CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 11-Feb-2021
Day Change Summary
Previous Current
10-Feb-2021 11-Feb-2021 Change Change % Previous Week
Open 1.2203 1.2200 -0.0003 0.0% 1.2200
High 1.2221 1.2221 0.0000 0.0% 1.2217
Low 1.2194 1.2196 0.0002 0.0% 1.2040
Close 1.2208 1.2209 0.0001 0.0% 1.2124
Range 0.0027 0.0025 -0.0002 -7.4% 0.0177
ATR
Volume 24 23 -1 -4.2% 139
Daily Pivots for day following 11-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2284 1.2271 1.2222
R3 1.2259 1.2246 1.2215
R2 1.2234 1.2234 1.2213
R1 1.2221 1.2221 1.2211 1.2227
PP 1.2209 1.2209 1.2209 1.2212
S1 1.2196 1.2196 1.2206 1.2202
S2 1.2184 1.2184 1.2204
S3 1.2159 1.2171 1.2202
S4 1.2134 1.2146 1.2195
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2656 1.2567 1.2221
R3 1.2480 1.2390 1.2173
R2 1.2303 1.2303 1.2156
R1 1.2214 1.2214 1.2140 1.2170
PP 1.2127 1.2127 1.2127 1.2105
S1 1.2037 1.2037 1.2108 1.1994
S2 1.1950 1.1950 1.2092
S3 1.1774 1.1861 1.2075
S4 1.1597 1.1684 1.2027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2221 1.2040 0.0181 1.5% 0.0048 0.4% 93% True False 19
10 1.2240 1.2040 0.0200 1.6% 0.0054 0.4% 84% False False 22
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 0.0014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2327
2.618 1.2286
1.618 1.2261
1.000 1.2246
0.618 1.2236
HIGH 1.2221
0.618 1.2211
0.500 1.2209
0.382 1.2206
LOW 1.2196
0.618 1.2181
1.000 1.2171
1.618 1.2156
2.618 1.2131
4.250 1.2090
Fisher Pivots for day following 11-Feb-2021
Pivot 1 day 3 day
R1 1.2209 1.2198
PP 1.2209 1.2188
S1 1.2209 1.2177

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

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