CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 22-Feb-2021
Day Change Summary
Previous Current
19-Feb-2021 22-Feb-2021 Change Change % Previous Week
Open 1.2098 1.2130 0.0032 0.3% 1.2129
High 1.2151 1.2175 0.0024 0.2% 1.2177
Low 1.2088 1.2096 0.0009 0.1% 1.2030
Close 1.2122 1.2173 0.0052 0.4% 1.2122
Range 0.0063 0.0079 0.0016 24.6% 0.0147
ATR 0.0069 0.0070 0.0001 1.0% 0.0000
Volume 172,777 192,525 19,748 11.4% 820,667
Daily Pivots for day following 22-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2383 1.2357 1.2216
R3 1.2305 1.2278 1.2195
R2 1.2226 1.2226 1.2187
R1 1.2200 1.2200 1.2180 1.2213
PP 1.2148 1.2148 1.2148 1.2155
S1 1.2121 1.2121 1.2166 1.2135
S2 1.2069 1.2069 1.2159
S3 1.1991 1.2043 1.2151
S4 1.1912 1.1964 1.2130
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2550 1.2483 1.2202
R3 1.2403 1.2336 1.2162
R2 1.2256 1.2256 1.2148
R1 1.2189 1.2189 1.2135 1.2149
PP 1.2109 1.2109 1.2109 1.2089
S1 1.2042 1.2042 1.2108 1.2002
S2 1.1962 1.1962 1.2095
S3 1.1815 1.1895 1.2081
S4 1.1668 1.1748 1.2041
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% 0.0072 0.6% 98% False False 202,638
10 1.2177 1.2029 0.0148 1.2% 0.0060 0.5% 98% False False 175,877
20 1.2197 1.1961 0.0237 1.9% 0.0068 0.6% 90% False False 183,722
40 1.2368 1.1961 0.0408 3.3% 0.0072 0.6% 52% False False 168,871
60 1.2368 1.1872 0.0497 4.1% 0.0073 0.6% 61% False False 156,429
80 1.2368 1.1640 0.0728 6.0% 0.0075 0.6% 73% False False 117,620
100 1.2368 1.1640 0.0728 6.0% 0.0073 0.6% 73% False False 94,193
120 1.2368 1.1640 0.0728 6.0% 0.0074 0.6% 73% False False 78,548
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2508
2.618 1.2380
1.618 1.2302
1.000 1.2253
0.618 1.2223
HIGH 1.2175
0.618 1.2145
0.500 1.2135
0.382 1.2126
LOW 1.2096
0.618 1.2047
1.000 1.2018
1.618 1.1969
2.618 1.1890
4.250 1.1762
Fisher Pivots for day following 22-Feb-2021
Pivot 1 day 3 day
R1 1.2160 1.2151
PP 1.2148 1.2130
S1 1.2135 1.2108

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

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