CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 1.2213 1.2217 0.0004 0.0% 1.2201
High 1.2237 1.2239 0.0002 0.0% 1.2243
Low 1.2213 1.2188 -0.0026 -0.2% 1.2142
Close 1.2213 1.2192 -0.0021 -0.2% 1.2192
Range 0.0024 0.0052 0.0028 114.6% 0.0101
ATR 0.0063 0.0062 -0.0001 -1.3% 0.0000
Volume 35 6 -29 -82.9% 86
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2361 1.2328 1.2220
R3 1.2309 1.2276 1.2206
R2 1.2258 1.2258 1.2201
R1 1.2225 1.2225 1.2197 1.2216
PP 1.2206 1.2206 1.2206 1.2202
S1 1.2173 1.2173 1.2187 1.2164
S2 1.2155 1.2155 1.2183
S3 1.2103 1.2122 1.2178
S4 1.2052 1.2070 1.2164
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2495 1.2445 1.2248
R3 1.2394 1.2344 1.2220
R2 1.2293 1.2293 1.2211
R1 1.2243 1.2243 1.2201 1.2217
PP 1.2192 1.2192 1.2192 1.2179
S1 1.2142 1.2142 1.2183 1.2116
S2 1.2091 1.2091 1.2173
S3 1.1990 1.2041 1.2164
S4 1.1889 1.1940 1.2136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2243 1.2142 0.0101 0.8% 0.0052 0.4% 50% False False 17
10 1.2251 1.2013 0.0238 2.0% 0.0058 0.5% 75% False False 22
20 1.2251 1.1889 0.0362 3.0% 0.0048 0.4% 84% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2458
2.618 1.2374
1.618 1.2322
1.000 1.2291
0.618 1.2271
HIGH 1.2239
0.618 1.2219
0.500 1.2213
0.382 1.2207
LOW 1.2188
0.618 1.2156
1.000 1.2136
1.618 1.2104
2.618 1.2053
4.250 1.1969
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 1.2213 1.2191
PP 1.2206 1.2191
S1 1.2199 1.2190

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

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