CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 17-Feb-2021
Day Change Summary
Previous Current
16-Feb-2021 17-Feb-2021 Change Change % Previous Week
Open 1.2200 1.2153 -0.0047 -0.4% 1.2133
High 1.2245 1.2153 -0.0092 -0.7% 1.2221
Low 1.2178 1.2106 -0.0073 -0.6% 1.2103
Close 1.2193 1.2113 -0.0080 -0.7% 1.2194
Range 0.0067 0.0048 -0.0019 -28.6% 0.0119
ATR 0.0058 0.0060 0.0002 3.5% 0.0000
Volume 32 8 -24 -75.0% 87
Daily Pivots for day following 17-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2266 1.2237 1.2139
R3 1.2219 1.2189 1.2126
R2 1.2171 1.2171 1.2121
R1 1.2142 1.2142 1.2117 1.2133
PP 1.2124 1.2124 1.2124 1.2119
S1 1.2094 1.2094 1.2108 1.2085
S2 1.2076 1.2076 1.2104
S3 1.2029 1.2047 1.2099
S4 1.1981 1.1999 1.2086
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 1.2106 0.0139 1.1% 0.0041 0.3% 5% False True 18
10 1.2245 1.2040 0.0205 1.7% 0.0050 0.4% 35% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2355
2.618 1.2277
1.618 1.2230
1.000 1.2201
0.618 1.2182
HIGH 1.2153
0.618 1.2135
0.500 1.2129
0.382 1.2124
LOW 1.2106
0.618 1.2076
1.000 1.2058
1.618 1.2029
2.618 1.1981
4.250 1.1904
Fisher Pivots for day following 17-Feb-2021
Pivot 1 day 3 day
R1 1.2129 1.2175
PP 1.2124 1.2154
S1 1.2118 1.2133

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

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