CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 09-Apr-2021

Day Change Summary
	Previous	Current
	08-Apr-2021	09-Apr-2021	Change	Change %	Previous Week
Open	1.1939	1.1953	0.0014	0.1%	1.1810
High	1.1990	1.1982	-0.0009	-0.1%	1.1990
Low	1.1927	1.1935	0.0008	0.1%	1.1804
Close	1.1981	1.1966	-0.0015	-0.1%	1.1966
Range	0.0064	0.0047	-0.0017	-26.0%	0.0187
ATR	0.0062	0.0061	-0.0001	-1.7%	0.0000
Volume	202	85	-117	-57.9%	297

Daily Pivots for day following 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2102	1.2081	1.1992
R3	1.2055	1.2034	1.1979
R2	1.2008	1.2008	1.1975
R1	1.1987	1.1987	1.1970	1.1997
PP	1.1961	1.1961	1.1961	1.1966
S1	1.1940	1.1940	1.1962	1.1950
S2	1.1914	1.1914	1.1957
S3	1.1867	1.1893	1.1953
S4	1.1820	1.1846	1.1940

Weekly Pivots for week ending 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2479	1.2409	1.2069
R3	1.2293	1.2223	1.2017
R2	1.2106	1.2106	1.2000
R1	1.2036	1.2036	1.1983	1.2071
PP	1.1920	1.1920	1.1920	1.1937
S1	1.1850	1.1850	1.1949	1.1885
S2	1.1733	1.1733	1.1932
S3	1.1547	1.1663	1.1915
S4	1.1360	1.1477	1.1863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1990	1.1804	0.0187	1.6%	0.0063	0.5%	87%	False	False	59
10	1.1990	1.1772	0.0219	1.8%	0.0055	0.5%	89%	False	False	49
20	1.2053	1.1772	0.0282	2.4%	0.0055	0.5%	69%	False	False	40
40	1.2317	1.1772	0.0546	4.6%	0.0057	0.5%	36%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2181
2.618	1.2105
1.618	1.2058
1.000	1.2029
0.618	1.2011
HIGH	1.1982
0.618	1.1964
0.500	1.1958
0.382	1.1952
LOW	1.1935
0.618	1.1905
1.000	1.1888
1.618	1.1858
2.618	1.1811
4.250	1.1735

Fisher Pivots for day following 09-Apr-2021
Pivot	1 day	3 day
R1	1.1963	1.1963
PP	1.1961	1.1961
S1	1.1958	1.1958

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