CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 1.2034 1.2047 0.0014 0.1% 1.1810
High 1.2048 1.2054 0.0006 0.0% 1.1990
Low 1.2015 1.2021 0.0006 0.0% 1.1804
Close 1.2034 1.2036 0.0003 0.0% 1.1966
Range 0.0033 0.0033 0.0000 0.0% 0.0187
ATR 0.0059 0.0057 -0.0002 -3.1% 0.0000
Volume 33 93 60 181.8% 297
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2136 1.2119 1.2054
R3 1.2103 1.2086 1.2045
R2 1.2070 1.2070 1.2042
R1 1.2053 1.2053 1.2039 1.2045
PP 1.2037 1.2037 1.2037 1.2033
S1 1.2020 1.2020 1.2033 1.2012
S2 1.2004 1.2004 1.2030
S3 1.1971 1.1987 1.2027
S4 1.1938 1.1954 1.2018
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 1.2054 1.1935 0.0119 1.0% 0.0045 0.4% 85% True False 50
10 1.2054 1.1780 0.0274 2.3% 0.0056 0.5% 94% True False 46
20 1.2054 1.1772 0.0282 2.3% 0.0051 0.4% 94% True False 44
40 1.2317 1.1772 0.0546 4.5% 0.0057 0.5% 48% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Fibonacci Retracements and Extensions
4.250 1.2194
2.618 1.2140
1.618 1.2107
1.000 1.2087
0.618 1.2074
HIGH 1.2054
0.618 1.2041
0.500 1.2037
0.382 1.2033
LOW 1.2021
0.618 1.2000
1.000 1.1988
1.618 1.1967
2.618 1.1934
4.250 1.1880
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 1.2037 1.2024
PP 1.2037 1.2012
S1 1.2036 1.2000

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

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