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

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