CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 1.2200 1.2198 -0.0002 0.0% 1.2133
High 1.2221 1.2206 -0.0015 -0.1% 1.2221
Low 1.2196 1.2165 -0.0031 -0.3% 1.2103
Close 1.2209 1.2194 -0.0015 -0.1% 1.2194
Range 0.0025 0.0041 0.0016 64.0% 0.0119
ATR 0.0000 0.0058 0.0058 0.0000
Volume 23 7 -16 -69.6% 87
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2311 1.2293 1.2216
R3 1.2270 1.2252 1.2205
R2 1.2229 1.2229 1.2201
R1 1.2211 1.2211 1.2197 1.2200
PP 1.2188 1.2188 1.2188 1.2182
S1 1.2170 1.2170 1.2190 1.2159
S2 1.2147 1.2147 1.2186
S3 1.2106 1.2129 1.2182
S4 1.2065 1.2088 1.2171
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2528 1.2479 1.2259
R3 1.2409 1.2361 1.2226
R2 1.2291 1.2291 1.2215
R1 1.2242 1.2242 1.2204 1.2267
PP 1.2172 1.2172 1.2172 1.2185
S1 1.2124 1.2124 1.2183 1.2148
S2 1.2054 1.2054 1.2172
S3 1.1935 1.2005 1.2161
S4 1.1817 1.1887 1.2128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2221 1.2103 0.0119 1.0% 0.0039 0.3% 77% False False 17
10 1.2221 1.2040 0.0181 1.5% 0.0053 0.4% 85% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2380
2.618 1.2313
1.618 1.2272
1.000 1.2247
0.618 1.2231
HIGH 1.2206
0.618 1.2190
0.500 1.2186
0.382 1.2181
LOW 1.2165
0.618 1.2140
1.000 1.2124
1.618 1.2099
2.618 1.2058
4.250 1.1991
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 1.2191 1.2193
PP 1.2188 1.2193
S1 1.2186 1.2193

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

View Archives - Comment on this page... - Back to Index of Symbols