CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 1.2319 1.2252 -0.0067 -0.5% 1.2219
High 1.2329 1.2330 0.0001 0.0% 1.2330
Low 1.2229 1.2249 0.0020 0.2% 1.2208
Close 1.2246 1.2271 0.0025 0.2% 1.2246
Range 0.0100 0.0081 -0.0020 -19.5% 0.0122
ATR 0.0075 0.0076 0.0001 0.8% 0.0000
Volume 131,799 182,283 50,484 38.3% 514,156
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2525 1.2478 1.2315
R3 1.2444 1.2398 1.2293
R2 1.2364 1.2364 1.2286
R1 1.2317 1.2317 1.2278 1.2341
PP 1.2283 1.2283 1.2283 1.2295
S1 1.2237 1.2237 1.2264 1.2260
S2 1.2203 1.2203 1.2256
S3 1.2122 1.2156 1.2249
S4 1.2042 1.2076 1.2227
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2627 1.2559 1.2313
R3 1.2505 1.2437 1.2280
R2 1.2383 1.2383 1.2268
R1 1.2315 1.2315 1.2257 1.2349
PP 1.2261 1.2261 1.2261 1.2279
S1 1.2193 1.2193 1.2235 1.2227
S2 1.2139 1.2139 1.2224
S3 1.2017 1.2071 1.2212
S4 1.1895 1.1949 1.2179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2330 1.2208 0.0122 1.0% 0.0075 0.6% 52% False False 139,287
10 1.2330 1.2158 0.0172 1.4% 0.0076 0.6% 66% False False 153,088
20 1.2330 1.2090 0.0240 2.0% 0.0073 0.6% 75% False False 174,286
40 1.2330 1.1747 0.0584 4.8% 0.0075 0.6% 90% False False 89,661
60 1.2330 1.1640 0.0690 5.6% 0.0074 0.6% 91% False False 59,971
80 1.2330 1.1640 0.0690 5.6% 0.0074 0.6% 91% False False 45,087
100 1.2330 1.1640 0.0690 5.6% 0.0075 0.6% 91% False False 36,080
120 1.2330 1.1436 0.0894 7.3% 0.0076 0.6% 93% False False 30,074
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2672
2.618 1.2540
1.618 1.2460
1.000 1.2410
0.618 1.2379
HIGH 1.2330
0.618 1.2299
0.500 1.2289
0.382 1.2280
LOW 1.2249
0.618 1.2199
1.000 1.2169
1.618 1.2119
2.618 1.2038
4.250 1.1907
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 1.2289 1.2280
PP 1.2283 1.2277
S1 1.2277 1.2274

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

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