CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 1.2131 1.2030 -0.0101 -0.8% 1.2119
High 1.2131 1.2030 -0.0101 -0.8% 1.2183
Low 1.2039 1.1975 -0.0065 -0.5% 1.1975
Close 1.2039 1.1986 -0.0053 -0.4% 1.1986
Range 0.0092 0.0056 -0.0037 -39.7% 0.0209
ATR 0.0070 0.0069 0.0000 -0.5% 0.0000
Volume 30 127 97 323.3% 209
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2163 1.2130 1.2017
R3 1.2108 1.2075 1.2001
R2 1.2052 1.2052 1.1996
R1 1.2019 1.2019 1.1991 1.2008
PP 1.1997 1.1997 1.1997 1.1991
S1 1.1964 1.1964 1.1981 1.1953
S2 1.1941 1.1941 1.1976
S3 1.1886 1.1908 1.1971
S4 1.1830 1.1853 1.1955
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2673 1.2538 1.2101
R3 1.2465 1.2330 1.2043
R2 1.2256 1.2256 1.2024
R1 1.2121 1.2121 1.2005 1.2085
PP 1.2048 1.2048 1.2048 1.2030
S1 1.1913 1.1913 1.1967 1.1876
S2 1.1839 1.1839 1.1948
S3 1.1631 1.1704 1.1929
S4 1.1422 1.1496 1.1871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2183 1.1975 0.0209 1.7% 0.0075 0.6% 6% False True 41
10 1.2317 1.1975 0.0343 2.9% 0.0069 0.6% 3% False True 54
20 1.2317 1.1975 0.0343 2.9% 0.0057 0.5% 3% False True 34
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 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2266
2.618 1.2175
1.618 1.2120
1.000 1.2086
0.618 1.2064
HIGH 1.2030
0.618 1.2009
0.500 1.2002
0.382 1.1996
LOW 1.1975
0.618 1.1940
1.000 1.1919
1.618 1.1885
2.618 1.1829
4.250 1.1739
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 1.2002 1.2079
PP 1.1997 1.2048
S1 1.1991 1.2017

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

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