CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 1.2153 1.2145 -0.0008 -0.1% 1.2133
High 1.2153 1.2167 0.0014 0.1% 1.2221
Low 1.2106 1.2145 0.0040 0.3% 1.2103
Close 1.2113 1.2161 0.0049 0.4% 1.2194
Range 0.0048 0.0022 -0.0026 -54.7% 0.0119
ATR 0.0060 0.0060 0.0000 -0.7% 0.0000
Volume 8 3 -5 -62.5% 87
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2222 1.2213 1.2173
R3 1.2201 1.2192 1.2167
R2 1.2179 1.2179 1.2165
R1 1.2170 1.2170 1.2163 1.2175
PP 1.2158 1.2158 1.2158 1.2160
S1 1.2149 1.2149 1.2159 1.2153
S2 1.2136 1.2136 1.2157
S3 1.2115 1.2127 1.2155
S4 1.2093 1.2106 1.2149
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% 0.0040 0.3% 40% False False 14
10 1.2245 1.2040 0.0205 1.7% 0.0049 0.4% 59% False False 16
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 0.0012
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2258
2.618 1.2223
1.618 1.2201
1.000 1.2188
0.618 1.2180
HIGH 1.2167
0.618 1.2158
0.500 1.2156
0.382 1.2153
LOW 1.2145
0.618 1.2132
1.000 1.2124
1.618 1.2110
2.618 1.2089
4.250 1.2054
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 1.2159 1.2175
PP 1.2158 1.2170
S1 1.2156 1.2166

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

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