CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 1.2071 1.2124 0.0053 0.4% 1.2152
High 1.2123 1.2173 0.0050 0.4% 1.2200
Low 1.2065 1.2111 0.0046 0.4% 1.2053
Close 1.2115 1.2145 0.0030 0.2% 1.2145
Range 0.0058 0.0062 0.0004 6.9% 0.0147
ATR 0.0068 0.0068 0.0000 -0.6% 0.0000
Volume 1,189 4,993 3,804 319.9% 8,433
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2329 1.2299 1.2179
R3 1.2267 1.2237 1.2162
R2 1.2205 1.2205 1.2156
R1 1.2175 1.2175 1.2150 1.2190
PP 1.2143 1.2143 1.2143 1.2150
S1 1.2113 1.2113 1.2139 1.2128
S2 1.2081 1.2081 1.2133
S3 1.2019 1.2051 1.2127
S4 1.1957 1.1989 1.2110
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2572 1.2505 1.2225
R3 1.2425 1.2358 1.2185
R2 1.2279 1.2279 1.2171
R1 1.2212 1.2212 1.2158 1.2172
PP 1.2132 1.2132 1.2132 1.2113
S1 1.2065 1.2065 1.2131 1.2026
S2 1.1986 1.1986 1.2118
S3 1.1839 1.1919 1.2104
S4 1.1693 1.1772 1.2064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2200 1.2053 0.0147 1.2% 0.0065 0.5% 62% False False 1,751
10 1.2200 1.1985 0.0215 1.8% 0.0061 0.5% 74% False False 1,482
20 1.2227 1.1985 0.0242 2.0% 0.0065 0.5% 66% False False 1,052
40 1.2392 1.1985 0.0407 3.4% 0.0071 0.6% 39% False False 734
60 1.2392 1.1858 0.0534 4.4% 0.0071 0.6% 54% False False 560
80 1.2392 1.1671 0.0722 5.9% 0.0068 0.6% 66% False False 426
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2437
2.618 1.2335
1.618 1.2273
1.000 1.2235
0.618 1.2211
HIGH 1.2173
0.618 1.2149
0.500 1.2142
0.382 1.2135
LOW 1.2111
0.618 1.2073
1.000 1.2049
1.618 1.2011
2.618 1.1949
4.250 1.1848
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 1.2144 1.2134
PP 1.2143 1.2124
S1 1.2142 1.2113

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

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