CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 1.2197 1.2143 -0.0054 -0.4% 1.2164
High 1.2197 1.2152 -0.0045 -0.4% 1.2295
Low 1.2116 1.2082 -0.0035 -0.3% 1.2116
Close 1.2130 1.2099 -0.0031 -0.3% 1.2130
Range 0.0081 0.0071 -0.0010 -12.4% 0.0179
ATR 0.0069 0.0069 0.0000 0.2% 0.0000
Volume 235 59 -176 -74.9% 484
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2322 1.2281 1.2138
R3 1.2252 1.2211 1.2118
R2 1.2181 1.2181 1.2112
R1 1.2140 1.2140 1.2105 1.2126
PP 1.2111 1.2111 1.2111 1.2104
S1 1.2070 1.2070 1.2093 1.2055
S2 1.2040 1.2040 1.2086
S3 1.1970 1.1999 1.2080
S4 1.1899 1.1929 1.2060
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2716 1.2601 1.2228
R3 1.2537 1.2423 1.2179
R2 1.2359 1.2359 1.2163
R1 1.2244 1.2244 1.2146 1.2212
PP 1.2180 1.2180 1.2180 1.2164
S1 1.2066 1.2066 1.2114 1.2034
S2 1.2002 1.2002 1.2097
S3 1.1823 1.1887 1.2081
S4 1.1645 1.1709 1.2032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2295 1.2082 0.0213 1.8% 0.0066 0.5% 8% False True 106
10 1.2295 1.2081 0.0214 1.8% 0.0061 0.5% 8% False False 175
20 1.2295 1.2012 0.0283 2.3% 0.0058 0.5% 31% False False 163
40 1.2414 1.2012 0.0402 3.3% 0.0062 0.5% 22% False False 98
60 1.2414 1.2012 0.0402 3.3% 0.0058 0.5% 22% False False 68
80 1.2414 1.1716 0.0699 5.8% 0.0058 0.5% 55% False False 55
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2452
2.618 1.2337
1.618 1.2266
1.000 1.2223
0.618 1.2196
HIGH 1.2152
0.618 1.2125
0.500 1.2117
0.382 1.2108
LOW 1.2082
0.618 1.2038
1.000 1.2011
1.618 1.1967
2.618 1.1897
4.250 1.1782
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 1.2117 1.2188
PP 1.2111 1.2158
S1 1.2105 1.2129

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

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