CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 1.2371 1.2350 -0.0022 -0.2% 1.2281
High 1.2372 1.2414 0.0042 0.3% 1.2374
Low 1.2371 1.2338 -0.0034 -0.3% 1.2281
Close 1.2371 1.2377 0.0006 0.0% 1.2295
Range 0.0001 0.0077 0.0076 7,550.0% 0.0093
ATR 0.0066 0.0067 0.0001 1.1% 0.0000
Volume 0 1 1 9
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2606 1.2568 1.2419
R3 1.2529 1.2491 1.2398
R2 1.2453 1.2453 1.2391
R1 1.2415 1.2415 1.2384 1.2434
PP 1.2376 1.2376 1.2376 1.2386
S1 1.2338 1.2338 1.2369 1.2357
S2 1.2300 1.2300 1.2362
S3 1.2223 1.2262 1.2355
S4 1.2147 1.2185 1.2334
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 1.2414 1.2282 0.0132 1.1% 0.0057 0.5% 72% True False 5
10 1.2414 1.2236 0.0178 1.4% 0.0053 0.4% 79% True False 3
20 1.2414 1.2142 0.0273 2.2% 0.0051 0.4% 86% True False 6
40 1.2414 1.1845 0.0570 4.6% 0.0051 0.4% 93% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2739
2.618 1.2614
1.618 1.2538
1.000 1.2491
0.618 1.2461
HIGH 1.2414
0.618 1.2385
0.500 1.2376
0.382 1.2367
LOW 1.2338
0.618 1.2290
1.000 1.2261
1.618 1.2214
2.618 1.2137
4.250 1.2012
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 1.2376 1.2372
PP 1.2376 1.2367
S1 1.2376 1.2362

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

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