CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 1.2321 1.2258 -0.0063 -0.5% 1.2226
High 1.2345 1.2329 -0.0017 -0.1% 1.2352
Low 1.2309 1.2211 -0.0098 -0.8% 1.2204
Close 1.2321 1.2329 0.0008 0.1% 1.2321
Range 0.0037 0.0118 0.0081 221.9% 0.0149
ATR 0.0063 0.0067 0.0004 6.2% 0.0000
Volume 17 6 -11 -64.7% 50
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2642 1.2603 1.2393
R3 1.2524 1.2485 1.2361
R2 1.2407 1.2407 1.2350
R1 1.2368 1.2368 1.2339 1.2387
PP 1.2289 1.2289 1.2289 1.2299
S1 1.2250 1.2250 1.2318 1.2270
S2 1.2172 1.2172 1.2307
S3 1.2054 1.2133 1.2296
S4 1.1937 1.2015 1.2264
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2738 1.2678 1.2403
R3 1.2589 1.2529 1.2362
R2 1.2441 1.2441 1.2348
R1 1.2381 1.2381 1.2335 1.2411
PP 1.2292 1.2292 1.2292 1.2307
S1 1.2232 1.2232 1.2307 1.2262
S2 1.2144 1.2144 1.2294
S3 1.1995 1.2084 1.2280
S4 1.1847 1.1935 1.2239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2352 1.2204 0.0149 1.2% 0.0056 0.5% 84% False False 11
10 1.2352 1.2142 0.0211 1.7% 0.0049 0.4% 89% False False 10
20 1.2352 1.1903 0.0449 3.6% 0.0054 0.4% 95% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2828
2.618 1.2636
1.618 1.2519
1.000 1.2446
0.618 1.2401
HIGH 1.2329
0.618 1.2284
0.500 1.2270
0.382 1.2256
LOW 1.2211
0.618 1.2138
1.000 1.2094
1.618 1.2021
2.618 1.1903
4.250 1.1712
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 1.2309 1.2313
PP 1.2289 1.2297
S1 1.2270 1.2282

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

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