CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 1.2040 1.2073 0.0033 0.3% 1.2109
High 1.2087 1.2075 -0.0012 -0.1% 1.2162
Low 1.2023 1.2009 -0.0015 -0.1% 1.2027
Close 1.2077 1.2022 -0.0055 -0.5% 1.2033
Range 0.0064 0.0066 0.0003 3.9% 0.0135
ATR 0.0067 0.0067 0.0000 0.2% 0.0000
Volume 125,856 160,001 34,145 27.1% 840,399
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 1.2233 1.2193 1.2058
R3 1.2167 1.2127 1.2040
R2 1.2101 1.2101 1.2034
R1 1.2061 1.2061 1.2028 1.2048
PP 1.2035 1.2035 1.2035 1.2028
S1 1.1995 1.1995 1.2015 1.1982
S2 1.1969 1.1969 1.2009
S3 1.1903 1.1929 1.2003
S4 1.1837 1.1863 1.1985
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2479 1.2391 1.2107
R3 1.2344 1.2256 1.2070
R2 1.2209 1.2209 1.2057
R1 1.2121 1.2121 1.2045 1.2097
PP 1.2074 1.2074 1.2074 1.2062
S1 1.1986 1.1986 1.2020 1.1962
S2 1.1939 1.1939 1.2008
S3 1.1804 1.1851 1.1995
S4 1.1669 1.1716 1.1958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2162 1.2009 0.0153 1.3% 0.0074 0.6% 8% False True 170,149
10 1.2162 1.2007 0.0155 1.3% 0.0067 0.6% 10% False False 157,458
20 1.2162 1.1876 0.0286 2.4% 0.0063 0.5% 51% False False 158,276
40 1.2162 1.1722 0.0440 3.7% 0.0066 0.5% 68% False False 168,512
60 1.2271 1.1722 0.0550 4.6% 0.0068 0.6% 55% False False 115,007
80 1.2327 1.1722 0.0605 5.0% 0.0070 0.6% 50% False False 86,414
100 1.2392 1.1722 0.0671 5.6% 0.0070 0.6% 45% False False 69,195
120 1.2392 1.1722 0.0671 5.6% 0.0069 0.6% 45% False False 57,677
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2355
2.618 1.2247
1.618 1.2181
1.000 1.2141
0.618 1.2115
HIGH 1.2075
0.618 1.2049
0.500 1.2042
0.382 1.2034
LOW 1.2009
0.618 1.1968
1.000 1.1943
1.618 1.1902
2.618 1.1836
4.250 1.1728
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 1.2042 1.2073
PP 1.2035 1.2056
S1 1.2028 1.2039

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

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