.1% 0.0057 0.5% 3% False True 224
10 1.2207 1.2005 0.0203 1.7% 0.0060 0.5% 37% False False 163
20 1.2207 1.1804 0.0404 3.3% 0.0056 0.5% 68% False False 105
40 1.2207 1.1772 0.0436 3.6% 0.0056 0.5% 71% False False 74
60 1.2317 1.1772 0.0546 4.5% 0.0056 0.5% 56% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2537
2.618 1.2393
1.618 1.2305
1.000 1.2251
0.618 1.2217
HIGH 1.2163
0.618 1.2129
0.500 1.2119
0.382 1.2108
LOW 1.2075
0.618 1.2020
1.000 1.1987
1.618 1.1932
2.618 1.1844
4.250 1.1701
Fisher Pivots for day following 30-Apr-2021
Pivot 1 day 3 day
R1 1.2119 1.2141
PP 1.2105 1.2120
S1 1.2092 1.2100

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

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