CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 19-Mar-2021

Day Change Summary
	Previous	Current
	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	1.2000	1.1952	-0.0048	-0.4%	1.1999
High	1.2051	1.1998	-0.0053	-0.4%	1.2051
Low	1.1982	1.1945	-0.0037	-0.3%	1.1945
Close	1.1983	1.1977	-0.0006	-0.1%	1.1977
Range	0.0069	0.0053	-0.0016	-22.6%	0.0106
ATR	0.0068	0.0067	-0.0001	-1.5%	0.0000
Volume	27	4	-23	-85.2%	52

Daily Pivots for day following 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2132	1.2108	1.2006
R3	1.2079	1.2055	1.1992
R2	1.2026	1.2026	1.1987
R1	1.2002	1.2002	1.1982	1.2014
PP	1.1973	1.1973	1.1973	1.1980
S1	1.1949	1.1949	1.1972	1.1961
S2	1.1920	1.1920	1.1967
S3	1.1867	1.1896	1.1962
S4	1.1814	1.1843	1.1948

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2307	1.2248	1.2035
R3	1.2202	1.2142	1.2006
R2	1.2096	1.2096	1.1996
R1	1.2037	1.2037	1.1987	1.2014
PP	1.1991	1.1991	1.1991	1.1979
S1	1.1931	1.1931	1.1967	1.1908
S2	1.1885	1.1885	1.1958
S3	1.1780	1.1826	1.1948
S4	1.1674	1.1720	1.1919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2051	1.1945	0.0106	0.9%	0.0061	0.5%	30%	False	True	10
10	1.2054	1.1913	0.0141	1.2%	0.0064	0.5%	45%	False	False	32
20	1.2317	1.1913	0.0404	3.4%	0.0067	0.6%	16%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2223
2.618	1.2137
1.618	1.2084
1.000	1.2051
0.618	1.2031
HIGH	1.1998
0.618	1.1978
0.500	1.1972
0.382	1.1965
LOW	1.1945
0.618	1.1912
1.000	1.1892
1.618	1.1859
2.618	1.1806
4.250	1.1720

Fisher Pivots for day following 19-Mar-2021
Pivot	1 day	3 day
R1	1.1975	1.1998
PP	1.1973	1.1991
S1	1.1972	1.1984

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