CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 1.2225 1.2210 -0.0015 -0.1% 1.2310
High 1.2287 1.2241 -0.0046 -0.4% 1.2414
Low 1.2207 1.2178 -0.0030 -0.2% 1.2265
Close 1.2220 1.2220 0.0000 0.0% 1.2283
Range 0.0080 0.0064 -0.0017 -20.6% 0.0150
ATR 0.0071 0.0070 -0.0001 -0.7% 0.0000
Volume 64 22 -42 -65.6% 30
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2403 1.2375 1.2255
R3 1.2340 1.2312 1.2237
R2 1.2276 1.2276 1.2232
R1 1.2248 1.2248 1.2226 1.2262
PP 1.2213 1.2213 1.2213 1.2220
S1 1.2185 1.2185 1.2214 1.2199
S2 1.2149 1.2149 1.2208
S3 1.2086 1.2121 1.2203
S4 1.2022 1.2058 1.2185
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 1.2349 1.2178 0.0171 1.4% 0.0064 0.5% 25% False True 26
10 1.2414 1.2178 0.0237 1.9% 0.0065 0.5% 18% False True 15
20 1.2414 1.2178 0.0237 1.9% 0.0059 0.5% 18% False True 10
40 1.2414 1.1903 0.0511 4.2% 0.0054 0.4% 62% False False 14
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2511
2.618 1.2407
1.618 1.2344
1.000 1.2305
0.618 1.2280
HIGH 1.2241
0.618 1.2217
0.500 1.2209
0.382 1.2202
LOW 1.2178
0.618 1.2138
1.000 1.2114
1.618 1.2075
2.618 1.2011
4.250 1.1908
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 1.2216 1.2232
PP 1.2213 1.2228
S1 1.2209 1.2224

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

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