CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 1.1873 1.1926 0.0053 0.4% 1.2103
High 1.1941 1.1955 0.0015 0.1% 1.2140
Low 1.1861 1.1894 0.0033 0.3% 1.1920
Close 1.1926 1.1947 0.0021 0.2% 1.1940
Range 0.0080 0.0061 -0.0019 -23.3% 0.0220
ATR 0.0078 0.0077 -0.0001 -1.5% 0.0000
Volume 100,169 322,250 222,081 221.7% 68,344
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2115 1.2092 1.1981
R3 1.2054 1.2031 1.1964
R2 1.1993 1.1993 1.1958
R1 1.1970 1.1970 1.1953 1.1982
PP 1.1932 1.1932 1.1932 1.1938
S1 1.1909 1.1909 1.1941 1.1921
S2 1.1871 1.1871 1.1936
S3 1.1810 1.1848 1.1930
S4 1.1749 1.1787 1.1913
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 1.2088 1.1861 0.0227 1.9% 0.0082 0.7% 38% False False 102,501
10 1.2271 1.1861 0.0410 3.4% 0.0086 0.7% 21% False False 55,332
20 1.2271 1.1861 0.0410 3.4% 0.0072 0.6% 21% False False 29,047
40 1.2271 1.1861 0.0410 3.4% 0.0072 0.6% 21% False False 14,858
60 1.2392 1.1861 0.0531 4.4% 0.0073 0.6% 16% False False 10,014
80 1.2392 1.1820 0.0573 4.8% 0.0071 0.6% 22% False False 7,539
100 1.2392 1.1671 0.0722 6.0% 0.0068 0.6% 38% False False 6,035
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2214
2.618 1.2115
1.618 1.2054
1.000 1.2016
0.618 1.1993
HIGH 1.1955
0.618 1.1932
0.500 1.1925
0.382 1.1917
LOW 1.1894
0.618 1.1856
1.000 1.1833
1.618 1.1795
2.618 1.1734
4.250 1.1635
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 1.1940 1.1934
PP 1.1932 1.1922
S1 1.1925 1.1909

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

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