CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 1.2193 1.2178 -0.0016 -0.1% 1.2110
High 1.2233 1.2202 -0.0031 -0.3% 1.2224
Low 1.2178 1.2117 -0.0061 -0.5% 1.2043
Close 1.2205 1.2132 -0.0074 -0.6% 1.2219
Range 0.0056 0.0086 0.0030 54.1% 0.0181
ATR 0.0062 0.0064 0.0002 3.0% 0.0000
Volume 439 106 -333 -75.9% 352
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 1.2407 1.2355 1.2179
R3 1.2321 1.2269 1.2155
R2 1.2236 1.2236 1.2147
R1 1.2184 1.2184 1.2139 1.2167
PP 1.2150 1.2150 1.2150 1.2142
S1 1.2098 1.2098 1.2124 1.2081
S2 1.2065 1.2065 1.2116
S3 1.1979 1.2013 1.2108
S4 1.1894 1.1927 1.2084
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2705 1.2643 1.2318
R3 1.2524 1.2462 1.2268
R2 1.2343 1.2343 1.2252
R1 1.2281 1.2281 1.2235 1.2312
PP 1.2162 1.2162 1.2162 1.2177
S1 1.2100 1.2100 1.2202 1.2131
S2 1.1981 1.1981 1.2185
S3 1.1800 1.1919 1.2169
S4 1.1619 1.1738 1.2119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2233 1.2049 0.0185 1.5% 0.0075 0.6% 45% False False 170
10 1.2233 1.2043 0.0191 1.6% 0.0062 0.5% 47% False False 145
20 1.2233 1.2005 0.0229 1.9% 0.0058 0.5% 56% False False 135
40 1.2233 1.1772 0.0462 3.8% 0.0056 0.5% 78% False False 87
60 1.2317 1.1772 0.0546 4.5% 0.0058 0.5% 66% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2565
2.618 1.2426
1.618 1.2340
1.000 1.2288
0.618 1.2255
HIGH 1.2202
0.618 1.2169
0.500 1.2159
0.382 1.2149
LOW 1.2117
0.618 1.2064
1.000 1.2031
1.618 1.1978
2.618 1.1893
4.250 1.1753
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 1.2159 1.2175
PP 1.2150 1.2160
S1 1.2141 1.2146

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

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