CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 1.2163 1.2152 -0.0011 -0.1% 1.2079
High 1.2163 1.2200 0.0037 0.3% 1.2179
Low 1.2112 1.2125 0.0013 0.1% 1.2053
Close 1.2146 1.2145 -0.0001 0.0% 1.2146
Range 0.0051 0.0075 0.0024 46.1% 0.0127
ATR 0.0066 0.0067 0.0001 0.9% 0.0000
Volume 325 1,213 888 273.2% 4,633
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2380 1.2337 1.2186
R3 1.2306 1.2263 1.2165
R2 1.2231 1.2231 1.2159
R1 1.2188 1.2188 1.2152 1.2172
PP 1.2157 1.2157 1.2157 1.2149
S1 1.2114 1.2114 1.2138 1.2098
S2 1.2082 1.2082 1.2131
S3 1.2008 1.2039 1.2125
S4 1.1933 1.1965 1.2104
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2505 1.2452 1.2216
R3 1.2379 1.2326 1.2181
R2 1.2252 1.2252 1.2169
R1 1.2199 1.2199 1.2158 1.2226
PP 1.2126 1.2126 1.2126 1.2139
S1 1.2073 1.2073 1.2134 1.2099
S2 1.1999 1.1999 1.2123
S3 1.1873 1.1946 1.2111
S4 1.1746 1.1820 1.2076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2200 1.2080 0.0120 1.0% 0.0054 0.4% 55% True False 972
10 1.2200 1.1985 0.0215 1.8% 0.0062 0.5% 75% True False 991
20 1.2227 1.1985 0.0242 2.0% 0.0067 0.5% 66% False False 770
40 1.2392 1.1985 0.0407 3.4% 0.0072 0.6% 39% False False 579
60 1.2392 1.1858 0.0534 4.4% 0.0070 0.6% 54% False False 443
80 1.2392 1.1671 0.0722 5.9% 0.0067 0.5% 66% False False 336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2516
2.618 1.2395
1.618 1.2320
1.000 1.2274
0.618 1.2246
HIGH 1.2200
0.618 1.2171
0.500 1.2162
0.382 1.2153
LOW 1.2125
0.618 1.2079
1.000 1.2051
1.618 1.2004
2.618 1.1930
4.250 1.1808
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 1.2162 1.2156
PP 1.2157 1.2152
S1 1.2151 1.2149

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

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