CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 1.2002 1.1937 -0.0065 -0.5% 1.1975
High 1.2011 1.1959 -0.0052 -0.4% 1.2011
Low 1.1928 1.1896 -0.0033 -0.3% 1.1896
Close 1.1936 1.1930 -0.0006 -0.1% 1.1930
Range 0.0083 0.0064 -0.0020 -23.5% 0.0116
ATR 0.0077 0.0076 -0.0001 -1.3% 0.0000
Volume 198,520 174,375 -24,145 -12.2% 880,643
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2119 1.2088 1.1965
R3 1.2055 1.2024 1.1947
R2 1.1992 1.1992 1.1942
R1 1.1961 1.1961 1.1936 1.1945
PP 1.1928 1.1928 1.1928 1.1920
S1 1.1897 1.1897 1.1924 1.1881
S2 1.1865 1.1865 1.1918
S3 1.1801 1.1834 1.1913
S4 1.1738 1.1770 1.1895
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2292 1.2227 1.1994
R3 1.2177 1.2111 1.1962
R2 1.2061 1.2061 1.1951
R1 1.1996 1.1996 1.1941 1.1971
PP 1.1946 1.1946 1.1946 1.1933
S1 1.1880 1.1880 1.1919 1.1855
S2 1.1830 1.1830 1.1909
S3 1.1715 1.1765 1.1898
S4 1.1599 1.1649 1.1866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2011 1.1896 0.0116 1.0% 0.0075 0.6% 30% False True 176,128
10 1.2015 1.1861 0.0154 1.3% 0.0076 0.6% 45% False False 191,011
20 1.2271 1.1861 0.0410 3.4% 0.0079 0.7% 17% False False 100,280
40 1.2271 1.1861 0.0410 3.4% 0.0072 0.6% 17% False False 50,666
60 1.2392 1.1861 0.0531 4.5% 0.0073 0.6% 13% False False 33,916
80 1.2392 1.1858 0.0534 4.5% 0.0073 0.6% 13% False False 25,490
100 1.2392 1.1671 0.0722 6.0% 0.0070 0.6% 36% False False 20,397
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2229
2.618 1.2125
1.618 1.2062
1.000 1.2023
0.618 1.1998
HIGH 1.1959
0.618 1.1935
0.500 1.1927
0.382 1.1920
LOW 1.1896
0.618 1.1856
1.000 1.1832
1.618 1.1793
2.618 1.1729
4.250 1.1626
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 1.1929 1.1953
PP 1.1928 1.1946
S1 1.1927 1.1938

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

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