CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 1.1978 1.1889 -0.0089 -0.7% 1.1992
High 1.1986 1.1893 -0.0093 -0.8% 1.2034
Low 1.1888 1.1853 -0.0035 -0.3% 1.1919
Close 1.1897 1.1866 -0.0031 -0.3% 1.1954
Range 0.0098 0.0040 -0.0059 -59.7% 0.0115
ATR 0.0074 0.0072 -0.0002 -3.0% 0.0000
Volume 649 388 -261 -40.2% 696
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1989 1.1967 1.1887
R3 1.1949 1.1927 1.1876
R2 1.1910 1.1910 1.1873
R1 1.1888 1.1888 1.1869 1.1879
PP 1.1870 1.1870 1.1870 1.1866
S1 1.1848 1.1848 1.1862 1.1840
S2 1.1831 1.1831 1.1858
S3 1.1791 1.1809 1.1855
S4 1.1752 1.1769 1.1844
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 1.1853 0.0181 1.5% 0.0071 0.6% 7% False True 297
10 1.2035 1.1853 0.0182 1.5% 0.0070 0.6% 7% False True 320
20 1.2295 1.1853 0.0442 3.7% 0.0073 0.6% 3% False True 287
40 1.2295 1.1853 0.0442 3.7% 0.0065 0.6% 3% False True 219
60 1.2414 1.1853 0.0561 4.7% 0.0064 0.5% 2% False True 153
80 1.2414 1.1853 0.0561 4.7% 0.0062 0.5% 2% False True 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.2060
2.618 1.1996
1.618 1.1956
1.000 1.1932
0.618 1.1917
HIGH 1.1893
0.618 1.1877
0.500 1.1873
0.382 1.1868
LOW 1.1853
0.618 1.1829
1.000 1.1814
1.618 1.1789
2.618 1.1750
4.250 1.1685
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 1.1873 1.1922
PP 1.1870 1.1903
S1 1.1868 1.1884

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

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