CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 1.2267 1.2299 0.0033 0.3% 1.2277
High 1.2324 1.2354 0.0030 0.2% 1.2314
Low 1.2267 1.2296 0.0030 0.2% 1.2184
Close 1.2301 1.2333 0.0032 0.3% 1.2235
Range 0.0058 0.0058 0.0001 0.9% 0.0131
ATR 0.0072 0.0071 -0.0001 -1.4% 0.0000
Volume 196 470 274 139.8% 1,045
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2502 1.2475 1.2364
R3 1.2444 1.2417 1.2348
R2 1.2386 1.2386 1.2343
R1 1.2359 1.2359 1.2338 1.2372
PP 1.2328 1.2328 1.2328 1.2334
S1 1.2301 1.2301 1.2327 1.2314
S2 1.2270 1.2270 1.2322
S3 1.2212 1.2243 1.2317
S4 1.2154 1.2185 1.2301
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 1.2354 1.2211 0.0143 1.2% 0.0057 0.5% 85% True False 220
10 1.2354 1.2181 0.0174 1.4% 0.0073 0.6% 88% True False 288
20 1.2354 1.2099 0.0256 2.1% 0.0068 0.6% 92% True False 269
40 1.2354 1.1671 0.0684 5.5% 0.0071 0.6% 97% True False 152
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2601
2.618 1.2506
1.618 1.2448
1.000 1.2412
0.618 1.2390
HIGH 1.2354
0.618 1.2332
0.500 1.2325
0.382 1.2318
LOW 1.2296
0.618 1.2260
1.000 1.2238
1.618 1.2202
2.618 1.2144
4.250 1.2050
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 1.2330 1.2320
PP 1.2328 1.2307
S1 1.2325 1.2294

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

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