CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 18-May-2021
Day Change Summary
Previous Current
17-May-2021 18-May-2021 Change Change % Previous Week
Open 1.2199 1.2217 0.0018 0.1% 1.2214
High 1.2219 1.2283 0.0065 0.5% 1.2233
Low 1.2178 1.2209 0.0031 0.3% 1.2104
Close 1.2210 1.2280 0.0070 0.6% 1.2194
Range 0.0041 0.0075 0.0034 84.0% 0.0130
ATR 0.0063 0.0063 0.0001 1.4% 0.0000
Volume 160 56 -104 -65.0% 1,057
Daily Pivots for day following 18-May-2021
Classic Woodie Camarilla DeMark
R4 1.2481 1.2455 1.2320
R3 1.2406 1.2380 1.2300
R2 1.2332 1.2332 1.2293
R1 1.2306 1.2306 1.2286 1.2319
PP 1.2257 1.2257 1.2257 1.2264
S1 1.2231 1.2231 1.2273 1.2244
S2 1.2183 1.2183 1.2266
S3 1.2108 1.2157 1.2259
S4 1.2034 1.2082 1.2239
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.2565 1.2509 1.2265
R3 1.2436 1.2380 1.2230
R2 1.2306 1.2306 1.2218
R1 1.2250 1.2250 1.2206 1.2214
PP 1.2177 1.2177 1.2177 1.2159
S1 1.2121 1.2121 1.2182 1.2084
S2 1.2047 1.2047 1.2170
S3 1.1918 1.1991 1.2158
S4 1.1788 1.1862 1.2123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2283 1.2104 0.0180 1.5% 0.0066 0.5% 98% True False 154
10 1.2283 1.2043 0.0241 2.0% 0.0065 0.5% 99% True False 153
20 1.2283 1.2043 0.0241 2.0% 0.0059 0.5% 99% True False 157
40 1.2283 1.1772 0.0512 4.2% 0.0055 0.4% 99% True False 100
60 1.2317 1.1772 0.0546 4.4% 0.0059 0.5% 93% False False 83
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2600
2.618 1.2478
1.618 1.2404
1.000 1.2358
0.618 1.2329
HIGH 1.2283
0.618 1.2255
0.500 1.2246
0.382 1.2237
LOW 1.2209
0.618 1.2162
1.000 1.2134
1.618 1.2088
2.618 1.2013
4.250 1.1892
Fisher Pivots for day following 18-May-2021
Pivot 1 day 3 day
R1 1.2268 1.2254
PP 1.2257 1.2228
S1 1.2246 1.2203

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

View Archives - Comment on this page... - Back to Index of Symbols