CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 29-Jan-2021
Day Change Summary
Previous Current
28-Jan-2021 29-Jan-2021 Change Change % Previous Week
Open 1.2140 1.2143 0.0003 0.0% 1.2207
High 1.2179 1.2192 0.0013 0.1% 1.2221
Low 1.2118 1.2131 0.0014 0.1% 1.2096
Close 1.2169 1.2168 -0.0001 0.0% 1.2168
Range 0.0061 0.0061 -0.0001 -0.8% 0.0125
ATR 0.0075 0.0074 -0.0001 -1.4% 0.0000
Volume 563 396 -167 -29.7% 2,838
Daily Pivots for day following 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2345 1.2317 1.2201
R3 1.2284 1.2256 1.2184
R2 1.2224 1.2224 1.2179
R1 1.2196 1.2196 1.2173 1.2210
PP 1.2163 1.2163 1.2163 1.2170
S1 1.2135 1.2135 1.2162 1.2149
S2 1.2103 1.2103 1.2156
S3 1.2042 1.2075 1.2151
S4 1.1982 1.2014 1.2134
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2536 1.2477 1.2236
R3 1.2411 1.2352 1.2202
R2 1.2286 1.2286 1.2190
R1 1.2227 1.2227 1.2179 1.2194
PP 1.2161 1.2161 1.2161 1.2145
S1 1.2102 1.2102 1.2156 1.2069
S2 1.2036 1.2036 1.2145
S3 1.1911 1.1977 1.2133
S4 1.1786 1.1852 1.2099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2221 1.2096 0.0125 1.0% 0.0073 0.6% 58% False False 567
10 1.2227 1.2094 0.0133 1.1% 0.0072 0.6% 56% False False 524
20 1.2392 1.2094 0.0299 2.5% 0.0077 0.6% 25% False False 497
40 1.2392 1.2094 0.0299 2.5% 0.0073 0.6% 25% False False 383
60 1.2392 1.1671 0.0722 5.9% 0.0073 0.6% 69% False False 267
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2449
2.618 1.2350
1.618 1.2289
1.000 1.2252
0.618 1.2229
HIGH 1.2192
0.618 1.2168
0.500 1.2161
0.382 1.2154
LOW 1.2131
0.618 1.2094
1.000 1.2071
1.618 1.2033
2.618 1.1973
4.250 1.1874
Fisher Pivots for day following 29-Jan-2021
Pivot 1 day 3 day
R1 1.2165 1.2162
PP 1.2163 1.2156
S1 1.2161 1.2151

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

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