CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 1.2135 1.2142 0.0007 0.1% 1.2183
High 1.2168 1.2148 -0.0021 -0.2% 1.2197
Low 1.2106 1.2067 -0.0039 -0.3% 1.2070
Close 1.2143 1.2078 -0.0065 -0.5% 1.2143
Range 0.0063 0.0081 0.0019 29.6% 0.0128
ATR 0.0076 0.0076 0.0000 0.5% 0.0000
Volume 218,641 182,067 -36,574 -16.7% 1,023,189
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2340 1.2290 1.2123
R3 1.2259 1.2209 1.2100
R2 1.2178 1.2178 1.2093
R1 1.2128 1.2128 1.2085 1.2113
PP 1.2097 1.2097 1.2097 1.2090
S1 1.2047 1.2047 1.2071 1.2032
S2 1.2016 1.2016 1.2063
S3 1.1935 1.1966 1.2056
S4 1.1854 1.1885 1.2033
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2519 1.2459 1.2213
R3 1.2392 1.2331 1.2178
R2 1.2264 1.2264 1.2166
R1 1.2204 1.2204 1.2155 1.2170
PP 1.2137 1.2137 1.2137 1.2120
S1 1.2076 1.2076 1.2131 1.2043
S2 1.2009 1.2009 1.2120
S3 1.1882 1.1949 1.2108
S4 1.1754 1.1821 1.2073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2189 1.2067 0.0123 1.0% 0.0078 0.6% 9% False True 209,797
10 1.2203 1.2067 0.0137 1.1% 0.0074 0.6% 8% False True 187,870
20 1.2368 1.2067 0.0302 2.5% 0.0078 0.6% 4% False True 176,546
40 1.2368 1.2067 0.0302 2.5% 0.0075 0.6% 4% False True 171,291
60 1.2368 1.1640 0.0728 6.0% 0.0077 0.6% 60% False False 115,599
80 1.2368 1.1640 0.0728 6.0% 0.0074 0.6% 60% False False 86,843
100 1.2368 1.1640 0.0728 6.0% 0.0074 0.6% 60% False False 69,557
120 1.2368 1.1640 0.0728 6.0% 0.0075 0.6% 60% False False 57,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2492
2.618 1.2360
1.618 1.2279
1.000 1.2229
0.618 1.2198
HIGH 1.2148
0.618 1.2117
0.500 1.2107
0.382 1.2097
LOW 1.2067
0.618 1.2016
1.000 1.1986
1.618 1.1935
2.618 1.1854
4.250 1.1722
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 1.2107 1.2117
PP 1.2097 1.2104
S1 1.2088 1.2091

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

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