CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 1.2163 1.2173 0.0010 0.1% 1.2198
High 1.2190 1.2177 -0.0013 -0.1% 1.2262
Low 1.2143 1.2039 -0.0105 -0.9% 1.2137
Close 1.2168 1.2061 -0.0107 -0.9% 1.2145
Range 0.0047 0.0138 0.0092 196.8% 0.0125
ATR 0.0061 0.0066 0.0006 9.1% 0.0000
Volume 331 319 -12 -3.6% 3,441
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2506 1.2422 1.2137
R3 1.2368 1.2284 1.2099
R2 1.2230 1.2230 1.2086
R1 1.2146 1.2146 1.2074 1.2119
PP 1.2092 1.2092 1.2092 1.2079
S1 1.2008 1.2008 1.2048 1.1981
S2 1.1954 1.1954 1.2036
S3 1.1816 1.1870 1.2023
S4 1.1678 1.1732 1.1985
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 1.2236 1.2039 0.0198 1.6% 0.0073 0.6% 11% False True 552
10 1.2262 1.2039 0.0223 1.8% 0.0066 0.5% 10% False True 470
20 1.2314 1.2039 0.0276 2.3% 0.0065 0.5% 8% False True 396
40 1.2314 1.2039 0.0276 2.3% 0.0062 0.5% 8% False True 276
60 1.2314 1.1772 0.0543 4.5% 0.0058 0.5% 53% False False 198
80 1.2317 1.1772 0.0546 4.5% 0.0060 0.5% 53% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 1.2763
2.618 1.2538
1.618 1.2400
1.000 1.2315
0.618 1.2262
HIGH 1.2177
0.618 1.2124
0.500 1.2108
0.382 1.2091
LOW 1.2039
0.618 1.1953
1.000 1.1901
1.618 1.1815
2.618 1.1677
4.250 1.1452
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 1.2108 1.2114
PP 1.2092 1.2096
S1 1.2077 1.2079

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

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