CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 1.2250 1.2197 -0.0053 -0.4% 1.2283
High 1.2263 1.2218 -0.0045 -0.4% 1.2392
Low 1.2181 1.2151 -0.0030 -0.2% 1.2236
Close 1.2195 1.2196 0.0001 0.0% 1.2258
Range 0.0083 0.0068 -0.0015 -18.2% 0.0156
ATR 0.0077 0.0076 -0.0001 -0.9% 0.0000
Volume 704 493 -211 -30.0% 2,199
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2391 1.2361 1.2233
R3 1.2323 1.2293 1.2214
R2 1.2256 1.2256 1.2208
R1 1.2226 1.2226 1.2202 1.2207
PP 1.2188 1.2188 1.2188 1.2179
S1 1.2158 1.2158 1.2189 1.2139
S2 1.2121 1.2121 1.2183
S3 1.2053 1.2091 1.2177
S4 1.1986 1.2023 1.2158
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 1.2327 1.2151 0.0176 1.4% 0.0079 0.7% 26% False True 513
10 1.2392 1.2151 0.0242 2.0% 0.0082 0.7% 19% False True 469
20 1.2392 1.2151 0.0242 2.0% 0.0077 0.6% 19% False True 379
40 1.2392 1.1858 0.0534 4.4% 0.0071 0.6% 63% False False 265
60 1.2392 1.1671 0.0722 5.9% 0.0066 0.5% 73% False False 182
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2505
2.618 1.2395
1.618 1.2327
1.000 1.2286
0.618 1.2260
HIGH 1.2218
0.618 1.2192
0.500 1.2184
0.382 1.2176
LOW 1.2151
0.618 1.2109
1.000 1.2083
1.618 1.2041
2.618 1.1974
4.250 1.1864
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 1.2192 1.2207
PP 1.2188 1.2203
S1 1.2184 1.2199

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.