CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 1.2125 1.2175 0.0050 0.4% 1.2257
High 1.2184 1.2198 0.0014 0.1% 1.2263
Low 1.2094 1.2116 0.0023 0.2% 1.2115
Close 1.2166 1.2147 -0.0019 -0.2% 1.2118
Range 0.0091 0.0082 -0.0009 -9.9% 0.0149
ATR 0.0078 0.0078 0.0000 0.3% 0.0000
Volume 612 587 -25 -4.1% 2,753
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2398 1.2354 1.2191
R3 1.2316 1.2272 1.2169
R2 1.2235 1.2235 1.2161
R1 1.2191 1.2191 1.2154 1.2172
PP 1.2153 1.2153 1.2153 1.2144
S1 1.2109 1.2109 1.2139 1.2091
S2 1.2072 1.2072 1.2132
S3 1.1990 1.2028 1.2124
S4 1.1909 1.1946 1.2102
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% 0.0082 0.7% 31% False False 597
10 1.2392 1.2094 0.0299 2.5% 0.0084 0.7% 18% False False 545
20 1.2392 1.2094 0.0299 2.5% 0.0079 0.7% 18% False False 419
40 1.2392 1.1858 0.0534 4.4% 0.0074 0.6% 54% False False 307
60 1.2392 1.1671 0.0722 5.9% 0.0069 0.6% 66% False False 211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2544
2.618 1.2411
1.618 1.2329
1.000 1.2279
0.618 1.2248
HIGH 1.2198
0.618 1.2166
0.500 1.2157
0.382 1.2147
LOW 1.2116
0.618 1.2066
1.000 1.2035
1.618 1.1984
2.618 1.1903
4.250 1.1770
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 1.2157 1.2148
PP 1.2153 1.2147
S1 1.2150 1.2147

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

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