CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 1.2199 1.2140 -0.0059 -0.5% 1.2125
High 1.2206 1.2179 -0.0028 -0.2% 1.2227
Low 1.2096 1.2118 0.0022 0.2% 1.2094
Close 1.2137 1.2169 0.0032 0.3% 1.2206
Range 0.0111 0.0061 -0.0050 -44.8% 0.0133
ATR 0.0076 0.0075 -0.0001 -1.4% 0.0000
Volume 1,042 563 -479 -46.0% 1,812
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2338 1.2314 1.2202
R3 1.2277 1.2253 1.2185
R2 1.2216 1.2216 1.2180
R1 1.2192 1.2192 1.2174 1.2204
PP 1.2155 1.2155 1.2155 1.2161
S1 1.2131 1.2131 1.2163 1.2143
S2 1.2094 1.2094 1.2157
S3 1.2033 1.2070 1.2152
S4 1.1972 1.2009 1.2135
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2574 1.2523 1.2279
R3 1.2441 1.2390 1.2242
R2 1.2308 1.2308 1.2230
R1 1.2257 1.2257 1.2218 1.2283
PP 1.2175 1.2175 1.2175 1.2188
S1 1.2124 1.2124 1.2193 1.2150
S2 1.2042 1.2042 1.2181
S3 1.1909 1.1991 1.2169
S4 1.1776 1.1858 1.2132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2227 1.2096 0.0131 1.1% 0.0068 0.6% 56% False False 535
10 1.2227 1.2094 0.0133 1.1% 0.0073 0.6% 56% False False 533
20 1.2392 1.2094 0.0299 2.5% 0.0077 0.6% 25% False False 500
40 1.2392 1.1989 0.0404 3.3% 0.0075 0.6% 45% False False 374
60 1.2392 1.1671 0.0722 5.9% 0.0072 0.6% 69% False False 261
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2438
2.618 1.2338
1.618 1.2277
1.000 1.2240
0.618 1.2216
HIGH 1.2179
0.618 1.2155
0.500 1.2148
0.382 1.2141
LOW 1.2118
0.618 1.2080
1.000 1.2057
1.618 1.2019
2.618 1.1958
4.250 1.1858
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 1.2162 1.2164
PP 1.2155 1.2159
S1 1.2148 1.2154

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

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