CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 1.1839 1.1829 -0.0010 -0.1% 1.1910
High 1.1858 1.1836 -0.0022 -0.2% 1.1917
Low 1.1799 1.1790 -0.0009 -0.1% 1.1808
Close 1.1826 1.1817 -0.0010 -0.1% 1.1844
Range 0.0059 0.0046 -0.0013 -22.0% 0.0109
ATR 0.0062 0.0061 -0.0001 -1.8% 0.0000
Volume 275 330 55 20.0% 1,692
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1952 1.1930 1.1842
R3 1.1906 1.1884 1.1829
R2 1.1860 1.1860 1.1825
R1 1.1838 1.1838 1.1821 1.1826
PP 1.1814 1.1814 1.1814 1.1808
S1 1.1792 1.1792 1.1812 1.1780
S2 1.1768 1.1768 1.1808
S3 1.1722 1.1746 1.1804
S4 1.1676 1.1700 1.1791
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2183 1.2122 1.1903
R3 1.2074 1.2013 1.1873
R2 1.1965 1.1965 1.1863
R1 1.1904 1.1904 1.1853 1.1880
PP 1.1856 1.1856 1.1856 1.1844
S1 1.1795 1.1795 1.1834 1.1771
S2 1.1747 1.1747 1.1824
S3 1.1638 1.1686 1.1814
S4 1.1529 1.1577 1.1784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1885 1.1790 0.0095 0.8% 0.0051 0.4% 28% False True 229
10 1.1918 1.1790 0.0128 1.1% 0.0059 0.5% 21% False True 330
20 1.2016 1.1790 0.0226 1.9% 0.0058 0.5% 12% False True 529
40 1.2314 1.1790 0.0524 4.4% 0.0063 0.5% 5% False True 533
60 1.2314 1.1790 0.0524 4.4% 0.0062 0.5% 5% False True 411
80 1.2314 1.1772 0.0543 4.6% 0.0060 0.5% 8% False False 323
100 1.2314 1.1772 0.0543 4.6% 0.0061 0.5% 8% False False 267
120 1.2317 1.1772 0.0546 4.6% 0.0059 0.5% 8% False False 226
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2032
2.618 1.1956
1.618 1.1910
1.000 1.1882
0.618 1.1864
HIGH 1.1836
0.618 1.1818
0.500 1.1813
0.382 1.1808
LOW 1.1790
0.618 1.1762
1.000 1.1744
1.618 1.1716
2.618 1.1670
4.250 1.1595
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 1.1815 1.1824
PP 1.1814 1.1821
S1 1.1813 1.1819

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

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