CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 13-Apr-2021
Day Change Summary
Previous Current
12-Apr-2021 13-Apr-2021 Change Change % Previous Week
Open 1.1916 1.1928 0.0012 0.1% 1.1777
High 1.1935 1.1972 0.0037 0.3% 1.1943
Low 1.1886 1.1893 0.0007 0.1% 1.1754
Close 1.1921 1.1962 0.0041 0.3% 1.1919
Range 0.0049 0.0079 0.0030 61.2% 0.0190
ATR 0.0066 0.0067 0.0001 1.3% 0.0000
Volume 141,547 181,518 39,971 28.2% 745,363
Daily Pivots for day following 13-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2179 1.2149 1.2005
R3 1.2100 1.2070 1.1983
R2 1.2021 1.2021 1.1976
R1 1.1991 1.1991 1.1969 1.2006
PP 1.1942 1.1942 1.1942 1.1949
S1 1.1912 1.1912 1.1954 1.1927
S2 1.1863 1.1863 1.1947
S3 1.1784 1.1833 1.1940
S4 1.1705 1.1754 1.1918
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2440 1.2369 1.2023
R3 1.2251 1.2179 1.1971
R2 1.2061 1.2061 1.1953
R1 1.1990 1.1990 1.1936 1.2026
PP 1.1872 1.1872 1.1872 1.1890
S1 1.1800 1.1800 1.1901 1.1836
S2 1.1682 1.1682 1.1884
S3 1.1493 1.1611 1.1866
S4 1.1303 1.1421 1.1814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1972 1.1876 0.0096 0.8% 0.0061 0.5% 90% True False 160,027
10 1.1972 1.1722 0.0250 2.1% 0.0066 0.6% 96% True False 156,435
20 1.2011 1.1722 0.0290 2.4% 0.0067 0.6% 83% False False 162,315
40 1.2271 1.1722 0.0550 4.6% 0.0072 0.6% 44% False False 113,260
60 1.2271 1.1722 0.0550 4.6% 0.0070 0.6% 44% False False 75,753
80 1.2392 1.1722 0.0671 5.6% 0.0072 0.6% 36% False False 56,909
100 1.2392 1.1722 0.0671 5.6% 0.0071 0.6% 36% False False 45,558
120 1.2392 1.1671 0.0722 6.0% 0.0068 0.6% 40% False False 37,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2307
2.618 1.2178
1.618 1.2099
1.000 1.2051
0.618 1.2020
HIGH 1.1972
0.618 1.1941
0.500 1.1932
0.382 1.1923
LOW 1.1893
0.618 1.1844
1.000 1.1814
1.618 1.1765
2.618 1.1686
4.250 1.1557
Fisher Pivots for day following 13-Apr-2021
Pivot 1 day 3 day
R1 1.1952 1.1950
PP 1.1942 1.1939
S1 1.1932 1.1927

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

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