CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 1.2030 1.1964 -0.0067 -0.6% 1.2119
High 1.2030 1.1999 -0.0032 -0.3% 1.2183
Low 1.1975 1.1923 -0.0052 -0.4% 1.1975
Close 1.1986 1.1930 -0.0056 -0.5% 1.1986
Range 0.0056 0.0076 0.0021 36.9% 0.0209
ATR 0.0069 0.0070 0.0000 0.7% 0.0000
Volume 127 15 -112 -88.2% 209
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2178 1.2130 1.1972
R3 1.2102 1.2054 1.1951
R2 1.2026 1.2026 1.1944
R1 1.1978 1.1978 1.1937 1.1964
PP 1.1950 1.1950 1.1950 1.1943
S1 1.1902 1.1902 1.1923 1.1888
S2 1.1874 1.1874 1.1916
S3 1.1798 1.1826 1.1909
S4 1.1722 1.1750 1.1888
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 1.1923 0.0261 2.2% 0.0076 0.6% 3% False True 40
10 1.2317 1.1923 0.0395 3.3% 0.0069 0.6% 2% False True 53
20 1.2317 1.1923 0.0395 3.3% 0.0056 0.5% 2% False True 34
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 1.2322
2.618 1.2197
1.618 1.2121
1.000 1.2075
0.618 1.2045
HIGH 1.1999
0.618 1.1969
0.500 1.1961
0.382 1.1952
LOW 1.1923
0.618 1.1876
1.000 1.1847
1.618 1.1800
2.618 1.1724
4.250 1.1600
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 1.1961 1.2027
PP 1.1950 1.1995
S1 1.1940 1.1962

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

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