CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 1.1961 1.1919 -0.0042 -0.4% 1.1992
High 1.1982 1.1992 0.0010 0.1% 1.2034
Low 1.1919 1.1918 -0.0001 0.0% 1.1919
Close 1.1954 1.1987 0.0033 0.3% 1.1954
Range 0.0063 0.0074 0.0011 17.6% 0.0115
ATR 0.0073 0.0073 0.0000 0.1% 0.0000
Volume 134 132 -2 -1.5% 696
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2186 1.2160 1.2027
R3 1.2112 1.2086 1.2007
R2 1.2039 1.2039 1.2000
R1 1.2013 1.2013 1.1993 1.2026
PP 1.1965 1.1965 1.1965 1.1972
S1 1.1939 1.1939 1.1980 1.1952
S2 1.1892 1.1892 1.1973
S3 1.1818 1.1866 1.1966
S4 1.1745 1.1792 1.1946
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2314 1.2249 1.2017
R3 1.2199 1.2134 1.1985
R2 1.2084 1.2084 1.1975
R1 1.2019 1.2019 1.1964 1.1994
PP 1.1969 1.1969 1.1969 1.1956
S1 1.1904 1.1904 1.1943 1.1879
S2 1.1854 1.1854 1.1932
S3 1.1739 1.1789 1.1922
S4 1.1624 1.1674 1.1890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2034 1.1918 0.0116 1.0% 0.0077 0.6% 59% False True 138
10 1.2035 1.1890 0.0145 1.2% 0.0069 0.6% 67% False False 263
20 1.2295 1.1890 0.0405 3.4% 0.0071 0.6% 24% False False 240
40 1.2295 1.1890 0.0405 3.4% 0.0065 0.5% 24% False False 194
60 1.2414 1.1890 0.0524 4.4% 0.0063 0.5% 18% False False 136
80 1.2414 1.1890 0.0524 4.4% 0.0061 0.5% 18% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2304
2.618 1.2184
1.618 1.2110
1.000 1.2065
0.618 1.2037
HIGH 1.1992
0.618 1.1963
0.500 1.1955
0.382 1.1946
LOW 1.1918
0.618 1.1873
1.000 1.1845
1.618 1.1799
2.618 1.1726
4.250 1.1606
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 1.1976 1.1983
PP 1.1965 1.1980
S1 1.1955 1.1976

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

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