CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 1.2194 1.2207 0.0013 0.1% 1.2150
High 1.2271 1.2210 -0.0061 -0.5% 1.2271
Low 1.2184 1.2091 -0.0093 -0.8% 1.2091
Close 1.2213 1.2106 -0.0107 -0.9% 1.2106
Range 0.0088 0.0119 0.0032 36.0% 0.0180
ATR 0.0069 0.0073 0.0004 5.5% 0.0000
Volume 5,741 5,421 -320 -5.6% 27,148
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2493 1.2418 1.2171
R3 1.2374 1.2299 1.2139
R2 1.2255 1.2255 1.2128
R1 1.2180 1.2180 1.2117 1.2158
PP 1.2136 1.2136 1.2136 1.2125
S1 1.2061 1.2061 1.2095 1.2039
S2 1.2017 1.2017 1.2084
S3 1.1898 1.1942 1.2073
S4 1.1779 1.1823 1.2041
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2696 1.2581 1.2205
R3 1.2516 1.2401 1.2156
R2 1.2336 1.2336 1.2139
R1 1.2221 1.2221 1.2123 1.2189
PP 1.2156 1.2156 1.2156 1.2140
S1 1.2041 1.2041 1.2090 1.2009
S2 1.1976 1.1976 1.2073
S3 1.1796 1.1861 1.2057
S4 1.1616 1.1681 1.2007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2271 1.2091 0.0180 1.5% 0.0080 0.7% 8% False True 5,429
10 1.2271 1.2053 0.0218 1.8% 0.0072 0.6% 24% False False 3,590
20 1.2271 1.1985 0.0286 2.4% 0.0068 0.6% 42% False False 2,275
40 1.2392 1.1985 0.0407 3.4% 0.0072 0.6% 30% False False 1,388
60 1.2392 1.1985 0.0407 3.4% 0.0072 0.6% 30% False False 1,008
80 1.2392 1.1671 0.0722 6.0% 0.0071 0.6% 60% False False 765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 45 trading days
Fibonacci Retracements and Extensions
4.250 1.2716
2.618 1.2522
1.618 1.2403
1.000 1.2329
0.618 1.2284
HIGH 1.2210
0.618 1.2165
0.500 1.2151
0.382 1.2136
LOW 1.2091
0.618 1.2017
1.000 1.1972
1.618 1.1898
2.618 1.1779
4.250 1.1585
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 1.2151 1.2181
PP 1.2136 1.2156
S1 1.2121 1.2131

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

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