CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 1.1963 1.1969 0.0006 0.1% 1.1964
High 1.2015 1.2050 0.0035 0.3% 1.2054
Low 1.1958 1.1963 0.0005 0.0% 1.1913
Close 1.1975 1.2048 0.0073 0.6% 1.2020
Range 0.0057 0.0087 0.0030 53.1% 0.0141
ATR 0.0066 0.0067 0.0001 2.2% 0.0000
Volume 14 5 -9 -64.3% 276
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2280 1.2250 1.2095
R3 1.2193 1.2164 1.2071
R2 1.2107 1.2107 1.2063
R1 1.2077 1.2077 1.2055 1.2092
PP 1.2020 1.2020 1.2020 1.2027
S1 1.1991 1.1991 1.2040 1.2005
S2 1.1934 1.1934 1.2032
S3 1.1847 1.1904 1.2024
S4 1.1761 1.1818 1.2000
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2419 1.2360 1.2098
R3 1.2278 1.2219 1.2059
R2 1.2137 1.2137 1.2046
R1 1.2078 1.2078 1.2033 1.2108
PP 1.1996 1.1996 1.1996 1.2010
S1 1.1937 1.1937 1.2007 1.1967
S2 1.1855 1.1855 1.1994
S3 1.1714 1.1796 1.1981
S4 1.1573 1.1655 1.1942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2054 1.1958 0.0096 0.8% 0.0063 0.5% 93% False False 22
10 1.2131 1.1913 0.0218 1.8% 0.0067 0.6% 62% False False 45
20 1.2317 1.1913 0.0404 3.4% 0.0063 0.5% 33% False False 42
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 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2417
2.618 1.2276
1.618 1.2189
1.000 1.2136
0.618 1.2103
HIGH 1.2050
0.618 1.2016
0.500 1.2006
0.382 1.1996
LOW 1.1963
0.618 1.1910
1.000 1.1877
1.618 1.1823
2.618 1.1737
4.250 1.1595
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 1.2034 1.2033
PP 1.2020 1.2018
S1 1.2006 1.2004

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

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