CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 1.1736 1.1740 0.0004 0.0% 1.1785
High 1.1769 1.1741 -0.0028 -0.2% 1.1832
Low 1.1721 1.1692 -0.0029 -0.2% 1.1735
Close 1.1739 1.1702 -0.0038 -0.3% 1.1823
Range 0.0048 0.0049 0.0001 2.1% 0.0097
ATR 0.0053 0.0053 0.0000 -0.6% 0.0000
Volume 2,312 1,614 -698 -30.2% 3,633
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1859 1.1829 1.1728
R3 1.1810 1.1780 1.1715
R2 1.1761 1.1761 1.1710
R1 1.1731 1.1731 1.1706 1.1721
PP 1.1712 1.1712 1.1712 1.1707
S1 1.1682 1.1682 1.1697 1.1672
S2 1.1663 1.1663 1.1693
S3 1.1614 1.1633 1.1688
S4 1.1565 1.1584 1.1675
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2088 1.2052 1.1876
R3 1.1991 1.1955 1.1849
R2 1.1894 1.1894 1.1840
R1 1.1858 1.1858 1.1831 1.1876
PP 1.1797 1.1797 1.1797 1.1805
S1 1.1761 1.1761 1.1814 1.1779
S2 1.1700 1.1700 1.1805
S3 1.1603 1.1664 1.1796
S4 1.1506 1.1567 1.1769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1832 1.1692 0.0140 1.2% 0.0055 0.5% 7% False True 1,366
10 1.1864 1.1692 0.0172 1.5% 0.0050 0.4% 6% False True 1,001
20 1.1940 1.1692 0.0248 2.1% 0.0050 0.4% 4% False True 719
40 1.2016 1.1692 0.0324 2.8% 0.0054 0.5% 3% False True 579
60 1.2310 1.1692 0.0618 5.3% 0.0059 0.5% 2% False True 577
80 1.2314 1.1692 0.0622 5.3% 0.0060 0.5% 2% False True 491
100 1.2314 1.1692 0.0622 5.3% 0.0059 0.5% 2% False True 408
120 1.2314 1.1692 0.0622 5.3% 0.0059 0.5% 2% False True 346
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1949
2.618 1.1869
1.618 1.1820
1.000 1.1790
0.618 1.1771
HIGH 1.1741
0.618 1.1722
0.500 1.1717
0.382 1.1711
LOW 1.1692
0.618 1.1662
1.000 1.1643
1.618 1.1613
2.618 1.1564
4.250 1.1484
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 1.1717 1.1752
PP 1.1712 1.1735
S1 1.1707 1.1718

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

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