CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 1.2154 1.2131 -0.0023 -0.2% 1.2195
High 1.2183 1.2131 -0.0052 -0.4% 1.2317
Low 1.2123 1.2039 -0.0084 -0.7% 1.2145
Close 1.2140 1.2039 -0.0101 -0.8% 1.2154
Range 0.0060 0.0092 0.0032 53.3% 0.0172
ATR 0.0067 0.0070 0.0002 3.6% 0.0000
Volume 2 30 28 1,400.0% 335
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2346 1.2284 1.2090
R3 1.2254 1.2192 1.2064
R2 1.2162 1.2162 1.2056
R1 1.2100 1.2100 1.2047 1.2085
PP 1.2070 1.2070 1.2070 1.2062
S1 1.2008 1.2008 1.2031 1.1993
S2 1.1978 1.1978 1.2022
S3 1.1886 1.1916 1.2014
S4 1.1794 1.1824 1.1988
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 1.2208 1.2039 0.0169 1.4% 0.0077 0.6% 0% False True 49
10 1.2317 1.2039 0.0278 2.3% 0.0066 0.6% 0% False True 41
20 1.2317 1.2039 0.0278 2.3% 0.0058 0.5% 0% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2522
2.618 1.2372
1.618 1.2280
1.000 1.2223
0.618 1.2188
HIGH 1.2131
0.618 1.2096
0.500 1.2085
0.382 1.2074
LOW 1.2039
0.618 1.1982
1.000 1.1947
1.618 1.1890
2.618 1.1798
4.250 1.1648
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 1.2085 1.2111
PP 1.2070 1.2087
S1 1.2054 1.2063

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

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