CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 1.2158 1.2101 -0.0058 -0.5% 1.2207
High 1.2172 1.2122 -0.0050 -0.4% 1.2221
Low 1.2092 1.2046 -0.0046 -0.4% 1.2096
Close 1.2102 1.2054 -0.0048 -0.4% 1.2168
Range 0.0080 0.0076 -0.0005 -5.6% 0.0125
ATR 0.0074 0.0074 0.0000 0.1% 0.0000
Volume 839 832 -7 -0.8% 2,838
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2300 1.2253 1.2096
R3 1.2225 1.2177 1.2075
R2 1.2149 1.2149 1.2068
R1 1.2102 1.2102 1.2061 1.2088
PP 1.2074 1.2074 1.2074 1.2067
S1 1.2026 1.2026 1.2047 1.2012
S2 1.1998 1.1998 1.2040
S3 1.1923 1.1951 1.2033
S4 1.1847 1.1875 1.2012
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 1.2206 1.2046 0.0160 1.3% 0.0078 0.6% 5% False True 734
10 1.2227 1.2046 0.0181 1.5% 0.0070 0.6% 4% False True 570
20 1.2392 1.2046 0.0346 2.9% 0.0076 0.6% 2% False True 543
40 1.2392 1.2046 0.0346 2.9% 0.0073 0.6% 2% False True 422
60 1.2392 1.1778 0.0614 5.1% 0.0072 0.6% 45% False False 294
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2442
2.618 1.2319
1.618 1.2244
1.000 1.2197
0.618 1.2168
HIGH 1.2122
0.618 1.2093
0.500 1.2084
0.382 1.2075
LOW 1.2046
0.618 1.1999
1.000 1.1971
1.618 1.1924
2.618 1.1848
4.250 1.1725
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 1.2084 1.2119
PP 1.2074 1.2097
S1 1.2064 1.2076

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

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