CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 02-Mar-2021
Day Change Summary
Previous Current
01-Mar-2021 02-Mar-2021 Change Change % Previous Week
Open 1.2119 1.2079 -0.0041 -0.3% 1.2195
High 1.2175 1.2165 -0.0010 -0.1% 1.2317
Low 1.2105 1.2068 -0.0038 -0.3% 1.2145
Close 1.2123 1.2159 0.0037 0.3% 1.2154
Range 0.0070 0.0098 0.0028 39.3% 0.0172
ATR 0.0066 0.0068 0.0002 3.5% 0.0000
Volume 22 28 6 27.3% 335
Daily Pivots for day following 02-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2423 1.2389 1.2213
R3 1.2326 1.2291 1.2186
R2 1.2228 1.2228 1.2177
R1 1.2194 1.2194 1.2168 1.2211
PP 1.2131 1.2131 1.2131 1.2139
S1 1.2096 1.2096 1.2150 1.2113
S2 1.2033 1.2033 1.2141
S3 1.1936 1.1999 1.2132
S4 1.1838 1.1901 1.2105
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 1.2068 0.0250 2.1% 0.0074 0.6% 37% False True 71
10 1.2317 1.2068 0.0250 2.1% 0.0058 0.5% 37% False True 39
20 1.2317 1.2040 0.0277 2.3% 0.0055 0.5% 43% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.2579
2.618 1.2420
1.618 1.2323
1.000 1.2263
0.618 1.2225
HIGH 1.2165
0.618 1.2128
0.500 1.2116
0.382 1.2105
LOW 1.2068
0.618 1.2007
1.000 1.1970
1.618 1.1910
2.618 1.1812
4.250 1.1653
Fisher Pivots for day following 02-Mar-2021
Pivot 1 day 3 day
R1 1.2145 1.2152
PP 1.2131 1.2145
S1 1.2116 1.2138

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

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