CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 1.2252 1.2268 0.0016 0.1% 1.2219
High 1.2330 1.2324 -0.0006 0.0% 1.2330
Low 1.2249 1.2266 0.0017 0.1% 1.2208
Close 1.2271 1.2322 0.0051 0.4% 1.2246
Range 0.0081 0.0059 -0.0022 -27.3% 0.0122
ATR 0.0076 0.0075 -0.0001 -1.6% 0.0000
Volume 182,283 133,366 -48,917 -26.8% 514,156
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2479 1.2459 1.2354
R3 1.2421 1.2401 1.2338
R2 1.2362 1.2362 1.2333
R1 1.2342 1.2342 1.2327 1.2352
PP 1.2304 1.2304 1.2304 1.2309
S1 1.2284 1.2284 1.2317 1.2294
S2 1.2245 1.2245 1.2311
S3 1.2187 1.2225 1.2306
S4 1.2128 1.2167 1.2290
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2627 1.2559 1.2313
R3 1.2505 1.2437 1.2280
R2 1.2383 1.2383 1.2268
R1 1.2315 1.2315 1.2257 1.2349
PP 1.2261 1.2261 1.2261 1.2279
S1 1.2193 1.2193 1.2235 1.2227
S2 1.2139 1.2139 1.2224
S3 1.2017 1.2071 1.2212
S4 1.1895 1.1949 1.2179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2330 1.2229 0.0101 0.8% 0.0073 0.6% 92% False False 141,589
10 1.2330 1.2158 0.0172 1.4% 0.0077 0.6% 95% False False 150,973
20 1.2330 1.2090 0.0240 1.9% 0.0073 0.6% 97% False False 178,242
40 1.2330 1.1781 0.0549 4.5% 0.0073 0.6% 99% False False 92,965
60 1.2330 1.1640 0.0690 5.6% 0.0074 0.6% 99% False False 62,191
80 1.2330 1.1640 0.0690 5.6% 0.0073 0.6% 99% False False 46,751
100 1.2330 1.1640 0.0690 5.6% 0.0075 0.6% 99% False False 37,414
120 1.2330 1.1436 0.0894 7.3% 0.0076 0.6% 99% False False 31,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2573
2.618 1.2477
1.618 1.2419
1.000 1.2383
0.618 1.2360
HIGH 1.2324
0.618 1.2302
0.500 1.2295
0.382 1.2288
LOW 1.2266
0.618 1.2229
1.000 1.2207
1.618 1.2171
2.618 1.2112
4.250 1.2017
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 1.2313 1.2308
PP 1.2304 1.2294
S1 1.2295 1.2279

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

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