CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 25-May-2021
Day Change Summary
Previous Current
24-May-2021 25-May-2021 Change Change % Previous Week
Open 1.2221 1.2276 0.0055 0.5% 1.2199
High 1.2278 1.2314 0.0037 0.3% 1.2295
Low 1.2221 1.2261 0.0041 0.3% 1.2178
Close 1.2262 1.2305 0.0043 0.4% 1.2231
Range 0.0057 0.0053 -0.0004 -7.0% 0.0117
ATR 0.0065 0.0064 -0.0001 -1.3% 0.0000
Volume 110 1,599 1,489 1,353.6% 803
Daily Pivots for day following 25-May-2021
Classic Woodie Camarilla DeMark
R4 1.2452 1.2431 1.2334
R3 1.2399 1.2378 1.2319
R2 1.2346 1.2346 1.2314
R1 1.2325 1.2325 1.2309 1.2336
PP 1.2293 1.2293 1.2293 1.2298
S1 1.2272 1.2272 1.2300 1.2283
S2 1.2240 1.2240 1.2295
S3 1.2187 1.2219 1.2290
S4 1.2134 1.2166 1.2275
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2586 1.2525 1.2295
R3 1.2469 1.2408 1.2263
R2 1.2352 1.2352 1.2252
R1 1.2291 1.2291 1.2241 1.2321
PP 1.2235 1.2235 1.2235 1.2250
S1 1.2174 1.2174 1.2220 1.2204
S2 1.2118 1.2118 1.2209
S3 1.2001 1.2057 1.2198
S4 1.1884 1.1940 1.2166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2314 1.2210 0.0104 0.8% 0.0066 0.5% 91% True False 459
10 1.2314 1.2104 0.0211 1.7% 0.0066 0.5% 95% True False 306
20 1.2314 1.2043 0.0272 2.2% 0.0063 0.5% 97% True False 231
40 1.2314 1.1772 0.0543 4.4% 0.0059 0.5% 98% True False 154
60 1.2314 1.1772 0.0543 4.4% 0.0059 0.5% 98% True False 115
80 1.2317 1.1772 0.0546 4.4% 0.0058 0.5% 98% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2539
2.618 1.2453
1.618 1.2400
1.000 1.2367
0.618 1.2347
HIGH 1.2314
0.618 1.2294
0.500 1.2288
0.382 1.2281
LOW 1.2261
0.618 1.2228
1.000 1.2208
1.618 1.2175
2.618 1.2122
4.250 1.2036
Fisher Pivots for day following 25-May-2021
Pivot 1 day 3 day
R1 1.2299 1.2291
PP 1.2293 1.2277
S1 1.2288 1.2263

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

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