CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 1.2198 1.2200 0.0002 0.0% 1.2133
High 1.2206 1.2245 0.0039 0.3% 1.2221
Low 1.2165 1.2178 0.0013 0.1% 1.2103
Close 1.2194 1.2193 -0.0001 0.0% 1.2194
Range 0.0041 0.0067 0.0026 62.2% 0.0119
ATR 0.0058 0.0058 0.0001 1.1% 0.0000
Volume 7 32 25 357.1% 87
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2405 1.2365 1.2229
R3 1.2338 1.2299 1.2211
R2 1.2272 1.2272 1.2205
R1 1.2232 1.2232 1.2199 1.2219
PP 1.2205 1.2205 1.2205 1.2198
S1 1.2166 1.2166 1.2186 1.2152
S2 1.2139 1.2139 1.2180
S3 1.2072 1.2099 1.2174
S4 1.2006 1.2033 1.2156
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 1.2245 1.2134 0.0111 0.9% 0.0045 0.4% 53% True False 18
10 1.2245 1.2040 0.0205 1.7% 0.0052 0.4% 75% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2527
2.618 1.2419
1.618 1.2352
1.000 1.2311
0.618 1.2286
HIGH 1.2245
0.618 1.2219
0.500 1.2211
0.382 1.2203
LOW 1.2178
0.618 1.2137
1.000 1.2112
1.618 1.2070
2.618 1.2004
4.250 1.1895
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 1.2211 1.2205
PP 1.2205 1.2201
S1 1.2199 1.2197

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

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