CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 1.1965 1.1995 0.0030 0.2% 1.1777
High 1.2003 1.2008 0.0005 0.0% 1.1943
Low 1.1964 1.1971 0.0007 0.1% 1.1754
Close 1.1986 1.1989 0.0003 0.0% 1.1919
Range 0.0040 0.0038 -0.0002 -5.1% 0.0190
ATR 0.0066 0.0064 -0.0002 -3.1% 0.0000
Volume 152,628 152,653 25 0.0% 745,363
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2102 1.2083 1.2010
R3 1.2064 1.2045 1.1999
R2 1.2027 1.2027 1.1996
R1 1.2008 1.2008 1.1992 1.1999
PP 1.1989 1.1989 1.1989 1.1985
S1 1.1970 1.1970 1.1986 1.1961
S2 1.1952 1.1952 1.1982
S3 1.1914 1.1933 1.1979
S4 1.1877 1.1895 1.1968
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2440 1.2369 1.2023
R3 1.2251 1.2179 1.1971
R2 1.2061 1.2061 1.1953
R1 1.1990 1.1990 1.1936 1.2026
PP 1.1872 1.1872 1.1872 1.1890
S1 1.1800 1.1800 1.1901 1.1836
S2 1.1682 1.1682 1.1884
S3 1.1493 1.1611 1.1866
S4 1.1303 1.1421 1.1814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2008 1.1883 0.0126 1.0% 0.0052 0.4% 85% True False 155,794
10 1.2008 1.1730 0.0279 2.3% 0.0061 0.5% 93% True False 153,489
20 1.2011 1.1722 0.0290 2.4% 0.0062 0.5% 92% False False 159,728
40 1.2271 1.1722 0.0550 4.6% 0.0070 0.6% 49% False False 120,836
60 1.2271 1.1722 0.0550 4.6% 0.0069 0.6% 49% False False 80,821
80 1.2392 1.1722 0.0671 5.6% 0.0071 0.6% 40% False False 60,716
100 1.2392 1.1722 0.0671 5.6% 0.0071 0.6% 40% False False 48,610
120 1.2392 1.1671 0.0722 6.0% 0.0068 0.6% 44% False False 40,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2167
2.618 1.2106
1.618 1.2069
1.000 1.2046
0.618 1.2031
HIGH 1.2008
0.618 1.1994
0.500 1.1989
0.382 1.1985
LOW 1.1971
0.618 1.1947
1.000 1.1933
1.618 1.1910
2.618 1.1872
4.250 1.1811
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 1.1989 1.1976
PP 1.1989 1.1963
S1 1.1989 1.1950

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

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