CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 1.1944 1.1892 -0.0052 -0.4% 1.1914
High 1.1949 1.1923 -0.0026 -0.2% 1.2016
Low 1.1886 1.1877 -0.0010 -0.1% 1.1890
Close 1.1887 1.1880 -0.0007 -0.1% 1.1972
Range 0.0063 0.0046 -0.0017 -26.4% 0.0126
ATR 0.0063 0.0062 -0.0001 -2.0% 0.0000
Volume 259 1,039 780 301.2% 4,776
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2031 1.2002 1.1905
R3 1.1985 1.1956 1.1893
R2 1.1939 1.1939 1.1888
R1 1.1910 1.1910 1.1884 1.1901
PP 1.1893 1.1893 1.1893 1.1889
S1 1.1864 1.1864 1.1876 1.1855
S2 1.1847 1.1847 1.1872
S3 1.1801 1.1818 1.1867
S4 1.1755 1.1772 1.1855
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2336 1.2279 1.2041
R3 1.2210 1.2154 1.2006
R2 1.2085 1.2085 1.1995
R1 1.2028 1.2028 1.1983 1.2056
PP 1.1959 1.1959 1.1959 1.1973
S1 1.1903 1.1903 1.1960 1.1931
S2 1.1834 1.1834 1.1948
S3 1.1708 1.1777 1.1937
S4 1.1583 1.1652 1.1902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2016 1.1877 0.0139 1.2% 0.0050 0.4% 3% False True 536
10 1.2016 1.1877 0.0139 1.2% 0.0056 0.5% 3% False True 695
20 1.2262 1.1877 0.0385 3.2% 0.0062 0.5% 1% False True 715
40 1.2314 1.1877 0.0438 3.7% 0.0065 0.5% 1% False True 478
60 1.2314 1.1877 0.0438 3.7% 0.0061 0.5% 1% False True 355
80 1.2314 1.1772 0.0543 4.6% 0.0059 0.5% 20% False False 275
100 1.2317 1.1772 0.0546 4.6% 0.0059 0.5% 20% False False 227
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2118
2.618 1.2043
1.618 1.1997
1.000 1.1969
0.618 1.1951
HIGH 1.1923
0.618 1.1905
0.500 1.1900
0.382 1.1894
LOW 1.1877
0.618 1.1848
1.000 1.1831
1.618 1.1802
2.618 1.1756
4.250 1.1681
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 1.1900 1.1923
PP 1.1893 1.1909
S1 1.1887 1.1894

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

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