CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 1.2292 1.2200 -0.0092 -0.7% 1.2195
High 1.2317 1.2208 -0.0109 -0.9% 1.2317
Low 1.2237 1.2145 -0.0092 -0.8% 1.2145
Close 1.2259 1.2154 -0.0105 -0.9% 1.2154
Range 0.0080 0.0063 -0.0017 -21.3% 0.0172
ATR 0.0062 0.0065 0.0004 6.1% 0.0000
Volume 131 166 35 26.7% 335
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2358 1.2319 1.2189
R3 1.2295 1.2256 1.2171
R2 1.2232 1.2232 1.2166
R1 1.2193 1.2193 1.2160 1.2181
PP 1.2169 1.2169 1.2169 1.2163
S1 1.2130 1.2130 1.2148 1.2118
S2 1.2106 1.2106 1.2142
S3 1.2043 1.2067 1.2137
S4 1.1980 1.2004 1.2119
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2721 1.2610 1.2249
R3 1.2549 1.2438 1.2201
R2 1.2377 1.2377 1.2186
R1 1.2266 1.2266 1.2170 1.2236
PP 1.2205 1.2205 1.2205 1.2190
S1 1.2094 1.2094 1.2138 1.2064
S2 1.2033 1.2033 1.2122
S3 1.1861 1.1922 1.2107
S4 1.1689 1.1750 1.2059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2317 1.2145 0.0172 1.4% 0.0064 0.5% 5% False True 67
10 1.2317 1.2106 0.0212 1.7% 0.0052 0.4% 23% False False 38
20 1.2317 1.2040 0.0277 2.3% 0.0053 0.4% 41% False False 30
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2476
2.618 1.2373
1.618 1.2310
1.000 1.2271
0.618 1.2247
HIGH 1.2208
0.618 1.2184
0.500 1.2177
0.382 1.2169
LOW 1.2145
0.618 1.2106
1.000 1.2082
1.618 1.2043
2.618 1.1980
4.250 1.1877
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 1.2177 1.2231
PP 1.2169 1.2205
S1 1.2162 1.2180

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

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