CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	1.2350	1.2335	-0.0015	-0.1%	1.2281
High	1.2414	1.2406	-0.0008	-0.1%	1.2374
Low	1.2338	1.2316	-0.0022	-0.2%	1.2281
Close	1.2377	1.2335	-0.0042	-0.3%	1.2295
Range	0.0077	0.0091	0.0014	18.3%	0.0093
ATR	0.0067	0.0069	0.0002	2.5%	0.0000
Volume	1	0	-1	-100.0%	9

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2624	1.2570	1.2385
R3	1.2533	1.2479	1.2360
R2	1.2443	1.2443	1.2352
R1	1.2389	1.2389	1.2343	1.2380
PP	1.2352	1.2352	1.2352	1.2348
S1	1.2298	1.2298	1.2327	1.2290
S2	1.2262	1.2262	1.2318
S3	1.2171	1.2208	1.2310
S4	1.2081	1.2117	1.2285

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%	0.0065	0.5%	40%	False	False	5
10	1.2414	1.2236	0.0178	1.4%	0.0053	0.4%	56%	False	False	3
20	1.2414	1.2142	0.0273	2.2%	0.0054	0.4%	71%	False	False	6
40	1.2414	1.1845	0.0570	4.6%	0.0051	0.4%	86%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2791
2.618	1.2643
1.618	1.2552
1.000	1.2497
0.618	1.2462
HIGH	1.2406
0.618	1.2371
0.500	1.2361
0.382	1.2350
LOW	1.2316
0.618	1.2260
1.000	1.2225
1.618	1.2169
2.618	1.2079
4.250	1.1931

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	1.2361	1.2365
PP	1.2352	1.2355
S1	1.2344	1.2345

Download as Excel Spreadsheet

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

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