CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 1.2137 1.2090 -0.0048 -0.4% 1.2164
High 1.2160 1.2099 -0.0061 -0.5% 1.2295
Low 1.2094 1.2013 -0.0082 -0.7% 1.2116
Close 1.2116 1.2016 -0.0101 -0.8% 1.2130
Range 0.0066 0.0087 0.0021 31.1% 0.0179
ATR 0.0071 0.0073 0.0002 3.3% 0.0000
Volume 12 620 608 5,066.7% 484
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2302 1.2245 1.2063
R3 1.2215 1.2159 1.2039
R2 1.2129 1.2129 1.2031
R1 1.2072 1.2072 1.2023 1.2057
PP 1.2042 1.2042 1.2042 1.2035
S1 1.1986 1.1986 1.2008 1.1971
S2 1.1956 1.1956 1.2000
S3 1.1869 1.1899 1.1992
S4 1.1783 1.1813 1.1968
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 1.2197 1.2013 0.0184 1.5% 0.0081 0.7% 2% False True 205
10 1.2295 1.2013 0.0282 2.3% 0.0072 0.6% 1% False True 132
20 1.2295 1.2012 0.0283 2.4% 0.0061 0.5% 1% False False 189
40 1.2414 1.2012 0.0402 3.3% 0.0064 0.5% 1% False False 115
60 1.2414 1.2012 0.0402 3.3% 0.0060 0.5% 1% False False 80
80 1.2414 1.1845 0.0570 4.7% 0.0058 0.5% 30% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2467
2.618 1.2325
1.618 1.2239
1.000 1.2186
0.618 1.2152
HIGH 1.2099
0.618 1.2066
0.500 1.2056
0.382 1.2046
LOW 1.2013
0.618 1.1959
1.000 1.1926
1.618 1.1873
2.618 1.1786
4.250 1.1645
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 1.2056 1.2086
PP 1.2042 1.2063
S1 1.2029 1.2039

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

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