CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 1.2174 1.2161 -0.0013 -0.1% 1.1997
High 1.2209 1.2200 -0.0009 -0.1% 1.2209
Low 1.2142 1.2111 -0.0032 -0.3% 1.1957
Close 1.2170 1.2152 -0.0018 -0.1% 1.2170
Range 0.0067 0.0089 0.0023 33.8% 0.0252
ATR 0.0076 0.0077 0.0001 1.2% 0.0000
Volume 54,237 99,919 45,682 84.2% 121,082
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2421 1.2375 1.2200
R3 1.2332 1.2286 1.2176
R2 1.2243 1.2243 1.2168
R1 1.2197 1.2197 1.2160 1.2176
PP 1.2154 1.2154 1.2154 1.2143
S1 1.2108 1.2108 1.2143 1.2087
S2 1.2065 1.2065 1.2135
S3 1.1976 1.2019 1.2127
S4 1.1887 1.1930 1.2103
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2866 1.2769 1.2308
R3 1.2615 1.2518 1.2239
R2 1.2363 1.2363 1.2216
R1 1.2266 1.2266 1.2193 1.2315
PP 1.2112 1.2112 1.2112 1.2136
S1 1.2015 1.2015 1.2146 1.2063
S2 1.1860 1.1860 1.2123
S3 1.1609 1.1763 1.2100
S4 1.1357 1.1512 1.2031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2209 1.1963 0.0246 2.0% 0.0091 0.7% 77% False False 42,119
10 1.2209 1.1833 0.0376 3.1% 0.0082 0.7% 85% False False 23,853
20 1.2209 1.1781 0.0428 3.5% 0.0072 0.6% 87% False False 12,632
40 1.2209 1.1640 0.0569 4.7% 0.0075 0.6% 90% False False 6,642
60 1.2209 1.1640 0.0569 4.7% 0.0074 0.6% 90% False False 4,585
80 1.2209 1.1640 0.0569 4.7% 0.0075 0.6% 90% False False 3,456
100 1.2209 1.1441 0.0768 6.3% 0.0077 0.6% 93% False False 2,773
120 1.2209 1.1248 0.0961 7.9% 0.0077 0.6% 94% False False 2,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2578
2.618 1.2433
1.618 1.2344
1.000 1.2289
0.618 1.2255
HIGH 1.2200
0.618 1.2166
0.500 1.2155
0.382 1.2144
LOW 1.2111
0.618 1.2055
1.000 1.2022
1.618 1.1966
2.618 1.1877
4.250 1.1732
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 1.2155 1.2160
PP 1.2154 1.2157
S1 1.2153 1.2154

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

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