CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 1.1763 1.1822 0.0059 0.5% 1.1785
High 1.1832 1.1828 -0.0004 0.0% 1.1832
Low 1.1761 1.1796 0.0035 0.3% 1.1735
Close 1.1823 1.1803 -0.0020 -0.2% 1.1823
Range 0.0071 0.0033 -0.0039 -54.2% 0.0097
ATR 0.0053 0.0052 -0.0001 -2.8% 0.0000
Volume 878 503 -375 -42.7% 3,633
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1906 1.1887 1.1820
R3 1.1874 1.1854 1.1811
R2 1.1841 1.1841 1.1808
R1 1.1822 1.1822 1.1805 1.1815
PP 1.1809 1.1809 1.1809 1.1805
S1 1.1789 1.1789 1.1800 1.1783
S2 1.1776 1.1776 1.1797
S3 1.1744 1.1757 1.1794
S4 1.1711 1.1724 1.1785
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2088 1.2052 1.1876
R3 1.1991 1.1955 1.1849
R2 1.1894 1.1894 1.1840
R1 1.1858 1.1858 1.1831 1.1876
PP 1.1797 1.1797 1.1797 1.1805
S1 1.1761 1.1761 1.1814 1.1779
S2 1.1700 1.1700 1.1805
S3 1.1603 1.1664 1.1796
S4 1.1506 1.1567 1.1769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1832 1.1735 0.0097 0.8% 0.0042 0.4% 70% False False 682
10 1.1930 1.1735 0.0195 1.6% 0.0046 0.4% 35% False False 587
20 1.1940 1.1735 0.0205 1.7% 0.0050 0.4% 33% False False 495
40 1.2016 1.1735 0.0281 2.4% 0.0055 0.5% 24% False False 513
60 1.2314 1.1735 0.0579 4.9% 0.0059 0.5% 12% False False 519
80 1.2314 1.1735 0.0579 4.9% 0.0059 0.5% 12% False False 428
100 1.2314 1.1735 0.0579 4.9% 0.0058 0.5% 12% False False 354
120 1.2317 1.1735 0.0582 4.9% 0.0059 0.5% 12% False False 303
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1966
2.618 1.1913
1.618 1.1881
1.000 1.1861
0.618 1.1848
HIGH 1.1828
0.618 1.1816
0.500 1.1812
0.382 1.1808
LOW 1.1796
0.618 1.1775
1.000 1.1763
1.618 1.1743
2.618 1.1710
4.250 1.1657
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 1.1812 1.1799
PP 1.1809 1.1795
S1 1.1806 1.1792

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

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