CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 1.2345 1.2286 -0.0059 -0.5% 1.2252
High 1.2362 1.2302 -0.0060 -0.5% 1.2368
Low 1.2262 1.2210 -0.0052 -0.4% 1.2210
Close 1.2285 1.2233 -0.0053 -0.4% 1.2233
Range 0.0100 0.0092 -0.0008 -8.0% 0.0158
ATR 0.0077 0.0078 0.0001 1.4% 0.0000
Volume 160,942 213,108 52,166 32.4% 904,712
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2524 1.2470 1.2283
R3 1.2432 1.2378 1.2258
R2 1.2340 1.2340 1.2249
R1 1.2286 1.2286 1.2241 1.2267
PP 1.2248 1.2248 1.2248 1.2239
S1 1.2194 1.2194 1.2224 1.2175
S2 1.2156 1.2156 1.2216
S3 1.2064 1.2102 1.2207
S4 1.1972 1.2010 1.2182
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2744 1.2646 1.2319
R3 1.2586 1.2488 1.2276
R2 1.2428 1.2428 1.2261
R1 1.2330 1.2330 1.2247 1.2300
PP 1.2270 1.2270 1.2270 1.2255
S1 1.2172 1.2172 1.2218 1.2142
S2 1.2112 1.2112 1.2204
S3 1.1954 1.2014 1.2189
S4 1.1796 1.1856 1.2146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2368 1.2210 0.0158 1.3% 0.0083 0.7% 14% False True 180,942
10 1.2368 1.2205 0.0163 1.3% 0.0075 0.6% 17% False False 147,503
20 1.2368 1.2106 0.0262 2.1% 0.0076 0.6% 48% False False 180,258
40 1.2368 1.1781 0.0587 4.8% 0.0073 0.6% 77% False False 107,614
60 1.2368 1.1640 0.0728 6.0% 0.0075 0.6% 81% False False 71,985
80 1.2368 1.1640 0.0728 6.0% 0.0074 0.6% 81% False False 54,097
100 1.2368 1.1640 0.0728 6.0% 0.0076 0.6% 81% False False 43,304
120 1.2368 1.1489 0.0880 7.2% 0.0077 0.6% 85% False False 36,094
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2693
2.618 1.2543
1.618 1.2451
1.000 1.2394
0.618 1.2359
HIGH 1.2302
0.618 1.2267
0.500 1.2256
0.382 1.2245
LOW 1.2210
0.618 1.2153
1.000 1.2118
1.618 1.2061
2.618 1.1969
4.250 1.1819
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 1.2256 1.2289
PP 1.2248 1.2270
S1 1.2240 1.2251

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

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