CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 1.2015 1.2072 0.0057 0.5% 1.2040
High 1.2081 1.2180 0.0099 0.8% 1.2180
Low 1.2002 1.2061 0.0060 0.5% 1.1995
Close 1.2064 1.2174 0.0110 0.9% 1.2174
Range 0.0080 0.0119 0.0040 49.7% 0.0185
ATR 0.0066 0.0070 0.0004 5.8% 0.0000
Volume 148,610 226,470 77,860 52.4% 794,708
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2495 1.2453 1.2239
R3 1.2376 1.2334 1.2206
R2 1.2257 1.2257 1.2195
R1 1.2215 1.2215 1.2184 1.2236
PP 1.2138 1.2138 1.2138 1.2149
S1 1.2096 1.2096 1.2163 1.2117
S2 1.2019 1.2019 1.2152
S3 1.1900 1.1977 1.2141
S4 1.1781 1.1858 1.2108
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2671 1.2607 1.2275
R3 1.2486 1.2422 1.2224
R2 1.2301 1.2301 1.2207
R1 1.2237 1.2237 1.2190 1.2269
PP 1.2116 1.2116 1.2116 1.2132
S1 1.2052 1.2052 1.2157 1.2084
S2 1.1931 1.1931 1.2140
S3 1.1746 1.1867 1.2123
S4 1.1561 1.1682 1.2072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2180 1.1995 0.0185 1.5% 0.0074 0.6% 96% True False 158,941
10 1.2180 1.1995 0.0185 1.5% 0.0070 0.6% 96% True False 163,510
20 1.2180 1.1886 0.0294 2.4% 0.0066 0.5% 98% True False 159,865
40 1.2180 1.1722 0.0459 3.8% 0.0067 0.5% 99% True False 162,479
60 1.2271 1.1722 0.0550 4.5% 0.0069 0.6% 82% False False 123,425
80 1.2271 1.1722 0.0550 4.5% 0.0069 0.6% 82% False False 92,758
100 1.2392 1.1722 0.0671 5.5% 0.0071 0.6% 67% False False 74,273
120 1.2392 1.1722 0.0671 5.5% 0.0069 0.6% 67% False False 61,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.2686
2.618 1.2492
1.618 1.2373
1.000 1.2299
0.618 1.2254
HIGH 1.2180
0.618 1.2135
0.500 1.2121
0.382 1.2106
LOW 1.2061
0.618 1.1987
1.000 1.1942
1.618 1.1868
2.618 1.1749
4.250 1.1555
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 1.2156 1.2145
PP 1.2138 1.2116
S1 1.2121 1.2088

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

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