CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 1.1923 1.1966 0.0044 0.4% 1.2119
High 1.1985 1.2000 0.0015 0.1% 1.2183
Low 1.1913 1.1942 0.0029 0.2% 1.1975
Close 1.1973 1.1994 0.0021 0.2% 1.1986
Range 0.0072 0.0058 -0.0014 -19.4% 0.0209
ATR 0.0070 0.0069 -0.0001 -1.2% 0.0000
Volume 5 166 161 3,220.0% 209
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2153 1.2131 1.2025
R3 1.2095 1.2073 1.2009
R2 1.2037 1.2037 1.2004
R1 1.2015 1.2015 1.1999 1.2026
PP 1.1979 1.1979 1.1979 1.1984
S1 1.1957 1.1957 1.1988 1.1968
S2 1.1921 1.1921 1.1983
S3 1.1863 1.1899 1.1978
S4 1.1805 1.1841 1.1962
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 1.2131 1.1913 0.0218 1.8% 0.0071 0.6% 37% False False 68
10 1.2317 1.1913 0.0404 3.4% 0.0072 0.6% 20% False False 69
20 1.2317 1.1913 0.0404 3.4% 0.0058 0.5% 20% False False 41
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2247
2.618 1.2152
1.618 1.2094
1.000 1.2058
0.618 1.2036
HIGH 1.2000
0.618 1.1978
0.500 1.1971
0.382 1.1964
LOW 1.1942
0.618 1.1906
1.000 1.1884
1.618 1.1848
2.618 1.1790
4.250 1.1696
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 1.1986 1.1981
PP 1.1979 1.1969
S1 1.1971 1.1957

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

View Archives - Comment on this page... - Back to Index of Symbols