CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 22-Apr-2021
Day Change Summary
Previous Current
21-Apr-2021 22-Apr-2021 Change Change % Previous Week
Open 1.2088 1.2093 0.0005 0.0% 1.1960
High 1.2101 1.2125 0.0025 0.2% 1.2055
Low 1.2061 1.2055 -0.0006 0.0% 1.1936
Close 1.2090 1.2068 -0.0023 -0.2% 1.2040
Range 0.0040 0.0070 0.0030 75.0% 0.0119
ATR 0.0057 0.0058 0.0001 1.6% 0.0000
Volume 45 296 251 557.8% 179
Daily Pivots for day following 22-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2293 1.2250 1.2106
R3 1.2223 1.2180 1.2087
R2 1.2153 1.2153 1.2080
R1 1.2110 1.2110 1.2074 1.2096
PP 1.2083 1.2083 1.2083 1.2076
S1 1.2040 1.2040 1.2061 1.2026
S2 1.2013 1.2013 1.2055
S3 1.1943 1.1970 1.2048
S4 1.1873 1.1900 1.2029
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% 0.0061 0.5% 47% False False 94
10 1.2140 1.1935 0.0205 1.7% 0.0053 0.4% 65% False False 72
20 1.2140 1.1772 0.0368 3.0% 0.0052 0.4% 80% False False 57
40 1.2317 1.1772 0.0546 4.5% 0.0059 0.5% 54% False False 54
60 1.2317 1.1772 0.0546 4.5% 0.0057 0.5% 54% False False 42
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2423
2.618 1.2308
1.618 1.2238
1.000 1.2195
0.618 1.2168
HIGH 1.2125
0.618 1.2098
0.500 1.2090
0.382 1.2082
LOW 1.2055
0.618 1.2012
1.000 1.1985
1.618 1.1942
2.618 1.1872
4.250 1.1758
Fisher Pivots for day following 22-Apr-2021
Pivot 1 day 3 day
R1 1.2090 1.2097
PP 1.2083 1.2087
S1 1.2075 1.2077

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

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