CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 1.2175 1.2111 -0.0064 -0.5% 1.2168
High 1.2193 1.2130 -0.0064 -0.5% 1.2220
Low 1.2093 1.2095 0.0002 0.0% 1.2093
Close 1.2103 1.2122 0.0020 0.2% 1.2103
Range 0.0100 0.0035 -0.0066 -65.5% 0.0127
ATR 0.0067 0.0065 -0.0002 -3.5% 0.0000
Volume 99,452 11,156 -88,296 -88.8% 1,332,607
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2219 1.2205 1.2141
R3 1.2185 1.2171 1.2131
R2 1.2150 1.2150 1.2128
R1 1.2136 1.2136 1.2125 1.2143
PP 1.2116 1.2116 1.2116 1.2119
S1 1.2102 1.2102 1.2119 1.2109
S2 1.2081 1.2081 1.2116
S3 1.2047 1.2067 1.2113
S4 1.2012 1.2033 1.2103
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2518 1.2437 1.2172
R3 1.2391 1.2310 1.2137
R2 1.2265 1.2265 1.2126
R1 1.2184 1.2184 1.2114 1.2161
PP 1.2138 1.2138 1.2138 1.2127
S1 1.2057 1.2057 1.2091 1.2035
S2 1.2012 1.2012 1.2079
S3 1.1885 1.1931 1.2068
S4 1.1759 1.1804 1.2033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2220 1.2093 0.0127 1.0% 0.0053 0.4% 23% False False 238,489
10 1.2258 1.2093 0.0165 1.4% 0.0064 0.5% 18% False False 209,660
20 1.2271 1.2093 0.0178 1.5% 0.0065 0.5% 16% False False 183,600
40 1.2271 1.1956 0.0315 2.6% 0.0067 0.6% 53% False False 174,243
60 1.2271 1.1722 0.0550 4.5% 0.0065 0.5% 73% False False 168,264
80 1.2271 1.1722 0.0550 4.5% 0.0068 0.6% 73% False False 149,151
100 1.2271 1.1722 0.0550 4.5% 0.0068 0.6% 73% False False 119,485
120 1.2392 1.1722 0.0671 5.5% 0.0070 0.6% 60% False False 99,641
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2276
2.618 1.2220
1.618 1.2185
1.000 1.2164
0.618 1.2151
HIGH 1.2130
0.618 1.2116
0.500 1.2112
0.382 1.2108
LOW 1.2095
0.618 1.2074
1.000 1.2061
1.618 1.2039
2.618 1.2005
4.250 1.1948
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 1.2119 1.2144
PP 1.2116 1.2137
S1 1.2112 1.2129

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

View Archives - Comment on this page... - Back to Index of Symbols