CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 1.2231 1.2231 0.0001 0.0% 1.2221
High 1.2251 1.2299 0.0048 0.4% 1.2314
Low 1.2179 1.2231 0.0052 0.4% 1.2179
Close 1.2247 1.2275 0.0028 0.2% 1.2247
Range 0.0072 0.0068 -0.0004 -5.6% 0.0135
ATR 0.0064 0.0064 0.0000 0.5% 0.0000
Volume 126 115 -11 -8.7% 2,438
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2472 1.2441 1.2312
R3 1.2404 1.2373 1.2293
R2 1.2336 1.2336 1.2287
R1 1.2305 1.2305 1.2281 1.2321
PP 1.2268 1.2268 1.2268 1.2276
S1 1.2237 1.2237 1.2268 1.2253
S2 1.2200 1.2200 1.2262
S3 1.2132 1.2169 1.2256
S4 1.2064 1.2101 1.2237
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.2652 1.2584 1.2321
R3 1.2517 1.2449 1.2284
R2 1.2382 1.2382 1.2272
R1 1.2314 1.2314 1.2259 1.2348
PP 1.2247 1.2247 1.2247 1.2264
S1 1.2179 1.2179 1.2235 1.2213
S2 1.2112 1.2112 1.2222
S3 1.1977 1.2044 1.2210
S4 1.1842 1.1909 1.2173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2314 1.2179 0.0135 1.1% 0.0062 0.5% 71% False False 488
10 1.2314 1.2179 0.0135 1.1% 0.0066 0.5% 71% False False 319
20 1.2314 1.2043 0.0272 2.2% 0.0063 0.5% 85% False False 237
40 1.2314 1.1861 0.0453 3.7% 0.0059 0.5% 91% False False 171
60 1.2314 1.1772 0.0543 4.4% 0.0058 0.5% 93% False False 126
80 1.2317 1.1772 0.0546 4.4% 0.0058 0.5% 92% False False 103
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2588
2.618 1.2477
1.618 1.2409
1.000 1.2367
0.618 1.2341
HIGH 1.2299
0.618 1.2273
0.500 1.2265
0.382 1.2256
LOW 1.2231
0.618 1.2188
1.000 1.2163
1.618 1.2120
2.618 1.2052
4.250 1.1942
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 1.2271 1.2263
PP 1.2268 1.2251
S1 1.2265 1.2239

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

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