CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	1.2277	1.2299	0.0022	0.2%	1.2191
High	1.2308	1.2314	0.0006	0.0%	1.2328
Low	1.2184	1.2210	0.0027	0.2%	1.2172
Close	1.2304	1.2219	-0.0086	-0.7%	1.2297
Range	0.0125	0.0104	-0.0021	-16.5%	0.0156
ATR	0.0074	0.0076	0.0002	2.9%	0.0000
Volume	422	383	-39	-9.2%	1,247

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2560	1.2493	1.2276
R3	1.2456	1.2389	1.2247
R2	1.2352	1.2352	1.2238
R1	1.2285	1.2285	1.2228	1.2266
PP	1.2248	1.2248	1.2248	1.2238
S1	1.2181	1.2181	1.2209	1.2162
S2	1.2144	1.2144	1.2199
S3	1.2040	1.2077	1.2190
S4	1.1936	1.1973	1.2161

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	1.2181	0.0148	1.2%	0.0088	0.7%	26%	False	False	356
10	1.2328	1.2116	0.0212	1.7%	0.0076	0.6%	48%	False	False	316
20	1.2328	1.1896	0.0432	3.5%	0.0073	0.6%	75%	False	False	230
40	1.2328	1.1671	0.0658	5.4%	0.0068	0.6%	83%	False	False	127

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2756
2.618	1.2586
1.618	1.2482
1.000	1.2418
0.618	1.2378
HIGH	1.2314
0.618	1.2274
0.500	1.2262
0.382	1.2250
LOW	1.2210
0.618	1.2146
1.000	1.2106
1.618	1.2042
2.618	1.1938
4.250	1.1768

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	1.2262	1.2254
PP	1.2248	1.2242
S1	1.2233	1.2230

Download as Excel Spreadsheet

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

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