CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 12-Jan-2021

Day Change Summary
	Previous	Current
	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	1.2228	1.2220	-0.0008	-0.1%	1.2310
High	1.2229	1.2274	0.0045	0.4%	1.2414
Low	1.2204	1.2206	0.0002	0.0%	1.2265
Close	1.2229	1.2267	0.0038	0.3%	1.2283
Range	0.0025	0.0068	0.0043	172.0%	0.0150
ATR	0.0070	0.0070	0.0000	-0.2%	0.0000
Volume	20	13	-7	-35.0%	30

Daily Pivots for day following 12-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2453	1.2428	1.2304
R3	1.2385	1.2360	1.2285
R2	1.2317	1.2317	1.2279
R1	1.2292	1.2292	1.2273	1.2304
PP	1.2249	1.2249	1.2249	1.2255
S1	1.2224	1.2224	1.2260	1.2236
S2	1.2181	1.2181	1.2254
S3	1.2113	1.2156	1.2248
S4	1.2045	1.2088	1.2229

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%	0.0069	0.6%	30%	False	False	9
10	1.2414	1.2204	0.0210	1.7%	0.0057	0.5%	30%	False	False	7
20	1.2414	1.2204	0.0211	1.7%	0.0055	0.4%	30%	False	False	6
40	1.2414	1.1889	0.0526	4.3%	0.0051	0.4%	72%	False	False	12

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2563
2.618	1.2452
1.618	1.2384
1.000	1.2342
0.618	1.2316
HIGH	1.2274
0.618	1.2248
0.500	1.2240
0.382	1.2231
LOW	1.2206
0.618	1.2163
1.000	1.2138
1.618	1.2095
2.618	1.2027
4.250	1.1917

Fisher Pivots for day following 12-Jan-2021
Pivot	1 day	3 day
R1	1.2258	1.2276
PP	1.2249	1.2273
S1	1.2240	1.2270

Download as Excel Spreadsheet

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

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