CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 1.1812 1.1783 -0.0029 -0.2% 1.1900
High 1.1814 1.1793 -0.0021 -0.2% 1.1969
Low 1.1780 1.1729 -0.0051 -0.4% 1.1780
Close 1.1783 1.1736 -0.0047 -0.4% 1.1810
Range 0.0034 0.0064 0.0030 86.8% 0.0189
ATR 0.0069 0.0069 0.0000 -0.6% 0.0000
Volume 137,245 153,942 16,697 12.2% 814,790
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1943 1.1903 1.1771
R3 1.1880 1.1840 1.1753
R2 1.1816 1.1816 1.1748
R1 1.1776 1.1776 1.1742 1.1764
PP 1.1753 1.1753 1.1753 1.1747
S1 1.1713 1.1713 1.1730 1.1701
S2 1.1689 1.1689 1.1724
S3 1.1626 1.1649 1.1719
S4 1.1562 1.1586 1.1701
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2420 1.2304 1.1913
R3 1.2231 1.2115 1.1861
R2 1.2042 1.2042 1.1844
R1 1.1926 1.1926 1.1827 1.1889
PP 1.1853 1.1853 1.1853 1.1835
S1 1.1737 1.1737 1.1792 1.1700
S2 1.1664 1.1664 1.1775
S3 1.1475 1.1548 1.1758
S4 1.1286 1.1359 1.1706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1873 1.1729 0.0144 1.2% 0.0049 0.4% 5% False True 155,945
10 1.2011 1.1729 0.0282 2.4% 0.0067 0.6% 2% False True 167,185
20 1.2140 1.1729 0.0411 3.5% 0.0071 0.6% 2% False True 153,064
40 1.2271 1.1729 0.0542 4.6% 0.0070 0.6% 1% False True 78,217
60 1.2392 1.1729 0.0663 5.6% 0.0072 0.6% 1% False True 52,319
80 1.2392 1.1729 0.0663 5.6% 0.0072 0.6% 1% False True 39,310
100 1.2392 1.1671 0.0722 6.1% 0.0072 0.6% 9% False False 31,455
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2062
2.618 1.1959
1.618 1.1895
1.000 1.1856
0.618 1.1832
HIGH 1.1793
0.618 1.1768
0.500 1.1761
0.382 1.1753
LOW 1.1729
0.618 1.1690
1.000 1.1666
1.618 1.1626
2.618 1.1563
4.250 1.1459
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 1.1761 1.1777
PP 1.1753 1.1763
S1 1.1744 1.1750

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

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