CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 1.2111 1.2049 -0.0062 -0.5% 1.2054
High 1.2112 1.2101 -0.0012 -0.1% 1.2157
Low 1.2030 1.2041 0.0012 0.1% 1.2029
Close 1.2043 1.2092 0.0049 0.4% 1.2123
Range 0.0083 0.0060 -0.0023 -27.9% 0.0129
ATR 0.0070 0.0069 -0.0001 -1.1% 0.0000
Volume 207,928 176,081 -31,847 -15.3% 745,581
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2256 1.2233 1.2124
R3 1.2197 1.2174 1.2108
R2 1.2137 1.2137 1.2102
R1 1.2114 1.2114 1.2097 1.2126
PP 1.2078 1.2078 1.2078 1.2083
S1 1.2055 1.2055 1.2086 1.2066
S2 1.2018 1.2018 1.2081
S3 1.1959 1.1995 1.2075
S4 1.1899 1.1936 1.2059
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2488 1.2434 1.2194
R3 1.2360 1.2306 1.2158
R2 1.2231 1.2231 1.2147
R1 1.2177 1.2177 1.2135 1.2204
PP 1.2103 1.2103 1.2103 1.2116
S1 1.2049 1.2049 1.2111 1.2076
S2 1.1974 1.1974 1.2099
S3 1.1846 1.1920 1.2088
S4 1.1717 1.1792 1.2052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2177 1.2030 0.0147 1.2% 0.0062 0.5% 42% False False 182,051
10 1.2177 1.1961 0.0216 1.8% 0.0065 0.5% 61% False False 175,400
20 1.2203 1.1961 0.0243 2.0% 0.0067 0.6% 54% False False 180,443
40 1.2368 1.1961 0.0408 3.4% 0.0074 0.6% 32% False False 170,722
60 1.2368 1.1833 0.0535 4.4% 0.0074 0.6% 48% False False 150,395
80 1.2368 1.1640 0.0728 6.0% 0.0075 0.6% 62% False False 113,067
100 1.2368 1.1640 0.0728 6.0% 0.0073 0.6% 62% False False 90,547
120 1.2368 1.1640 0.0728 6.0% 0.0075 0.6% 62% False False 75,504
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2353
2.618 1.2256
1.618 1.2197
1.000 1.2160
0.618 1.2137
HIGH 1.2101
0.618 1.2078
0.500 1.2071
0.382 1.2064
LOW 1.2041
0.618 1.2004
1.000 1.1982
1.618 1.1945
2.618 1.1885
4.250 1.1788
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 1.2085 1.2103
PP 1.2078 1.2099
S1 1.2071 1.2095

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

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