CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 1.2256 1.2197 -0.0059 -0.5% 1.2153
High 1.2268 1.2218 -0.0050 -0.4% 1.2252
Low 1.2187 1.2179 -0.0008 -0.1% 1.2133
Close 1.2197 1.2203 0.0006 0.0% 1.2187
Range 0.0081 0.0040 -0.0042 -51.2% 0.0119
ATR 0.0069 0.0067 -0.0002 -3.0% 0.0000
Volume 164,005 152,471 -11,534 -7.0% 782,056
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 1.2318 1.2300 1.2224
R3 1.2279 1.2260 1.2213
R2 1.2239 1.2239 1.2210
R1 1.2221 1.2221 1.2206 1.2230
PP 1.2200 1.2200 1.2200 1.2204
S1 1.2181 1.2181 1.2199 1.2191
S2 1.2160 1.2160 1.2195
S3 1.2121 1.2142 1.2192
S4 1.2081 1.2102 1.2181
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2546 1.2485 1.2252
R3 1.2427 1.2366 1.2219
R2 1.2309 1.2309 1.2208
R1 1.2248 1.2248 1.2197 1.2278
PP 1.2190 1.2190 1.2190 1.2206
S1 1.2129 1.2129 1.2176 1.2160
S2 1.2072 1.2072 1.2165
S3 1.1953 1.2011 1.2154
S4 1.1835 1.1892 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2271 1.2166 0.0105 0.9% 0.0063 0.5% 35% False False 155,007
10 1.2271 1.2078 0.0194 1.6% 0.0066 0.5% 65% False False 156,044
20 1.2271 1.1995 0.0276 2.3% 0.0070 0.6% 75% False False 163,246
40 1.2271 1.1730 0.0542 4.4% 0.0066 0.5% 87% False False 158,903
60 1.2271 1.1722 0.0550 4.5% 0.0068 0.6% 88% False False 159,862
80 1.2271 1.1722 0.0550 4.5% 0.0068 0.6% 88% False False 120,810
100 1.2392 1.1722 0.0671 5.5% 0.0070 0.6% 72% False False 96,756
120 1.2392 1.1722 0.0671 5.5% 0.0070 0.6% 72% False False 80,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.2386
2.618 1.2321
1.618 1.2282
1.000 1.2258
0.618 1.2242
HIGH 1.2218
0.618 1.2203
0.500 1.2198
0.382 1.2194
LOW 1.2179
0.618 1.2154
1.000 1.2139
1.618 1.2115
2.618 1.2075
4.250 1.2011
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 1.2201 1.2225
PP 1.2200 1.2217
S1 1.2198 1.2210

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

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