CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 1.2217 1.2226 0.0009 0.1% 1.2201
High 1.2239 1.2247 0.0008 0.1% 1.2243
Low 1.2188 1.2226 0.0038 0.3% 1.2142
Close 1.2192 1.2226 0.0034 0.3% 1.2192
Range 0.0052 0.0022 -0.0030 -58.3% 0.0101
ATR 0.0062 0.0062 -0.0001 -0.8% 0.0000
Volume 6 0 -6 -100.0% 86
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2297 1.2283 1.2237
R3 1.2276 1.2261 1.2231
R2 1.2254 1.2254 1.2229
R1 1.2240 1.2240 1.2227 1.2236
PP 1.2233 1.2233 1.2233 1.2231
S1 1.2218 1.2218 1.2224 1.2215
S2 1.2211 1.2211 1.2222
S3 1.2190 1.2197 1.2220
S4 1.2168 1.2175 1.2214
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 1.2247 1.2142 0.0106 0.9% 0.0041 0.3% 80% True False 8
10 1.2251 1.2018 0.0233 1.9% 0.0054 0.4% 89% False False 12
20 1.2251 1.1903 0.0348 2.8% 0.0047 0.4% 93% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2338
2.618 1.2303
1.618 1.2282
1.000 1.2269
0.618 1.2260
HIGH 1.2247
0.618 1.2239
0.500 1.2236
0.382 1.2234
LOW 1.2226
0.618 1.2212
1.000 1.2204
1.618 1.2191
2.618 1.2169
4.250 1.2134
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 1.2236 1.2223
PP 1.2233 1.2220
S1 1.2229 1.2217

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

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