CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 1.2070 1.2072 0.0002 0.0% 1.2170
High 1.2079 1.2074 -0.0005 0.0% 1.2207
Low 1.2056 1.2043 -0.0014 -0.1% 1.2075
Close 1.2068 1.2055 -0.0013 -0.1% 1.2079
Range 0.0023 0.0032 0.0009 40.0% 0.0133
ATR 0.0062 0.0060 -0.0002 -3.5% 0.0000
Volume 68 21 -47 -69.1% 1,123
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 1.2152 1.2135 1.2072
R3 1.2120 1.2103 1.2064
R2 1.2089 1.2089 1.2061
R1 1.2072 1.2072 1.2058 1.2065
PP 1.2057 1.2057 1.2057 1.2054
S1 1.2040 1.2040 1.2052 1.2033
S2 1.2026 1.2026 1.2049
S3 1.1994 1.2009 1.2046
S4 1.1963 1.1977 1.2038
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 1.2043 0.0165 1.4% 0.0050 0.4% 8% False True 121
10 1.2207 1.2043 0.0165 1.4% 0.0051 0.4% 8% False True 158
20 1.2207 1.1927 0.0281 2.3% 0.0052 0.4% 46% False False 110
40 1.2207 1.1772 0.0436 3.6% 0.0054 0.4% 65% False False 73
60 1.2317 1.1772 0.0546 4.5% 0.0055 0.5% 52% False False 59
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2208
2.618 1.2156
1.618 1.2125
1.000 1.2106
0.618 1.2093
HIGH 1.2074
0.618 1.2062
0.500 1.2058
0.382 1.2055
LOW 1.2043
0.618 1.2023
1.000 1.2011
1.618 1.1992
2.618 1.1960
4.250 1.1909
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 1.2058 1.2087
PP 1.2057 1.2077
S1 1.2056 1.2066

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

View Archives - Comment on this page... - Back to Index of Symbols