CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 1.2259 1.2281 0.0022 0.2% 1.2258
High 1.2287 1.2322 0.0036 0.3% 1.2337
Low 1.2256 1.2281 0.0026 0.2% 1.2211
Close 1.2259 1.2281 0.0022 0.2% 1.2259
Range 0.0031 0.0041 0.0010 32.3% 0.0126
ATR 0.0066 0.0065 0.0000 -0.3% 0.0000
Volume
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2418 1.2390 1.2304
R3 1.2377 1.2349 1.2292
R2 1.2336 1.2336 1.2289
R1 1.2308 1.2308 1.2285 1.2302
PP 1.2295 1.2295 1.2295 1.2291
S1 1.2267 1.2267 1.2277 1.2261
S2 1.2254 1.2254 1.2273
S3 1.2213 1.2226 1.2270
S4 1.2172 1.2185 1.2258
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2645 1.2578 1.2328
R3 1.2520 1.2452 1.2294
R2 1.2394 1.2394 1.2282
R1 1.2327 1.2327 1.2271 1.2361
PP 1.2269 1.2269 1.2269 1.2286
S1 1.2201 1.2201 1.2247 1.2235
S2 1.2143 1.2143 1.2236
S3 1.2018 1.2076 1.2224
S4 1.1892 1.1950 1.2190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2337 1.2211 0.0126 1.0% 0.0070 0.6% 56% False False 2
10 1.2352 1.2204 0.0149 1.2% 0.0053 0.4% 52% False False 6
20 1.2352 1.2013 0.0340 2.8% 0.0056 0.5% 79% False False 14
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2496
2.618 1.2429
1.618 1.2388
1.000 1.2363
0.618 1.2347
HIGH 1.2322
0.618 1.2306
0.500 1.2302
0.382 1.2297
LOW 1.2281
0.618 1.2256
1.000 1.2240
1.618 1.2215
2.618 1.2174
4.250 1.2107
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 1.2302 1.2280
PP 1.2295 1.2280
S1 1.2288 1.2279

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

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