CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 1.2237 1.2253 0.0016 0.1% 1.2277
High 1.2267 1.2302 0.0035 0.3% 1.2314
Low 1.2230 1.2233 0.0003 0.0% 1.2184
Close 1.2235 1.2257 0.0022 0.2% 1.2235
Range 0.0037 0.0069 0.0032 85.1% 0.0131
ATR 0.0073 0.0072 0.0000 -0.4% 0.0000
Volume 39 194 155 397.4% 1,045
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2469 1.2431 1.2294
R3 1.2401 1.2363 1.2275
R2 1.2332 1.2332 1.2269
R1 1.2294 1.2294 1.2263 1.2313
PP 1.2264 1.2264 1.2264 1.2273
S1 1.2226 1.2226 1.2250 1.2245
S2 1.2195 1.2195 1.2244
S3 1.2127 1.2157 1.2238
S4 1.2058 1.2089 1.2219
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2636 1.2566 1.2307
R3 1.2505 1.2435 1.2271
R2 1.2375 1.2375 1.2259
R1 1.2305 1.2305 1.2247 1.2275
PP 1.2244 1.2244 1.2244 1.2229
S1 1.2174 1.2174 1.2223 1.2144
S2 1.2114 1.2114 1.2211
S3 1.1983 1.2044 1.2199
S4 1.1853 1.1913 1.2163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2314 1.2184 0.0131 1.1% 0.0080 0.6% 56% False False 247
10 1.2328 1.2172 0.0156 1.3% 0.0072 0.6% 54% False False 248
20 1.2328 1.1987 0.0341 2.8% 0.0073 0.6% 79% False False 246
40 1.2328 1.1671 0.0658 5.4% 0.0070 0.6% 89% False False 137
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2593
2.618 1.2481
1.618 1.2412
1.000 1.2370
0.618 1.2344
HIGH 1.2302
0.618 1.2275
0.500 1.2267
0.382 1.2259
LOW 1.2233
0.618 1.2191
1.000 1.2165
1.618 1.2122
2.618 1.2054
4.250 1.1942
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 1.2267 1.2256
PP 1.2264 1.2256
S1 1.2260 1.2256

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

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