CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 1.2249 1.2325 0.0076 0.6% 1.2191
High 1.2328 1.2325 -0.0003 0.0% 1.2328
Low 1.2245 1.2281 0.0036 0.3% 1.2172
Close 1.2318 1.2297 -0.0022 -0.2% 1.2297
Range 0.0084 0.0045 -0.0039 -46.7% 0.0156
ATR 0.0072 0.0070 -0.0002 -2.7% 0.0000
Volume 393 189 -204 -51.9% 1,247
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2434 1.2410 1.2321
R3 1.2390 1.2365 1.2309
R2 1.2345 1.2345 1.2305
R1 1.2321 1.2321 1.2301 1.2311
PP 1.2301 1.2301 1.2301 1.2296
S1 1.2276 1.2276 1.2292 1.2266
S2 1.2256 1.2256 1.2288
S3 1.2212 1.2232 1.2284
S4 1.2167 1.2187 1.2272
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2734 1.2671 1.2382
R3 1.2578 1.2515 1.2339
R2 1.2422 1.2422 1.2325
R1 1.2359 1.2359 1.2311 1.2390
PP 1.2266 1.2266 1.2266 1.2281
S1 1.2203 1.2203 1.2282 1.2234
S2 1.2110 1.2110 1.2268
S3 1.1954 1.2047 1.2254
S4 1.1798 1.1891 1.2211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2328 1.2172 0.0156 1.3% 0.0064 0.5% 80% False False 249
10 1.2328 1.2116 0.0212 1.7% 0.0065 0.5% 85% False False 317
20 1.2328 1.1858 0.0470 3.8% 0.0069 0.6% 93% False False 195
40 1.2328 1.1671 0.0658 5.3% 0.0064 0.5% 95% False False 107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2514
2.618 1.2442
1.618 1.2397
1.000 1.2370
0.618 1.2353
HIGH 1.2325
0.618 1.2308
0.500 1.2303
0.382 1.2297
LOW 1.2281
0.618 1.2253
1.000 1.2236
1.618 1.2208
2.618 1.2164
4.250 1.2091
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 1.2303 1.2282
PP 1.2301 1.2268
S1 1.2299 1.2254

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

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