CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 1.2123 1.2180 0.0058 0.5% 1.2096
High 1.2187 1.2203 0.0016 0.1% 1.2203
Low 1.2122 1.2165 0.0043 0.4% 1.2068
Close 1.2173 1.2181 0.0009 0.1% 1.2181
Range 0.0066 0.0039 -0.0027 -41.2% 0.0136
ATR 0.0079 0.0076 -0.0003 -3.7% 0.0000
Volume 163,178 136,554 -26,624 -16.3% 673,453
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2298 1.2278 1.2202
R3 1.2260 1.2240 1.2192
R2 1.2221 1.2221 1.2188
R1 1.2201 1.2201 1.2185 1.2211
PP 1.2183 1.2183 1.2183 1.2188
S1 1.2163 1.2163 1.2177 1.2173
S2 1.2144 1.2144 1.2174
S3 1.2106 1.2124 1.2170
S4 1.2067 1.2086 1.2160
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2557 1.2505 1.2256
R3 1.2422 1.2369 1.2218
R2 1.2286 1.2286 1.2206
R1 1.2234 1.2234 1.2193 1.2260
PP 1.2151 1.2151 1.2151 1.2164
S1 1.2098 1.2098 1.2169 1.2124
S2 1.2015 1.2015 1.2156
S3 1.1880 1.1963 1.2144
S4 1.1744 1.1827 1.2106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2203 1.2068 0.0136 1.1% 0.0074 0.6% 84% True False 163,253
10 1.2302 1.2068 0.0235 1.9% 0.0077 0.6% 48% False False 163,407
20 1.2368 1.2068 0.0301 2.5% 0.0075 0.6% 38% False False 154,020
40 1.2368 1.1872 0.0497 4.1% 0.0076 0.6% 62% False False 142,783
60 1.2368 1.1640 0.0728 6.0% 0.0077 0.6% 74% False False 95,586
80 1.2368 1.1640 0.0728 6.0% 0.0074 0.6% 74% False False 71,811
100 1.2368 1.1640 0.0728 6.0% 0.0075 0.6% 74% False False 57,513
120 1.2368 1.1640 0.0728 6.0% 0.0076 0.6% 74% False False 47,930
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2367
2.618 1.2304
1.618 1.2265
1.000 1.2242
0.618 1.2227
HIGH 1.2203
0.618 1.2188
0.500 1.2184
0.382 1.2179
LOW 1.2165
0.618 1.2141
1.000 1.2126
1.618 1.2102
2.618 1.2064
4.250 1.2001
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 1.2184 1.2170
PP 1.2183 1.2158
S1 1.2182 1.2147

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

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