CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 1.2237 1.2244 0.0007 0.1% 1.2201
High 1.2246 1.2285 0.0039 0.3% 1.2243
Low 1.2204 1.2210 0.0006 0.0% 1.2142
Close 1.2237 1.2244 0.0007 0.1% 1.2192
Range 0.0043 0.0075 0.0033 76.5% 0.0101
ATR 0.0060 0.0061 0.0001 1.7% 0.0000
Volume 0 21 21 86
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2471 1.2433 1.2285
R3 1.2396 1.2358 1.2265
R2 1.2321 1.2321 1.2258
R1 1.2283 1.2283 1.2251 1.2282
PP 1.2246 1.2246 1.2246 1.2246
S1 1.2208 1.2208 1.2237 1.2207
S2 1.2171 1.2171 1.2230
S3 1.2096 1.2133 1.2223
S4 1.2021 1.2058 1.2203
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 1.2285 1.2188 0.0097 0.8% 0.0043 0.4% 58% True False 12
10 1.2285 1.2142 0.0143 1.2% 0.0046 0.4% 72% True False 12
20 1.2285 1.1903 0.0382 3.1% 0.0051 0.4% 89% True False 19
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 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2603
2.618 1.2481
1.618 1.2406
1.000 1.2360
0.618 1.2331
HIGH 1.2285
0.618 1.2256
0.500 1.2247
0.382 1.2238
LOW 1.2210
0.618 1.2163
1.000 1.2135
1.618 1.2088
2.618 1.2013
4.250 1.1891
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 1.2247 1.2244
PP 1.2246 1.2244
S1 1.2245 1.2244

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

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