CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 1.2139 1.2113 -0.0026 -0.2% 1.1997
High 1.2181 1.2189 0.0009 0.1% 1.2209
Low 1.2090 1.2106 0.0016 0.1% 1.1957
Close 1.2104 1.2164 0.0060 0.5% 1.2170
Range 0.0091 0.0083 -0.0008 -8.3% 0.0252
ATR 0.0076 0.0076 0.0001 0.9% 0.0000
Volume 305,856 362,931 57,075 18.7% 121,082
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2402 1.2366 1.2209
R3 1.2319 1.2283 1.2186
R2 1.2236 1.2236 1.2179
R1 1.2200 1.2200 1.2171 1.2218
PP 1.2153 1.2153 1.2153 1.2162
S1 1.2117 1.2117 1.2156 1.2135
S2 1.2070 1.2070 1.2148
S3 1.1987 1.2034 1.2141
S4 1.1904 1.1951 1.2118
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 1.2090 0.0119 1.0% 0.0074 0.6% 62% False False 193,183
10 1.2209 1.1918 0.0291 2.4% 0.0082 0.7% 85% False False 104,012
20 1.2209 1.1794 0.0415 3.4% 0.0069 0.6% 89% False False 52,931
40 1.2209 1.1640 0.0569 4.7% 0.0076 0.6% 92% False False 26,884
60 1.2209 1.1640 0.0569 4.7% 0.0074 0.6% 92% False False 18,083
80 1.2209 1.1640 0.0569 4.7% 0.0076 0.6% 92% False False 13,602
100 1.2209 1.1571 0.0638 5.2% 0.0077 0.6% 93% False False 10,890
120 1.2209 1.1255 0.0954 7.8% 0.0076 0.6% 95% False False 9,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2542
2.618 1.2406
1.618 1.2323
1.000 1.2272
0.618 1.2240
HIGH 1.2189
0.618 1.2157
0.500 1.2148
0.382 1.2138
LOW 1.2106
0.618 1.2055
1.000 1.2023
1.618 1.1972
2.618 1.1889
4.250 1.1753
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 1.2158 1.2156
PP 1.2153 1.2148
S1 1.2148 1.2140

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

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