CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 1.2202 1.2257 0.0056 0.5% 1.2176
High 1.2256 1.2267 0.0011 0.1% 1.2273
Low 1.2197 1.2189 -0.0009 -0.1% 1.2156
Close 1.2247 1.2209 -0.0039 -0.3% 1.2209
Range 0.0059 0.0078 0.0019 32.2% 0.0118
ATR 0.0067 0.0068 0.0001 1.1% 0.0000
Volume 1,616 966 -650 -40.2% 6,519
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2455 1.2410 1.2251
R3 1.2377 1.2332 1.2230
R2 1.2299 1.2299 1.2223
R1 1.2254 1.2254 1.2216 1.2238
PP 1.2221 1.2221 1.2221 1.2213
S1 1.2176 1.2176 1.2201 1.2160
S2 1.2143 1.2143 1.2194
S3 1.2065 1.2098 1.2187
S4 1.1987 1.2020 1.2166
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2565 1.2504 1.2273
R3 1.2447 1.2387 1.2241
R2 1.2330 1.2330 1.2230
R1 1.2269 1.2269 1.2219 1.2300
PP 1.2212 1.2212 1.2212 1.2228
S1 1.2152 1.2152 1.2198 1.2182
S2 1.2095 1.2095 1.2187
S3 1.1977 1.2034 1.2176
S4 1.1860 1.1917 1.2144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2273 1.2156 0.0118 1.0% 0.0069 0.6% 45% False False 1,303
10 1.2273 1.2081 0.0193 1.6% 0.0067 0.5% 66% False False 1,277
20 1.2273 1.2019 0.0255 2.1% 0.0067 0.6% 75% False False 1,040
40 1.2273 1.1746 0.0527 4.3% 0.0063 0.5% 88% False False 709
60 1.2273 1.1746 0.0527 4.3% 0.0067 0.5% 88% False False 579
80 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 84% False False 472
100 1.2414 1.1746 0.0668 5.5% 0.0064 0.5% 69% False False 383
120 1.2414 1.1746 0.0668 5.5% 0.0062 0.5% 69% False False 322
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2598
2.618 1.2471
1.618 1.2393
1.000 1.2345
0.618 1.2315
HIGH 1.2267
0.618 1.2237
0.500 1.2228
0.382 1.2218
LOW 1.2189
0.618 1.2140
1.000 1.2111
1.618 1.2062
2.618 1.1984
4.250 1.1857
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 1.2228 1.2231
PP 1.2221 1.2223
S1 1.2215 1.2216

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

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