CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 1.2276 1.2295 0.0020 0.2% 1.2199
High 1.2314 1.2310 -0.0004 0.0% 1.2295
Low 1.2261 1.2231 -0.0030 -0.2% 1.2178
Close 1.2305 1.2240 -0.0065 -0.5% 1.2231
Range 0.0053 0.0079 0.0026 49.1% 0.0117
ATR 0.0064 0.0065 0.0001 1.7% 0.0000
Volume 1,599 407 -1,192 -74.5% 803
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 1.2497 1.2448 1.2283
R3 1.2418 1.2369 1.2262
R2 1.2339 1.2339 1.2254
R1 1.2290 1.2290 1.2247 1.2275
PP 1.2260 1.2260 1.2260 1.2253
S1 1.2211 1.2211 1.2233 1.2196
S2 1.2181 1.2181 1.2226
S3 1.2102 1.2132 1.2218
S4 1.2023 1.2053 1.2197
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 1.2212 0.0103 0.8% 0.0065 0.5% 28% False False 495
10 1.2314 1.2104 0.0211 1.7% 0.0065 0.5% 65% False False 336
20 1.2314 1.2043 0.0272 2.2% 0.0064 0.5% 73% False False 241
40 1.2314 1.1772 0.0543 4.4% 0.0059 0.5% 86% False False 163
60 1.2314 1.1772 0.0543 4.4% 0.0059 0.5% 86% False False 122
80 1.2317 1.1772 0.0546 4.5% 0.0058 0.5% 86% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2646
2.618 1.2517
1.618 1.2438
1.000 1.2389
0.618 1.2359
HIGH 1.2310
0.618 1.2280
0.500 1.2271
0.382 1.2261
LOW 1.2231
0.618 1.2182
1.000 1.2152
1.618 1.2103
2.618 1.2024
4.250 1.1895
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 1.2271 1.2267
PP 1.2260 1.2258
S1 1.2250 1.2249

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

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