CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 1.1836 1.1810 -0.0027 -0.2% 1.1847
High 1.1842 1.1880 0.0039 0.3% 1.1859
Low 1.1780 1.1804 0.0024 0.2% 1.1772
Close 1.1836 1.1877 0.0041 0.3% 1.1836
Range 0.0062 0.0077 0.0015 23.4% 0.0088
ATR 0.0061 0.0062 0.0001 1.9% 0.0000
Volume 3 3 0 0.0% 167
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2083 1.2056 1.1919
R3 1.2006 1.1980 1.1898
R2 1.1930 1.1930 1.1891
R1 1.1903 1.1903 1.1884 1.1917
PP 1.1853 1.1853 1.1853 1.1860
S1 1.1827 1.1827 1.1869 1.1840
S2 1.1777 1.1777 1.1862
S3 1.1700 1.1750 1.1855
S4 1.1624 1.1674 1.1834
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2085 1.2048 1.1884
R3 1.1997 1.1960 1.1860
R2 1.1910 1.1910 1.1852
R1 1.1873 1.1873 1.1844 1.1848
PP 1.1822 1.1822 1.1822 1.1810
S1 1.1785 1.1785 1.1828 1.1760
S2 1.1735 1.1735 1.1820
S3 1.1647 1.1698 1.1812
S4 1.1560 1.1610 1.1788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1880 1.1772 0.0109 0.9% 0.0056 0.5% 97% True False 34
10 1.2015 1.1772 0.0244 2.1% 0.0049 0.4% 43% False False 40
20 1.2054 1.1772 0.0283 2.4% 0.0057 0.5% 37% False False 36
40 1.2317 1.1772 0.0546 4.6% 0.0057 0.5% 19% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2205
2.618 1.2080
1.618 1.2004
1.000 1.1957
0.618 1.1927
HIGH 1.1880
0.618 1.1851
0.500 1.1842
0.382 1.1833
LOW 1.1804
0.618 1.1756
1.000 1.1727
1.618 1.1680
2.618 1.1603
4.250 1.1478
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 1.1865 1.1860
PP 1.1853 1.1843
S1 1.1842 1.1826

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

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