CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 1.2217 1.2216 -0.0001 0.0% 1.2189
High 1.2230 1.2217 -0.0013 -0.1% 1.2271
Low 1.2167 1.2120 -0.0047 -0.4% 1.2136
Close 1.2214 1.2128 -0.0087 -0.7% 1.2205
Range 0.0063 0.0097 0.0034 53.2% 0.0135
ATR 0.0067 0.0069 0.0002 3.1% 0.0000
Volume 164,072 197,372 33,300 20.3% 793,352
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2444 1.2382 1.2181
R3 1.2348 1.2286 1.2154
R2 1.2251 1.2251 1.2145
R1 1.2189 1.2189 1.2136 1.2172
PP 1.2155 1.2155 1.2155 1.2146
S1 1.2093 1.2093 1.2119 1.2076
S2 1.2058 1.2058 1.2110
S3 1.1962 1.1996 1.2101
S4 1.1865 1.1900 1.2074
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.2609 1.2542 1.2279
R3 1.2474 1.2407 1.2242
R2 1.2339 1.2339 1.2229
R1 1.2272 1.2272 1.2217 1.2305
PP 1.2204 1.2204 1.2204 1.2221
S1 1.2137 1.2137 1.2192 1.2170
S2 1.2069 1.2069 1.2180
S3 1.1934 1.2002 1.2167
S4 1.1799 1.1867 1.2130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2258 1.2120 0.0138 1.1% 0.0069 0.6% 5% False True 181,366
10 1.2271 1.2120 0.0151 1.2% 0.0068 0.6% 5% False True 165,233
20 1.2271 1.2002 0.0270 2.2% 0.0071 0.6% 47% False False 169,086
40 1.2271 1.1876 0.0395 3.3% 0.0067 0.5% 64% False False 162,670
60 1.2271 1.1722 0.0550 4.5% 0.0067 0.6% 74% False False 169,263
80 1.2271 1.1722 0.0550 4.5% 0.0068 0.6% 74% False False 130,187
100 1.2271 1.1722 0.0550 4.5% 0.0069 0.6% 74% False False 104,282
120 1.2392 1.1722 0.0671 5.5% 0.0070 0.6% 61% False False 86,955
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 0.0010
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2627
2.618 1.2469
1.618 1.2373
1.000 1.2313
0.618 1.2276
HIGH 1.2217
0.618 1.2180
0.500 1.2168
0.382 1.2157
LOW 1.2120
0.618 1.2060
1.000 1.2024
1.618 1.1964
2.618 1.1867
4.250 1.1710
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 1.2168 1.2189
PP 1.2155 1.2169
S1 1.2141 1.2148

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

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