CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 1.1854 1.1823 -0.0032 -0.3% 1.1919
High 1.1870 1.1849 -0.0022 -0.2% 1.1992
Low 1.1805 1.1811 0.0006 0.1% 1.1805
Close 1.1819 1.1833 0.0014 0.1% 1.1833
Range 0.0066 0.0038 -0.0028 -42.0% 0.0187
ATR 0.0072 0.0069 -0.0002 -3.4% 0.0000
Volume 787 436 -351 -44.6% 2,392
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1945 1.1927 1.1854
R3 1.1907 1.1889 1.1843
R2 1.1869 1.1869 1.1840
R1 1.1851 1.1851 1.1836 1.1860
PP 1.1831 1.1831 1.1831 1.1835
S1 1.1813 1.1813 1.1830 1.1822
S2 1.1793 1.1793 1.1826
S3 1.1755 1.1775 1.1823
S4 1.1717 1.1737 1.1812
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2437 1.2322 1.1936
R3 1.2250 1.2135 1.1884
R2 1.2063 1.2063 1.1867
R1 1.1948 1.1948 1.1850 1.1912
PP 1.1876 1.1876 1.1876 1.1858
S1 1.1761 1.1761 1.1816 1.1725
S2 1.1689 1.1689 1.1799
S3 1.1502 1.1574 1.1782
S4 1.1315 1.1387 1.1730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1992 1.1805 0.0187 1.6% 0.0063 0.5% 15% False False 478
10 1.2034 1.1805 0.0230 1.9% 0.0068 0.6% 12% False False 308
20 1.2160 1.1805 0.0356 3.0% 0.0070 0.6% 8% False False 329
40 1.2295 1.1805 0.0490 4.1% 0.0064 0.5% 6% False False 246
60 1.2414 1.1805 0.0610 5.2% 0.0064 0.5% 5% False False 174
80 1.2414 1.1805 0.0610 5.2% 0.0062 0.5% 5% False False 133
100 1.2414 1.1716 0.0699 5.9% 0.0060 0.5% 17% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 1.2010
2.618 1.1948
1.618 1.1910
1.000 1.1887
0.618 1.1872
HIGH 1.1849
0.618 1.1834
0.500 1.1830
0.382 1.1825
LOW 1.1811
0.618 1.1787
1.000 1.1773
1.618 1.1749
2.618 1.1711
4.250 1.1649
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 1.1832 1.1849
PP 1.1831 1.1843
S1 1.1830 1.1838

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

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