CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 07-Apr-2021
Day Change Summary
Previous Current
06-Apr-2021 07-Apr-2021 Change Change % Previous Week
Open 1.1831 1.1890 0.0059 0.5% 1.1812
High 1.1895 1.1932 0.0037 0.3% 1.1814
Low 1.1812 1.1877 0.0066 0.6% 1.1722
Close 1.1888 1.1883 -0.0005 0.0% 1.1789
Range 0.0083 0.0055 -0.0029 -34.3% 0.0092
ATR 0.0070 0.0069 -0.0001 -1.6% 0.0000
Volume 170,700 174,211 3,511 2.1% 633,175
Daily Pivots for day following 07-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2061 1.2026 1.1912
R3 1.2006 1.1972 1.1897
R2 1.1952 1.1952 1.1892
R1 1.1917 1.1917 1.1887 1.1907
PP 1.1897 1.1897 1.1897 1.1892
S1 1.1863 1.1863 1.1878 1.1853
S2 1.1843 1.1843 1.1873
S3 1.1788 1.1808 1.1868
S4 1.1734 1.1754 1.1853
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2051 1.2012 1.1839
R3 1.1959 1.1920 1.1814
R2 1.1867 1.1867 1.1805
R1 1.1828 1.1828 1.1797 1.1801
PP 1.1775 1.1775 1.1775 1.1761
S1 1.1736 1.1736 1.1780 1.1709
S2 1.1683 1.1683 1.1772
S3 1.1591 1.1644 1.1763
S4 1.1499 1.1552 1.1738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1932 1.1722 0.0210 1.8% 0.0069 0.6% 77% True False 156,897
10 1.1932 1.1722 0.0210 1.8% 0.0059 0.5% 77% True False 156,421
20 1.2015 1.1722 0.0293 2.5% 0.0068 0.6% 55% False False 182,450
40 1.2271 1.1722 0.0550 4.6% 0.0070 0.6% 29% False False 97,703
60 1.2271 1.1722 0.0550 4.6% 0.0071 0.6% 29% False False 65,357
80 1.2392 1.1722 0.0671 5.6% 0.0072 0.6% 24% False False 49,098
100 1.2392 1.1722 0.0671 5.6% 0.0070 0.6% 24% False False 39,299
120 1.2392 1.1671 0.0722 6.1% 0.0068 0.6% 29% False False 32,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2163
2.618 1.2074
1.618 1.2020
1.000 1.1986
0.618 1.1965
HIGH 1.1932
0.618 1.1911
0.500 1.1904
0.382 1.1898
LOW 1.1877
0.618 1.1843
1.000 1.1823
1.618 1.1789
2.618 1.1734
4.250 1.1645
Fisher Pivots for day following 07-Apr-2021
Pivot 1 day 3 day
R1 1.1904 1.1869
PP 1.1897 1.1856
S1 1.1890 1.1843

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

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