CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 1.1952 1.2008 0.0056 0.5% 1.1943
High 1.2015 1.2012 -0.0003 0.0% 1.2015
Low 1.1940 1.1934 -0.0006 -0.1% 1.1861
Close 1.2007 1.1973 -0.0034 -0.3% 1.1973
Range 0.0075 0.0079 0.0004 4.7% 0.0154
ATR 0.0076 0.0077 0.0000 0.2% 0.0000
Volume 327,729 227,916 -99,813 -30.5% 1,029,467
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2208 1.2169 1.2016
R3 1.2130 1.2091 1.1995
R2 1.2051 1.2051 1.1987
R1 1.2012 1.2012 1.1980 1.1993
PP 1.1973 1.1973 1.1973 1.1963
S1 1.1934 1.1934 1.1966 1.1914
S2 1.1894 1.1894 1.1959
S3 1.1816 1.1855 1.1951
S4 1.1737 1.1777 1.1930
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2410 1.2345 1.2057
R3 1.2257 1.2192 1.2015
R2 1.2103 1.2103 1.2001
R1 1.2038 1.2038 1.1987 1.2071
PP 1.1950 1.1950 1.1950 1.1966
S1 1.1885 1.1885 1.1959 1.1917
S2 1.1796 1.1796 1.1945
S3 1.1643 1.1731 1.1931
S4 1.1489 1.1578 1.1889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2015 1.1861 0.0154 1.3% 0.0076 0.6% 73% False False 205,893
10 1.2140 1.1861 0.0279 2.3% 0.0081 0.7% 40% False False 109,781
20 1.2271 1.1861 0.0410 3.4% 0.0077 0.6% 27% False False 56,685
40 1.2271 1.1861 0.0410 3.4% 0.0072 0.6% 27% False False 28,716
60 1.2392 1.1861 0.0531 4.4% 0.0074 0.6% 21% False False 19,264
80 1.2392 1.1858 0.0534 4.5% 0.0072 0.6% 22% False False 14,484
100 1.2392 1.1671 0.0722 6.0% 0.0069 0.6% 42% False False 11,591
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2346
2.618 1.2218
1.618 1.2139
1.000 1.2091
0.618 1.2061
HIGH 1.2012
0.618 1.1982
0.500 1.1973
0.382 1.1963
LOW 1.1934
0.618 1.1885
1.000 1.1855
1.618 1.1806
2.618 1.1728
4.250 1.1600
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 1.1973 1.1967
PP 1.1973 1.1961
S1 1.1973 1.1954

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

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