CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	1.2220	1.2225	0.0005	0.0%	1.2310
High	1.2274	1.2287	0.0014	0.1%	1.2414
Low	1.2206	1.2207	0.0002	0.0%	1.2265
Close	1.2267	1.2220	-0.0047	-0.4%	1.2283
Range	0.0068	0.0080	0.0012	17.6%	0.0150
ATR	0.0070	0.0071	0.0001	1.0%	0.0000
Volume	13	64	51	392.3%	30

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2478	1.2429	1.2264
R3	1.2398	1.2349	1.2242
R2	1.2318	1.2318	1.2235
R1	1.2269	1.2269	1.2227	1.2254
PP	1.2238	1.2238	1.2238	1.2230
S1	1.2189	1.2189	1.2213	1.2174
S2	1.2158	1.2158	1.2205
S3	1.2078	1.2109	1.2198
S4	1.1998	1.2029	1.2176

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	1.2406	1.2204	0.0202	1.7%	0.0070	0.6%	8%	False	False	21
10	1.2414	1.2204	0.0210	1.7%	0.0063	0.5%	8%	False	False	13
20	1.2414	1.2204	0.0211	1.7%	0.0058	0.5%	8%	False	False	9
40	1.2414	1.1903	0.0511	4.2%	0.0053	0.4%	62%	False	False	14

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2627
2.618	1.2496
1.618	1.2416
1.000	1.2367
0.618	1.2336
HIGH	1.2287
0.618	1.2256
0.500	1.2247
0.382	1.2238
LOW	1.2207
0.618	1.2158
1.000	1.2127
1.618	1.2078
2.618	1.1998
4.250	1.1867

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	1.2247	1.2246
PP	1.2238	1.2237
S1	1.2229	1.2229

Download as Excel Spreadsheet

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

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