CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 1.1824 1.1806 -0.0018 -0.1% 1.1839
High 1.1863 1.1819 -0.0044 -0.4% 1.1863
Low 1.1792 1.1788 -0.0004 0.0% 1.1786
Close 1.1805 1.1805 0.0000 0.0% 1.1805
Range 0.0071 0.0031 -0.0040 -56.3% 0.0077
ATR 0.0061 0.0059 -0.0002 -3.5% 0.0000
Volume 271 186 -85 -31.4% 1,435
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1897 1.1882 1.1822
R3 1.1866 1.1851 1.1813
R2 1.1835 1.1835 1.1810
R1 1.1820 1.1820 1.1807 1.1812
PP 1.1804 1.1804 1.1804 1.1800
S1 1.1789 1.1789 1.1802 1.1781
S2 1.1773 1.1773 1.1799
S3 1.1742 1.1758 1.1796
S4 1.1711 1.1727 1.1787
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2047 1.2002 1.1847
R3 1.1971 1.1926 1.1826
R2 1.1894 1.1894 1.1819
R1 1.1849 1.1849 1.1812 1.1834
PP 1.1818 1.1818 1.1818 1.1810
S1 1.1773 1.1773 1.1797 1.1757
S2 1.1741 1.1741 1.1790
S3 1.1665 1.1696 1.1783
S4 1.1588 1.1620 1.1762
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% False False 287
10 1.1917 1.1786 0.0131 1.1% 0.0055 0.5% 14% False False 312
20 1.2016 1.1786 0.0230 1.9% 0.0057 0.5% 8% False False 391
40 1.2299 1.1786 0.0513 4.3% 0.0062 0.5% 4% False False 501
60 1.2314 1.1786 0.0528 4.5% 0.0062 0.5% 4% False False 414
80 1.2314 1.1772 0.0543 4.6% 0.0061 0.5% 6% False False 332
100 1.2314 1.1772 0.0543 4.6% 0.0060 0.5% 6% False False 273
120 1.2317 1.1772 0.0546 4.6% 0.0059 0.5% 6% False False 233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1951
2.618 1.1900
1.618 1.1869
1.000 1.1850
0.618 1.1838
HIGH 1.1819
0.618 1.1807
0.500 1.1804
0.382 1.1800
LOW 1.1788
0.618 1.1769
1.000 1.1757
1.618 1.1738
2.618 1.1707
4.250 1.1656
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 1.1804 1.1824
PP 1.1804 1.1818
S1 1.1804 1.1811

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

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