CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 1.2144 1.2163 0.0019 0.2% 1.2198
High 1.2173 1.2190 0.0017 0.1% 1.2262
Low 1.2138 1.2143 0.0005 0.0% 1.2137
Close 1.2161 1.2168 0.0008 0.1% 1.2145
Range 0.0035 0.0047 0.0012 34.8% 0.0125
ATR 0.0062 0.0061 -0.0001 -1.8% 0.0000
Volume 284 331 47 16.5% 3,441
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2306 1.2284 1.2194
R3 1.2260 1.2237 1.2181
R2 1.2213 1.2213 1.2177
R1 1.2191 1.2191 1.2172 1.2202
PP 1.2167 1.2167 1.2167 1.2173
S1 1.2144 1.2144 1.2164 1.2156
S2 1.2120 1.2120 1.2159
S3 1.2074 1.2098 1.2155
S4 1.2027 1.2051 1.2142
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2556 1.2476 1.2214
R3 1.2431 1.2351 1.2179
R2 1.2306 1.2306 1.2168
R1 1.2226 1.2226 1.2156 1.2203
PP 1.2181 1.2181 1.2181 1.2170
S1 1.2101 1.2101 1.2134 1.2078
S2 1.2056 1.2056 1.2122
S3 1.1931 1.1976 1.2111
S4 1.1806 1.1851 1.2076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2262 1.2137 0.0125 1.0% 0.0054 0.4% 25% False False 768
10 1.2271 1.2137 0.0134 1.1% 0.0058 0.5% 24% False False 447
20 1.2314 1.2137 0.0178 1.5% 0.0062 0.5% 18% False False 383
40 1.2314 1.2043 0.0272 2.2% 0.0060 0.5% 46% False False 269
60 1.2314 1.1772 0.0543 4.5% 0.0057 0.5% 73% False False 195
80 1.2317 1.1772 0.0546 4.5% 0.0060 0.5% 73% False False 157
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2387
2.618 1.2311
1.618 1.2265
1.000 1.2236
0.618 1.2218
HIGH 1.2190
0.618 1.2172
0.500 1.2166
0.382 1.2161
LOW 1.2143
0.618 1.2114
1.000 1.2097
1.618 1.2068
2.618 1.2021
4.250 1.1945
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 1.2167 1.2185
PP 1.2167 1.2179
S1 1.2166 1.2174

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

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