CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 1.1982 1.1971 -0.0011 -0.1% 1.2144
High 1.2010 1.1996 -0.0014 -0.1% 1.2190
Low 1.1954 1.1959 0.0005 0.0% 1.1891
Close 1.1970 1.1972 0.0002 0.0% 1.1914
Range 0.0057 0.0038 -0.0019 -33.6% 0.0299
ATR 0.0070 0.0068 -0.0002 -3.3% 0.0000
Volume 2,035 1,150 -885 -43.5% 3,949
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2088 1.2067 1.1992
R3 1.2050 1.2030 1.1982
R2 1.2013 1.2013 1.1978
R1 1.1992 1.1992 1.1975 1.2003
PP 1.1975 1.1975 1.1975 1.1981
S1 1.1955 1.1955 1.1968 1.1965
S2 1.1938 1.1938 1.1965
S3 1.1900 1.1917 1.1961
S4 1.1863 1.1880 1.1951
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2894 1.2702 1.2078
R3 1.2595 1.2404 1.1996
R2 1.2297 1.2297 1.1969
R1 1.2105 1.2105 1.1941 1.2052
PP 1.1998 1.1998 1.1998 1.1971
S1 1.1807 1.1807 1.1887 1.1753
S2 1.1700 1.1700 1.1859
S3 1.1401 1.1508 1.1832
S4 1.1103 1.1210 1.1750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2010 1.1890 0.0120 1.0% 0.0062 0.5% 68% False False 853
10 1.2234 1.1890 0.0344 2.9% 0.0074 0.6% 24% False False 820
20 1.2299 1.1890 0.0409 3.4% 0.0066 0.6% 20% False False 610
40 1.2314 1.1890 0.0424 3.5% 0.0065 0.5% 19% False False 426
60 1.2314 1.1772 0.0543 4.5% 0.0062 0.5% 37% False False 312
80 1.2314 1.1772 0.0543 4.5% 0.0061 0.5% 37% False False 244
100 1.2317 1.1772 0.0546 4.6% 0.0060 0.5% 37% False False 201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2155
2.618 1.2094
1.618 1.2057
1.000 1.2034
0.618 1.2019
HIGH 1.1996
0.618 1.1982
0.500 1.1977
0.382 1.1973
LOW 1.1959
0.618 1.1935
1.000 1.1921
1.618 1.1898
2.618 1.1860
4.250 1.1799
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 1.1977 1.1970
PP 1.1975 1.1968
S1 1.1973 1.1967

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

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