CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 1.2199 1.2125 -0.0074 -0.6% 1.2257
High 1.2202 1.2184 -0.0018 -0.1% 1.2263
Low 1.2115 1.2094 -0.0021 -0.2% 1.2115
Close 1.2118 1.2166 0.0048 0.4% 1.2118
Range 0.0088 0.0091 0.0003 3.4% 0.0149
ATR 0.0077 0.0078 0.0001 1.3% 0.0000
Volume 592 612 20 3.4% 2,753
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2419 1.2383 1.2215
R3 1.2329 1.2292 1.2190
R2 1.2238 1.2238 1.2182
R1 1.2202 1.2202 1.2174 1.2220
PP 1.2148 1.2148 1.2148 1.2157
S1 1.2111 1.2111 1.2157 1.2130
S2 1.2057 1.2057 1.2149
S3 1.1967 1.2021 1.2141
S4 1.1876 1.1930 1.2116
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 1.2094 0.0170 1.4% 0.0080 0.7% 42% False True 601
10 1.2392 1.2094 0.0299 2.5% 0.0081 0.7% 24% False True 515
20 1.2392 1.2094 0.0299 2.5% 0.0078 0.6% 24% False True 399
40 1.2392 1.1858 0.0534 4.4% 0.0074 0.6% 58% False False 294
60 1.2392 1.1671 0.0722 5.9% 0.0068 0.6% 69% False False 202
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 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2569
2.618 1.2421
1.618 1.2330
1.000 1.2275
0.618 1.2240
HIGH 1.2184
0.618 1.2149
0.500 1.2139
0.382 1.2128
LOW 1.2094
0.618 1.2038
1.000 1.2003
1.618 1.1947
2.618 1.1857
4.250 1.1709
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 1.2157 1.2162
PP 1.2148 1.2159
S1 1.2139 1.2156

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

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