CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 1.2076 1.2073 -0.0003 0.0% 1.2207
High 1.2084 1.2076 -0.0008 -0.1% 1.2221
Low 1.2039 1.1989 -0.0050 -0.4% 1.2096
Close 1.2060 1.1999 -0.0061 -0.5% 1.2168
Range 0.0045 0.0087 0.0042 93.3% 0.0125
ATR 0.0072 0.0073 0.0001 1.5% 0.0000
Volume 529 953 424 80.2% 2,838
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2282 1.2228 1.2047
R3 1.2195 1.2141 1.2023
R2 1.2108 1.2108 1.2015
R1 1.2054 1.2054 1.2007 1.2037
PP 1.2021 1.2021 1.2021 1.2013
S1 1.1967 1.1967 1.1991 1.1950
S2 1.1934 1.1934 1.1983
S3 1.1847 1.1880 1.1975
S4 1.1760 1.1793 1.1951
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 1.2192 1.1989 0.0203 1.7% 0.0070 0.6% 5% False True 709
10 1.2227 1.1989 0.0238 2.0% 0.0069 0.6% 4% False True 622
20 1.2387 1.1989 0.0398 3.3% 0.0075 0.6% 3% False True 578
40 1.2392 1.1989 0.0404 3.4% 0.0073 0.6% 3% False True 444
60 1.2392 1.1808 0.0584 4.9% 0.0071 0.6% 33% False False 317
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 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2445
2.618 1.2303
1.618 1.2216
1.000 1.2163
0.618 1.2129
HIGH 1.2076
0.618 1.2042
0.500 1.2032
0.382 1.2022
LOW 1.1989
0.618 1.1935
1.000 1.1902
1.618 1.1848
2.618 1.1761
4.250 1.1619
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 1.2032 1.2055
PP 1.2021 1.2036
S1 1.2010 1.2018

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

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