CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 08-Apr-2021
Day Change Summary
Previous Current
07-Apr-2021 08-Apr-2021 Change Change % Previous Week
Open 1.1967 1.1939 -0.0028 -0.2% 1.1847
High 1.1976 1.1990 0.0015 0.1% 1.1859
Low 1.1927 1.1927 -0.0001 0.0% 1.1772
Close 1.1930 1.1981 0.0051 0.4% 1.1836
Range 0.0049 0.0064 0.0015 30.9% 0.0088
ATR 0.0062 0.0062 0.0000 0.2% 0.0000
Volume 4 202 198 4,950.0% 167
Daily Pivots for day following 08-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2156 1.2132 1.2015
R3 1.2093 1.2068 1.1998
R2 1.2029 1.2029 1.1992
R1 1.2005 1.2005 1.1986 1.2017
PP 1.1966 1.1966 1.1966 1.1972
S1 1.1941 1.1941 1.1975 1.1954
S2 1.1902 1.1902 1.1969
S3 1.1839 1.1878 1.1963
S4 1.1775 1.1814 1.1946
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 1.1990 1.1780 0.0211 1.8% 0.0066 0.5% 95% True False 43
10 1.1990 1.1772 0.0219 1.8% 0.0051 0.4% 96% True False 41
20 1.2054 1.1772 0.0283 2.4% 0.0056 0.5% 74% False False 37
40 1.2317 1.1772 0.0546 4.6% 0.0057 0.5% 38% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2260
2.618 1.2156
1.618 1.2093
1.000 1.2054
0.618 1.2029
HIGH 1.1990
0.618 1.1966
0.500 1.1958
0.382 1.1951
LOW 1.1927
0.618 1.1887
1.000 1.1863
1.618 1.1824
2.618 1.1760
4.250 1.1657
Fisher Pivots for day following 08-Apr-2021
Pivot 1 day 3 day
R1 1.1973 1.1962
PP 1.1966 1.1944
S1 1.1958 1.1926

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

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