CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 22-Feb-2021
Day Change Summary
Previous Current
19-Feb-2021 22-Feb-2021 Change Change % Previous Week
Open 1.2191 1.2195 0.0005 0.0% 1.2200
High 1.2217 1.2242 0.0026 0.2% 1.2245
Low 1.2191 1.2167 -0.0024 -0.2% 1.2106
Close 1.2191 1.2242 0.0052 0.4% 1.2191
Range 0.0026 0.0076 0.0050 190.4% 0.0139
ATR 0.0059 0.0061 0.0001 1.9% 0.0000
Volume 0 23 23 43
Daily Pivots for day following 22-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2443 1.2418 1.2284
R3 1.2368 1.2343 1.2263
R2 1.2292 1.2292 1.2256
R1 1.2267 1.2267 1.2249 1.2280
PP 1.2217 1.2217 1.2217 1.2223
S1 1.2192 1.2192 1.2235 1.2204
S2 1.2141 1.2141 1.2228
S3 1.2066 1.2116 1.2221
S4 1.1990 1.2041 1.2200
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2597 1.2533 1.2267
R3 1.2458 1.2394 1.2229
R2 1.2319 1.2319 1.2216
R1 1.2255 1.2255 1.2203 1.2218
PP 1.2180 1.2180 1.2180 1.2162
S1 1.2116 1.2116 1.2178 1.2079
S2 1.2041 1.2041 1.2165
S3 1.1902 1.1977 1.2152
S4 1.1763 1.1838 1.2114
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% 0.0047 0.4% 98% False False 13
10 1.2245 1.2103 0.0142 1.2% 0.0043 0.4% 98% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2563
2.618 1.2440
1.618 1.2364
1.000 1.2318
0.618 1.2289
HIGH 1.2242
0.618 1.2213
0.500 1.2204
0.382 1.2195
LOW 1.2167
0.618 1.2120
1.000 1.2091
1.618 1.2044
2.618 1.1969
4.250 1.1846
Fisher Pivots for day following 22-Feb-2021
Pivot 1 day 3 day
R1 1.2229 1.2226
PP 1.2217 1.2210
S1 1.2204 1.2194

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

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