CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 1.2062 1.2127 0.0066 0.5% 1.2110
High 1.2123 1.2224 0.0101 0.8% 1.2224
Low 1.2049 1.2107 0.0059 0.5% 1.2043
Close 1.2109 1.2219 0.0110 0.9% 1.2219
Range 0.0075 0.0117 0.0042 56.4% 0.0181
ATR 0.0061 0.0065 0.0004 6.6% 0.0000
Volume 160 85 -75 -46.9% 352
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2533 1.2492 1.2283
R3 1.2416 1.2376 1.2251
R2 1.2300 1.2300 1.2240
R1 1.2259 1.2259 1.2229 1.2279
PP 1.2183 1.2183 1.2183 1.2193
S1 1.2143 1.2143 1.2208 1.2163
S2 1.2067 1.2067 1.2197
S3 1.1950 1.2026 1.2186
S4 1.1834 1.1910 1.2154
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2705 1.2643 1.2318
R3 1.2524 1.2462 1.2268
R2 1.2343 1.2343 1.2252
R1 1.2281 1.2281 1.2235 1.2312
PP 1.2162 1.2162 1.2162 1.2177
S1 1.2100 1.2100 1.2202 1.2131
S2 1.1981 1.1981 1.2185
S3 1.1800 1.1919 1.2169
S4 1.1619 1.1738 1.2119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2224 1.2043 0.0181 1.5% 0.0061 0.5% 97% True False 70
10 1.2224 1.2043 0.0181 1.5% 0.0059 0.5% 97% True False 147
20 1.2224 1.1936 0.0288 2.4% 0.0056 0.5% 98% True False 108
40 1.2224 1.1772 0.0452 3.7% 0.0055 0.5% 99% True False 74
60 1.2317 1.1772 0.0546 4.5% 0.0057 0.5% 82% False False 63
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 0.0011
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 1.2719
2.618 1.2528
1.618 1.2412
1.000 1.2340
0.618 1.2295
HIGH 1.2224
0.618 1.2179
0.500 1.2165
0.382 1.2152
LOW 1.2107
0.618 1.2035
1.000 1.1991
1.618 1.1919
2.618 1.1802
4.250 1.1612
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 1.2201 1.2190
PP 1.2183 1.2162
S1 1.2165 1.2133

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

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