CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 1.1852 1.1847 -0.0005 0.0% 1.1955
High 1.1870 1.1859 -0.0011 -0.1% 1.2015
Low 1.1837 1.1830 -0.0008 -0.1% 1.1830
Close 1.1857 1.1830 -0.0027 -0.2% 1.1857
Range 0.0033 0.0030 -0.0003 -9.2% 0.0185
ATR 0.0064 0.0061 -0.0002 -3.8% 0.0000
Volume 32 39 7 21.9% 233
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1928 1.1909 1.1846
R3 1.1899 1.1879 1.1838
R2 1.1869 1.1869 1.1835
R1 1.1850 1.1850 1.1833 1.1845
PP 1.1840 1.1840 1.1840 1.1837
S1 1.1820 1.1820 1.1827 1.1815
S2 1.1810 1.1810 1.1825
S3 1.1781 1.1791 1.1822
S4 1.1751 1.1761 1.1814
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2456 1.2341 1.1958
R3 1.2271 1.2156 1.1907
R2 1.2086 1.2086 1.1890
R1 1.1971 1.1971 1.1873 1.1936
PP 1.1901 1.1901 1.1901 1.1883
S1 1.1786 1.1786 1.1840 1.1751
S2 1.1716 1.1716 1.1823
S3 1.1531 1.1601 1.1806
S4 1.1346 1.1416 1.1755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1990 1.1830 0.0161 1.4% 0.0034 0.3% 0% False True 27
10 1.2051 1.1830 0.0221 1.9% 0.0050 0.4% 0% False True 32
20 1.2183 1.1830 0.0354 3.0% 0.0059 0.5% 0% False True 39
40 1.2317 1.1830 0.0488 4.1% 0.0057 0.5% 0% False True 35
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1984
2.618 1.1936
1.618 1.1907
1.000 1.1889
0.618 1.1877
HIGH 1.1859
0.618 1.1848
0.500 1.1844
0.382 1.1841
LOW 1.1830
0.618 1.1811
1.000 1.1800
1.618 1.1782
2.618 1.1752
4.250 1.1704
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 1.1844 1.1850
PP 1.1840 1.1843
S1 1.1835 1.1837

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

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