CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 1.2197 1.2199 0.0002 0.0% 1.2257
High 1.2218 1.2202 -0.0016 -0.1% 1.2263
Low 1.2151 1.2115 -0.0036 -0.3% 1.2115
Close 1.2196 1.2118 -0.0078 -0.6% 1.2118
Range 0.0068 0.0088 0.0020 29.6% 0.0149
ATR 0.0076 0.0077 0.0001 1.1% 0.0000
Volume 493 592 99 20.1% 2,753
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2407 1.2350 1.2166
R3 1.2320 1.2262 1.2142
R2 1.2232 1.2232 1.2134
R1 1.2175 1.2175 1.2126 1.2160
PP 1.2145 1.2145 1.2145 1.2137
S1 1.2087 1.2087 1.2109 1.2072
S2 1.2057 1.2057 1.2101
S3 1.1970 1.2000 1.2093
S4 1.1882 1.1912 1.2069
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2611 1.2513 1.2199
R3 1.2462 1.2364 1.2158
R2 1.2314 1.2314 1.2145
R1 1.2216 1.2216 1.2131 1.2190
PP 1.2165 1.2165 1.2165 1.2152
S1 1.2067 1.2067 1.2104 1.2042
S2 1.2017 1.2017 1.2090
S3 1.1868 1.1919 1.2077
S4 1.1720 1.1770 1.2036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2263 1.2115 0.0149 1.2% 0.0079 0.6% 2% False True 550
10 1.2392 1.2115 0.0278 2.3% 0.0080 0.7% 1% False True 495
20 1.2392 1.2115 0.0278 2.3% 0.0077 0.6% 1% False True 388
40 1.2392 1.1858 0.0534 4.4% 0.0072 0.6% 49% False False 279
60 1.2392 1.1671 0.0722 6.0% 0.0067 0.6% 62% False False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2574
2.618 1.2431
1.618 1.2344
1.000 1.2290
0.618 1.2256
HIGH 1.2202
0.618 1.2169
0.500 1.2158
0.382 1.2148
LOW 1.2115
0.618 1.2060
1.000 1.2027
1.618 1.1973
2.618 1.1885
4.250 1.1743
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 1.2158 1.2189
PP 1.2145 1.2165
S1 1.2131 1.2141

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

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