CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 1.1943 1.1873 -0.0070 -0.6% 1.2103
High 1.1958 1.1941 -0.0017 -0.1% 1.2140
Low 1.1870 1.1861 -0.0009 -0.1% 1.1920
Close 1.1883 1.1926 0.0043 0.4% 1.1940
Range 0.0088 0.0080 -0.0008 -9.1% 0.0220
ATR 0.0078 0.0078 0.0000 0.2% 0.0000
Volume 51,403 100,169 48,766 94.9% 68,344
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2148 1.2116 1.1970
R3 1.2068 1.2037 1.1948
R2 1.1989 1.1989 1.1941
R1 1.1957 1.1957 1.1933 1.1973
PP 1.1909 1.1909 1.1909 1.1917
S1 1.1878 1.1878 1.1919 1.1894
S2 1.1830 1.1830 1.1911
S3 1.1750 1.1798 1.1904
S4 1.1671 1.1719 1.1882
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2660 1.2520 1.2061
R3 1.2440 1.2300 1.2000
R2 1.2220 1.2220 1.1980
R1 1.2080 1.2080 1.1960 1.2040
PP 1.2000 1.2000 1.2000 1.1980
S1 1.1860 1.1860 1.1919 1.1820
S2 1.1780 1.1780 1.1899
S3 1.1560 1.1640 1.1879
S4 1.1340 1.1420 1.1819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2140 1.1861 0.0279 2.3% 0.0084 0.7% 23% False True 39,353
10 1.2271 1.1861 0.0410 3.4% 0.0086 0.7% 16% False True 23,506
20 1.2271 1.1861 0.0410 3.4% 0.0073 0.6% 16% False True 12,957
40 1.2271 1.1861 0.0410 3.4% 0.0073 0.6% 16% False True 6,811
60 1.2392 1.1861 0.0531 4.5% 0.0073 0.6% 12% False True 4,647
80 1.2392 1.1808 0.0584 4.9% 0.0071 0.6% 20% False False 3,511
100 1.2392 1.1671 0.0722 6.0% 0.0068 0.6% 35% False False 2,813
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2278
2.618 1.2149
1.618 1.2069
1.000 1.2020
0.618 1.1990
HIGH 1.1941
0.618 1.1910
0.500 1.1901
0.382 1.1891
LOW 1.1861
0.618 1.1812
1.000 1.1782
1.618 1.1732
2.618 1.1653
4.250 1.1523
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 1.1918 1.1931
PP 1.1909 1.1929
S1 1.1901 1.1928

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

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