CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 20-Apr-2021
Day Change Summary
Previous Current
19-Apr-2021 20-Apr-2021 Change Change % Previous Week
Open 1.2029 1.2107 0.0078 0.6% 1.1960
High 1.2109 1.2140 0.0031 0.3% 1.2055
Low 1.2005 1.2087 0.0083 0.7% 1.1936
Close 1.2100 1.2091 -0.0009 -0.1% 1.2040
Range 0.0104 0.0053 -0.0052 -49.5% 0.0119
ATR 0.0059 0.0058 0.0000 -0.8% 0.0000
Volume 80 39 -41 -51.3% 179
Daily Pivots for day following 20-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2263 1.2230 1.2120
R3 1.2211 1.2177 1.2105
R2 1.2158 1.2158 1.2101
R1 1.2125 1.2125 1.2096 1.2115
PP 1.2106 1.2106 1.2106 1.2101
S1 1.2072 1.2072 1.2086 1.2063
S2 1.2053 1.2053 1.2081
S3 1.2001 1.2020 1.2077
S4 1.1948 1.1967 1.2062
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2366 1.2321 1.2105
R3 1.2247 1.2203 1.2072
R2 1.2129 1.2129 1.2061
R1 1.2084 1.2084 1.2050 1.2106
PP 1.2010 1.2010 1.2010 1.2021
S1 1.1966 1.1966 1.2029 1.1988
S2 1.1892 1.1892 1.2018
S3 1.1773 1.1847 1.2007
S4 1.1655 1.1729 1.1974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2140 1.2005 0.0135 1.1% 0.0052 0.4% 64% True False 51
10 1.2140 1.1927 0.0213 1.8% 0.0053 0.4% 77% True False 58
20 1.2140 1.1772 0.0368 3.0% 0.0051 0.4% 87% True False 43
40 1.2317 1.1772 0.0546 4.5% 0.0059 0.5% 59% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2363
2.618 1.2277
1.618 1.2224
1.000 1.2192
0.618 1.2172
HIGH 1.2140
0.618 1.2119
0.500 1.2113
0.382 1.2107
LOW 1.2087
0.618 1.2055
1.000 1.2035
1.618 1.2002
2.618 1.1950
4.250 1.1864
Fisher Pivots for day following 20-Apr-2021
Pivot 1 day 3 day
R1 1.2113 1.2085
PP 1.2106 1.2078
S1 1.2098 1.2072

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

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