CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 08-Apr-2021
Day Change Summary
Previous Current
07-Apr-2021 08-Apr-2021 Change Change % Previous Week
Open 1.1890 1.1888 -0.0002 0.0% 1.1812
High 1.1932 1.1943 0.0012 0.1% 1.1814
Low 1.1877 1.1876 -0.0001 0.0% 1.1722
Close 1.1883 1.1933 0.0051 0.4% 1.1789
Range 0.0055 0.0067 0.0013 22.9% 0.0092
ATR 0.0069 0.0069 0.0000 -0.2% 0.0000
Volume 174,211 152,234 -21,977 -12.6% 633,175
Daily Pivots for day following 08-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2118 1.2093 1.1970
R3 1.2051 1.2026 1.1951
R2 1.1984 1.1984 1.1945
R1 1.1959 1.1959 1.1939 1.1972
PP 1.1917 1.1917 1.1917 1.1924
S1 1.1892 1.1892 1.1927 1.1905
S2 1.1850 1.1850 1.1921
S3 1.1783 1.1825 1.1915
S4 1.1716 1.1758 1.1896
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 1.1943 1.1730 0.0214 1.8% 0.0071 0.6% 95% True False 151,184
10 1.1943 1.1722 0.0222 1.9% 0.0062 0.5% 95% True False 154,996
20 1.2015 1.1722 0.0293 2.5% 0.0068 0.6% 72% False False 173,949
40 1.2271 1.1722 0.0550 4.6% 0.0070 0.6% 38% False False 101,498
60 1.2271 1.1722 0.0550 4.6% 0.0071 0.6% 38% False False 67,888
80 1.2392 1.1722 0.0671 5.6% 0.0072 0.6% 32% False False 50,998
100 1.2392 1.1722 0.0671 5.6% 0.0070 0.6% 32% False False 40,821
120 1.2392 1.1671 0.0722 6.0% 0.0068 0.6% 36% False False 34,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2228
2.618 1.2118
1.618 1.2051
1.000 1.2010
0.618 1.1984
HIGH 1.1943
0.618 1.1917
0.500 1.1910
0.382 1.1902
LOW 1.1876
0.618 1.1835
1.000 1.1809
1.618 1.1768
2.618 1.1701
4.250 1.1591
Fisher Pivots for day following 08-Apr-2021
Pivot 1 day 3 day
R1 1.1925 1.1914
PP 1.1917 1.1896
S1 1.1910 1.1877

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

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