CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 1.2110 1.2070 -0.0040 -0.3% 1.2170
High 1.2132 1.2079 -0.0054 -0.4% 1.2207
Low 1.2071 1.2056 -0.0015 -0.1% 1.2075
Close 1.2124 1.2068 -0.0056 -0.5% 1.2079
Range 0.0062 0.0023 -0.0039 -63.4% 0.0133
ATR 0.0061 0.0062 0.0000 0.7% 0.0000
Volume 18 68 50 277.8% 1,123
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 1.2135 1.2124 1.2080
R3 1.2113 1.2102 1.2074
R2 1.2090 1.2090 1.2072
R1 1.2079 1.2079 1.2070 1.2073
PP 1.2068 1.2068 1.2068 1.2065
S1 1.2057 1.2057 1.2066 1.2051
S2 1.2045 1.2045 1.2064
S3 1.2023 1.2034 1.2062
S4 1.2000 1.2012 1.2056
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2518 1.2431 1.2152
R3 1.2385 1.2298 1.2115
R2 1.2253 1.2253 1.2103
R1 1.2166 1.2166 1.2091 1.2143
PP 1.2120 1.2120 1.2120 1.2109
S1 1.2033 1.2033 1.2067 1.2011
S2 1.1988 1.1988 1.2055
S3 1.1855 1.1901 1.2043
S4 1.1723 1.1768 1.2006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2207 1.2056 0.0151 1.3% 0.0058 0.5% 8% False True 158
10 1.2207 1.2055 0.0152 1.3% 0.0052 0.4% 9% False False 160
20 1.2207 1.1927 0.0281 2.3% 0.0053 0.4% 50% False False 109
40 1.2207 1.1772 0.0436 3.6% 0.0055 0.5% 68% False False 72
60 1.2317 1.1772 0.0546 4.5% 0.0055 0.5% 54% False False 60
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 0.0012
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.2174
2.618 1.2137
1.618 1.2115
1.000 1.2101
0.618 1.2092
HIGH 1.2079
0.618 1.2070
0.500 1.2067
0.382 1.2065
LOW 1.2056
0.618 1.2042
1.000 1.2034
1.618 1.2020
2.618 1.1997
4.250 1.1960
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 1.2068 1.2109
PP 1.2068 1.2096
S1 1.2067 1.2082

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

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