CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 19-Apr-2021
Day Change Summary
Previous Current
16-Apr-2021 19-Apr-2021 Change Change % Previous Week
Open 1.1980 1.1992 0.0012 0.1% 1.1916
High 1.2009 1.2063 0.0054 0.4% 1.2009
Low 1.1965 1.1956 -0.0009 -0.1% 1.1886
Close 1.1993 1.2053 0.0061 0.5% 1.1993
Range 0.0044 0.0107 0.0063 142.0% 0.0123
ATR 0.0062 0.0065 0.0003 5.1% 0.0000
Volume 130,084 204,416 74,332 57.1% 758,437
Daily Pivots for day following 19-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2343 1.2305 1.2112
R3 1.2237 1.2198 1.2082
R2 1.2130 1.2130 1.2073
R1 1.2092 1.2092 1.2063 1.2111
PP 1.2024 1.2024 1.2024 1.2034
S1 1.1985 1.1985 1.2043 1.2005
S2 1.1917 1.1917 1.2033
S3 1.1811 1.1879 1.2024
S4 1.1704 1.1772 1.1994
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2330 1.2284 1.2060
R3 1.2207 1.2161 1.2026
R2 1.2085 1.2085 1.2015
R1 1.2039 1.2039 1.2004 1.2062
PP 1.1962 1.1962 1.1962 1.1974
S1 1.1916 1.1916 1.1981 1.1939
S2 1.1840 1.1840 1.1970
S3 1.1717 1.1794 1.1959
S4 1.1595 1.1671 1.1925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2063 1.1893 0.0170 1.4% 0.0061 0.5% 94% True False 164,261
10 1.2063 1.1812 0.0251 2.1% 0.0061 0.5% 96% True False 161,062
20 1.2063 1.1722 0.0341 2.8% 0.0062 0.5% 97% True False 157,809
40 1.2271 1.1722 0.0550 4.6% 0.0071 0.6% 60% False False 129,044
60 1.2271 1.1722 0.0550 4.6% 0.0069 0.6% 60% False False 86,380
80 1.2392 1.1722 0.0671 5.6% 0.0071 0.6% 49% False False 64,889
100 1.2392 1.1722 0.0671 5.6% 0.0071 0.6% 49% False False 51,954
120 1.2392 1.1671 0.0722 6.0% 0.0069 0.6% 53% False False 43,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.2515
2.618 1.2341
1.618 1.2235
1.000 1.2169
0.618 1.2128
HIGH 1.2063
0.618 1.2022
0.500 1.2009
0.382 1.1997
LOW 1.1956
0.618 1.1890
1.000 1.1850
1.618 1.1784
2.618 1.1677
4.250 1.1503
Fisher Pivots for day following 19-Apr-2021
Pivot 1 day 3 day
R1 1.2038 1.2038
PP 1.2024 1.2024
S1 1.2009 1.2009

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

View Archives - Comment on this page... - Back to Index of Symbols