CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 1.2339 1.2228 -0.0111 -0.9% 1.2310
High 1.2349 1.2229 -0.0120 -1.0% 1.2414
Low 1.2265 1.2204 -0.0061 -0.5% 1.2265
Close 1.2283 1.2229 -0.0054 -0.4% 1.2283
Range 0.0084 0.0025 -0.0059 -70.2% 0.0150
ATR 0.0070 0.0070 0.0001 0.9% 0.0000
Volume 12 20 8 66.7% 30
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2296 1.2287 1.2243
R3 1.2271 1.2262 1.2236
R2 1.2246 1.2246 1.2234
R1 1.2237 1.2237 1.2231 1.2242
PP 1.2221 1.2221 1.2221 1.2223
S1 1.2212 1.2212 1.2227 1.2217
S2 1.2196 1.2196 1.2224
S3 1.2171 1.2187 1.2222
S4 1.2146 1.2162 1.2215
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2769 1.2675 1.2365
R3 1.2619 1.2526 1.2324
R2 1.2470 1.2470 1.2310
R1 1.2376 1.2376 1.2296 1.2348
PP 1.2320 1.2320 1.2320 1.2306
S1 1.2227 1.2227 1.2269 1.2199
S2 1.2171 1.2171 1.2255
S3 1.2021 1.2077 1.2241
S4 1.1872 1.1928 1.2200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2414 1.2204 0.0210 1.7% 0.0055 0.5% 12% False True 6
10 1.2414 1.2204 0.0210 1.7% 0.0054 0.4% 12% False True 5
20 1.2414 1.2188 0.0227 1.9% 0.0054 0.4% 18% False False 6
40 1.2414 1.1850 0.0564 4.6% 0.0051 0.4% 67% False False 12
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2335
2.618 1.2294
1.618 1.2269
1.000 1.2254
0.618 1.2244
HIGH 1.2229
0.618 1.2219
0.500 1.2217
0.382 1.2214
LOW 1.2204
0.618 1.2189
1.000 1.2179
1.618 1.2164
2.618 1.2139
4.250 1.2098
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 1.2225 1.2305
PP 1.2221 1.2280
S1 1.2217 1.2254

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

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