CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 14-Apr-2021
Day Change Summary
Previous Current
13-Apr-2021 14-Apr-2021 Change Change % Previous Week
Open 1.1952 1.2034 0.0082 0.7% 1.1810
High 1.2016 1.2048 0.0032 0.3% 1.1990
Low 1.1947 1.2015 0.0068 0.6% 1.1804
Close 1.2009 1.2034 0.0025 0.2% 1.1966
Range 0.0070 0.0033 -0.0037 -52.5% 0.0187
ATR 0.0060 0.0059 -0.0002 -2.6% 0.0000
Volume 13 33 20 153.8% 297
Daily Pivots for day following 14-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2131 1.2115 1.2052
R3 1.2098 1.2082 1.2043
R2 1.2065 1.2065 1.2040
R1 1.2049 1.2049 1.2037 1.2050
PP 1.2032 1.2032 1.2032 1.2032
S1 1.2016 1.2016 1.2030 1.2017
S2 1.1999 1.1999 1.2027
S3 1.1966 1.1983 1.2024
S4 1.1933 1.1950 1.2015
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 1.2048 1.1927 0.0121 1.0% 0.0052 0.4% 88% True False 71
10 1.2048 1.1772 0.0276 2.3% 0.0057 0.5% 95% True False 45
20 1.2051 1.1772 0.0279 2.3% 0.0054 0.4% 94% False False 40
40 1.2317 1.1772 0.0546 4.5% 0.0058 0.5% 48% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2188
2.618 1.2134
1.618 1.2101
1.000 1.2081
0.618 1.2068
HIGH 1.2048
0.618 1.2035
0.500 1.2031
0.382 1.2027
LOW 1.2015
0.618 1.1994
1.000 1.1982
1.618 1.1961
2.618 1.1928
4.250 1.1874
Fisher Pivots for day following 14-Apr-2021
Pivot 1 day 3 day
R1 1.2033 1.2020
PP 1.2032 1.2006
S1 1.2031 1.1992

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

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