CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	1.2296	1.2310	0.0015	0.1%	1.2281
High	1.2374	1.2375	0.0001	0.0%	1.2374
Low	1.2282	1.2310	0.0028	0.2%	1.2281
Close	1.2295	1.2320	0.0025	0.2%	1.2295
Range	0.0092	0.0065	-0.0027	-29.3%	0.0093
ATR	0.0066	0.0067	0.0001	1.5%	0.0000
Volume	9	17	8	88.9%	9

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2530	1.2490	1.2356
R3	1.2465	1.2425	1.2338
R2	1.2400	1.2400	1.2332
R1	1.2360	1.2360	1.2326	1.2380
PP	1.2335	1.2335	1.2335	1.2345
S1	1.2295	1.2295	1.2314	1.2315
S2	1.2270	1.2270	1.2308
S3	1.2205	1.2230	1.2302
S4	1.2140	1.2165	1.2284

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2596	1.2538	1.2346
R3	1.2503	1.2445	1.2321
R2	1.2410	1.2410	1.2312
R1	1.2352	1.2352	1.2304	1.2381
PP	1.2317	1.2317	1.2317	1.2331
S1	1.2259	1.2259	1.2286	1.2288
S2	1.2224	1.2224	1.2278
S3	1.2131	1.2166	1.2269
S4	1.2038	1.2073	1.2244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2375	1.2281	0.0094	0.8%	0.0053	0.4%	41%	True	False	5
10	1.2375	1.2211	0.0164	1.3%	0.0061	0.5%	66%	True	False	5
20	1.2375	1.2142	0.0234	1.9%	0.0053	0.4%	76%	True	False	9
40	1.2375	1.1803	0.0572	4.6%	0.0054	0.4%	90%	True	False	13

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2651
2.618	1.2545
1.618	1.2480
1.000	1.2440
0.618	1.2415
HIGH	1.2375
0.618	1.2350
0.500	1.2343
0.382	1.2335
LOW	1.2310
0.618	1.2270
1.000	1.2245
1.618	1.2205
2.618	1.2140
4.250	1.2034

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	1.2343	1.2329
PP	1.2335	1.2326
S1	1.2328	1.2323

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols