CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 1.1725 1.1776 0.0051 0.4% 1.1822
High 1.1776 1.1791 0.0015 0.1% 1.1828
Low 1.1719 1.1753 0.0034 0.3% 1.1690
Close 1.1774 1.1781 0.0007 0.1% 1.1723
Range 0.0057 0.0038 -0.0020 -34.2% 0.0138
ATR 0.0052 0.0051 -0.0001 -2.0% 0.0000
Volume 962 2,368 1,406 146.2% 11,372
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1887 1.1871 1.1801
R3 1.1850 1.1834 1.1791
R2 1.1812 1.1812 1.1787
R1 1.1796 1.1796 1.1784 1.1804
PP 1.1775 1.1775 1.1775 1.1779
S1 1.1759 1.1759 1.1777 1.1767
S2 1.1737 1.1737 1.1774
S3 1.1700 1.1721 1.1770
S4 1.1662 1.1684 1.1760
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2161 1.2080 1.1798
R3 1.2023 1.1942 1.1760
R2 1.1885 1.1885 1.1748
R1 1.1804 1.1804 1.1735 1.1775
PP 1.1747 1.1747 1.1747 1.1733
S1 1.1666 1.1666 1.1710 1.1637
S2 1.1609 1.1609 1.1697
S3 1.1471 1.1528 1.1685
S4 1.1333 1.1390 1.1647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1791 1.1690 0.0101 0.9% 0.0046 0.4% 90% True False 2,534
10 1.1832 1.1690 0.0142 1.2% 0.0048 0.4% 64% False False 1,690
20 1.1940 1.1690 0.0250 2.1% 0.0049 0.4% 36% False False 1,099
40 1.1969 1.1690 0.0279 2.4% 0.0054 0.5% 32% False False 738
60 1.2299 1.1690 0.0609 5.2% 0.0058 0.5% 15% False False 711
80 1.2314 1.1690 0.0624 5.3% 0.0059 0.5% 15% False False 591
100 1.2314 1.1690 0.0624 5.3% 0.0058 0.5% 15% False False 494
120 1.2314 1.1690 0.0624 5.3% 0.0058 0.5% 15% False False 419
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 False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1950
2.618 1.1889
1.618 1.1851
1.000 1.1828
0.618 1.1814
HIGH 1.1791
0.618 1.1776
0.500 1.1772
0.382 1.1767
LOW 1.1753
0.618 1.1730
1.000 1.1716
1.618 1.1692
2.618 1.1655
4.250 1.1594
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 1.1778 1.1767
PP 1.1775 1.1754
S1 1.1772 1.1740

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

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