CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 1.2257 1.2197 -0.0060 -0.5% 1.2283
High 1.2259 1.2251 -0.0009 -0.1% 1.2392
Low 1.2175 1.2179 0.0005 0.0% 1.2236
Close 1.2204 1.2242 0.0038 0.3% 1.2258
Range 0.0085 0.0072 -0.0013 -15.4% 0.0156
ATR 0.0077 0.0076 0.0000 -0.5% 0.0000
Volume 359 605 246 68.5% 2,199
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2438 1.2411 1.2281
R3 1.2367 1.2340 1.2261
R2 1.2295 1.2295 1.2255
R1 1.2268 1.2268 1.2248 1.2282
PP 1.2224 1.2224 1.2224 1.2230
S1 1.2197 1.2197 1.2235 1.2210
S2 1.2152 1.2152 1.2228
S3 1.2081 1.2125 1.2222
S4 1.2009 1.2054 1.2202
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2763 1.2666 1.2343
R3 1.2607 1.2510 1.2300
R2 1.2451 1.2451 1.2286
R1 1.2354 1.2354 1.2272 1.2325
PP 1.2295 1.2295 1.2295 1.2280
S1 1.2198 1.2198 1.2243 1.2169
S2 1.2139 1.2139 1.2229
S3 1.1983 1.2042 1.2215
S4 1.1827 1.1886 1.2172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2392 1.2175 0.0218 1.8% 0.0086 0.7% 31% False False 492
10 1.2392 1.2175 0.0218 1.8% 0.0078 0.6% 31% False False 416
20 1.2392 1.2172 0.0220 1.8% 0.0075 0.6% 32% False False 332
40 1.2392 1.1858 0.0534 4.4% 0.0069 0.6% 72% False False 235
60 1.2392 1.1671 0.0722 5.9% 0.0066 0.5% 79% False False 163
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2554
2.618 1.2438
1.618 1.2366
1.000 1.2322
0.618 1.2295
HIGH 1.2251
0.618 1.2223
0.500 1.2215
0.382 1.2206
LOW 1.2179
0.618 1.2135
1.000 1.2108
1.618 1.2063
2.618 1.1992
4.250 1.1875
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 1.2233 1.2251
PP 1.2224 1.2248
S1 1.2215 1.2245

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

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