CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	1.1999	1.1963	-0.0037	-0.3%	1.1964
High	1.2030	1.2015	-0.0015	-0.1%	1.2054
Low	1.1988	1.1958	-0.0030	-0.3%	1.1913
Close	1.1996	1.1975	-0.0022	-0.2%	1.2020
Range	0.0042	0.0057	0.0015	36.1%	0.0141
ATR	0.0067	0.0066	-0.0001	-1.1%	0.0000
Volume	2	14	12	600.0%	276

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2152	1.2120	1.2006
R3	1.2095	1.2063	1.1990
R2	1.2039	1.2039	1.1985
R1	1.2007	1.2007	1.1980	1.2023
PP	1.1982	1.1982	1.1982	1.1990
S1	1.1950	1.1950	1.1969	1.1966
S2	1.1926	1.1926	1.1964
S3	1.1869	1.1894	1.1959
S4	1.1813	1.1837	1.1943

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2419	1.2360	1.2098
R3	1.2278	1.2219	1.2059
R2	1.2137	1.2137	1.2046
R1	1.2078	1.2078	1.2033	1.2108
PP	1.1996	1.1996	1.1996	1.2010
S1	1.1937	1.1937	1.2007	1.1967
S2	1.1855	1.1855	1.1994
S3	1.1714	1.1796	1.1981
S4	1.1573	1.1655	1.1942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2054	1.1942	0.0112	0.9%	0.0057	0.5%	29%	False	False	54
10	1.2183	1.1913	0.0270	2.3%	0.0064	0.5%	23%	False	False	45
20	1.2317	1.1913	0.0404	3.4%	0.0061	0.5%	15%	False	False	42

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	1.2255
2.618	1.2162
1.618	1.2106
1.000	1.2071
0.618	1.2049
HIGH	1.2015
0.618	1.1993
0.500	1.1986
0.382	1.1980
LOW	1.1958
0.618	1.1923
1.000	1.1902
1.618	1.1867
2.618	1.1810
4.250	1.1718

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	1.1986	1.2006
PP	1.1982	1.1995
S1	1.1978	1.1985

Download as Excel Spreadsheet

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

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