CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 1.2077 1.2111 0.0034 0.3% 1.2150
High 1.2122 1.2140 0.0018 0.1% 1.2271
Low 1.2019 1.2070 0.0051 0.4% 1.2091
Close 1.2112 1.2093 -0.0019 -0.2% 1.2106
Range 0.0103 0.0070 -0.0033 -31.7% 0.0180
ATR 0.0075 0.0074 0.0000 -0.4% 0.0000
Volume 17,277 6,510 -10,767 -62.3% 27,148
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2311 1.2272 1.2131
R3 1.2241 1.2202 1.2112
R2 1.2171 1.2171 1.2105
R1 1.2132 1.2132 1.2099 1.2116
PP 1.2101 1.2101 1.2101 1.2093
S1 1.2062 1.2062 1.2086 1.2046
S2 1.2031 1.2031 1.2080
S3 1.1961 1.1992 1.2073
S4 1.1891 1.1922 1.2054
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 1.2019 0.0252 2.1% 0.0090 0.7% 29% False False 8,164
10 1.2271 1.2019 0.0252 2.1% 0.0076 0.6% 29% False False 6,298
20 1.2271 1.1985 0.0286 2.4% 0.0069 0.6% 38% False False 3,655
40 1.2392 1.1985 0.0407 3.4% 0.0072 0.6% 26% False False 2,099
60 1.2392 1.1985 0.0407 3.4% 0.0072 0.6% 26% False False 1,500
80 1.2392 1.1778 0.0614 5.1% 0.0072 0.6% 51% False False 1,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2437
2.618 1.2323
1.618 1.2253
1.000 1.2210
0.618 1.2183
HIGH 1.2140
0.618 1.2113
0.500 1.2105
0.382 1.2096
LOW 1.2070
0.618 1.2026
1.000 1.2000
1.618 1.1956
2.618 1.1886
4.250 1.1772
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 1.2105 1.2088
PP 1.2101 1.2084
S1 1.2097 1.2079

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

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