CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 1.2072 1.2176 0.0104 0.9% 1.2040
High 1.2180 1.2187 0.0007 0.1% 1.2180
Low 1.2061 1.2136 0.0075 0.6% 1.1995
Close 1.2174 1.2154 -0.0020 -0.2% 1.2174
Range 0.0119 0.0051 -0.0068 -57.1% 0.0185
ATR 0.0070 0.0068 -0.0001 -1.9% 0.0000
Volume 226,470 151,684 -74,786 -33.0% 794,708
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 1.2312 1.2284 1.2182
R3 1.2261 1.2233 1.2168
R2 1.2210 1.2210 1.2163
R1 1.2182 1.2182 1.2159 1.2171
PP 1.2159 1.2159 1.2159 1.2153
S1 1.2131 1.2131 1.2149 1.2120
S2 1.2108 1.2108 1.2145
S3 1.2057 1.2080 1.2140
S4 1.2006 1.2029 1.2126
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 1.2187 1.1995 0.0192 1.6% 0.0071 0.6% 83% True False 164,107
10 1.2187 1.1995 0.0192 1.6% 0.0069 0.6% 83% True False 163,767
20 1.2187 1.1893 0.0295 2.4% 0.0066 0.5% 89% True False 160,372
40 1.2187 1.1722 0.0466 3.8% 0.0066 0.5% 93% True False 160,574
60 1.2271 1.1722 0.0550 4.5% 0.0069 0.6% 79% False False 125,944
80 1.2271 1.1722 0.0550 4.5% 0.0069 0.6% 79% False False 94,645
100 1.2392 1.1722 0.0671 5.5% 0.0070 0.6% 65% False False 75,788
120 1.2392 1.1722 0.0671 5.5% 0.0070 0.6% 65% False False 63,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2404
2.618 1.2321
1.618 1.2270
1.000 1.2238
0.618 1.2219
HIGH 1.2187
0.618 1.2168
0.500 1.2162
0.382 1.2155
LOW 1.2136
0.618 1.2104
1.000 1.2085
1.618 1.2053
2.618 1.2002
4.250 1.1919
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 1.2162 1.2134
PP 1.2159 1.2114
S1 1.2157 1.2094

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

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