CME Euro FX (E) Future June 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 1.2283 1.2293 0.0010 0.1% 1.2253
High 1.2353 1.2348 -0.0006 0.0% 1.2354
Low 1.2274 1.2291 0.0017 0.1% 1.2233
Close 1.2296 1.2346 0.0051 0.4% 1.2270
Range 0.0080 0.0057 -0.0023 -28.3% 0.0121
ATR 0.0074 0.0072 -0.0001 -1.6% 0.0000
Volume 413 288 -125 -30.3% 1,198
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2499 1.2480 1.2377
R3 1.2442 1.2423 1.2362
R2 1.2385 1.2385 1.2356
R1 1.2366 1.2366 1.2351 1.2375
PP 1.2328 1.2328 1.2328 1.2333
S1 1.2309 1.2309 1.2341 1.2318
S2 1.2271 1.2271 1.2336
S3 1.2214 1.2252 1.2330
S4 1.2157 1.2195 1.2315
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2649 1.2580 1.2337
R3 1.2528 1.2459 1.2303
R2 1.2407 1.2407 1.2292
R1 1.2338 1.2338 1.2281 1.2373
PP 1.2286 1.2286 1.2286 1.2303
S1 1.2217 1.2217 1.2259 1.2252
S2 1.2165 1.2165 1.2248
S3 1.2044 1.2096 1.2237
S4 1.1923 1.1975 1.2203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2354 1.2254 0.0100 0.8% 0.0070 0.6% 92% False False 341
10 1.2354 1.2184 0.0171 1.4% 0.0075 0.6% 95% False False 294
20 1.2354 1.2116 0.0238 1.9% 0.0070 0.6% 97% False False 305
40 1.2354 1.1808 0.0546 4.4% 0.0069 0.6% 99% False False 175
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2590
2.618 1.2497
1.618 1.2440
1.000 1.2405
0.618 1.2383
HIGH 1.2348
0.618 1.2326
0.500 1.2319
0.382 1.2312
LOW 1.2291
0.618 1.2255
1.000 1.2234
1.618 1.2198
2.618 1.2141
4.250 1.2048
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 1.2337 1.2332
PP 1.2328 1.2318
S1 1.2319 1.2304

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

View Archives - Comment on this page... - Back to Index of Symbols