CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 22-Jul-2021
Day Change Summary
Previous Current
21-Jul-2021 22-Jul-2021 Change Change % Previous Week
Open 1.1806 1.1824 0.0018 0.2% 1.1910
High 1.1839 1.1863 0.0024 0.2% 1.1917
Low 1.1786 1.1792 0.0006 0.0% 1.1808
Close 1.1835 1.1805 -0.0030 -0.3% 1.1844
Range 0.0053 0.0071 0.0019 35.2% 0.0109
ATR 0.0060 0.0061 0.0001 1.3% 0.0000
Volume 373 271 -102 -27.3% 1,692
Daily Pivots for day following 22-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2033 1.1990 1.1844
R3 1.1962 1.1919 1.1824
R2 1.1891 1.1891 1.1818
R1 1.1848 1.1848 1.1811 1.1834
PP 1.1820 1.1820 1.1820 1.1813
S1 1.1777 1.1777 1.1798 1.1763
S2 1.1749 1.1749 1.1791
S3 1.1678 1.1706 1.1785
S4 1.1607 1.1635 1.1765
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 1.1863 1.1786 0.0077 0.6% 0.0052 0.4% 24% True False 272
10 1.1918 1.1786 0.0132 1.1% 0.0058 0.5% 14% False False 348
20 1.2016 1.1786 0.0230 1.9% 0.0058 0.5% 8% False False 439
40 1.2310 1.1786 0.0524 4.4% 0.0063 0.5% 4% False False 506
60 1.2314 1.1786 0.0528 4.5% 0.0063 0.5% 4% False False 414
80 1.2314 1.1772 0.0543 4.6% 0.0061 0.5% 6% False False 330
100 1.2314 1.1772 0.0543 4.6% 0.0061 0.5% 6% False False 272
120 1.2317 1.1772 0.0546 4.6% 0.0059 0.5% 6% False False 232
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 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2164
2.618 1.2048
1.618 1.1977
1.000 1.1934
0.618 1.1906
HIGH 1.1863
0.618 1.1835
0.500 1.1827
0.382 1.1819
LOW 1.1792
0.618 1.1748
1.000 1.1721
1.618 1.1677
2.618 1.1606
4.250 1.1490
Fisher Pivots for day following 22-Jul-2021
Pivot 1 day 3 day
R1 1.1827 1.1824
PP 1.1820 1.1818
S1 1.1812 1.1811

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

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