CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 1.2226 1.2237 0.0012 0.1% 1.2201
High 1.2247 1.2246 -0.0001 0.0% 1.2243
Low 1.2226 1.2204 -0.0022 -0.2% 1.2142
Close 1.2226 1.2237 0.0012 0.1% 1.2192
Range 0.0022 0.0043 0.0021 97.7% 0.0101
ATR 0.0062 0.0060 -0.0001 -2.2% 0.0000
Volume
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2356 1.2339 1.2260
R3 1.2314 1.2297 1.2249
R2 1.2271 1.2271 1.2245
R1 1.2254 1.2254 1.2241 1.2258
PP 1.2229 1.2229 1.2229 1.2231
S1 1.2212 1.2212 1.2233 1.2216
S2 1.2186 1.2186 1.2229
S3 1.2144 1.2169 1.2225
S4 1.2101 1.2127 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% 0.0044 0.4% 91% False False 8
10 1.2251 1.2129 0.0122 1.0% 0.0045 0.4% 89% False False 12
20 1.2251 1.1903 0.0348 2.8% 0.0048 0.4% 96% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2427
2.618 1.2357
1.618 1.2315
1.000 1.2289
0.618 1.2272
HIGH 1.2246
0.618 1.2230
0.500 1.2225
0.382 1.2220
LOW 1.2204
0.618 1.2177
1.000 1.2161
1.618 1.2135
2.618 1.2092
4.250 1.2023
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 1.2233 1.2230
PP 1.2229 1.2224
S1 1.2225 1.2217

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

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