CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 15-Jan-2021

Day Change Summary
	Previous	Current
	14-Jan-2021	15-Jan-2021	Change	Change %	Previous Week
Open	1.2210	1.2180	-0.0030	-0.2%	1.2228
High	1.2241	1.2226	-0.0015	-0.1%	1.2287
Low	1.2178	1.2142	-0.0036	-0.3%	1.2142
Close	1.2220	1.2142	-0.0078	-0.6%	1.2142
Range	0.0064	0.0084	0.0021	32.3%	0.0145
ATR	0.0070	0.0071	0.0001	1.4%	0.0000
Volume	22	12	-10	-45.5%	131

Daily Pivots for day following 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2422	1.2366	1.2188
R3	1.2338	1.2282	1.2165
R2	1.2254	1.2254	1.2157
R1	1.2198	1.2198	1.2150	1.2184
PP	1.2170	1.2170	1.2170	1.2163
S1	1.2114	1.2114	1.2134	1.2100
S2	1.2086	1.2086	1.2127
S3	1.2002	1.2030	1.2119
S4	1.1918	1.1946	1.2096

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2625	1.2529	1.2222
R3	1.2480	1.2384	1.2182
R2	1.2335	1.2335	1.2169
R1	1.2239	1.2239	1.2155	1.2215
PP	1.2190	1.2190	1.2190	1.2178
S1	1.2094	1.2094	1.2129	1.2070
S2	1.2045	1.2045	1.2115
S3	1.1900	1.1949	1.2102
S4	1.1755	1.1804	1.2062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2287	1.2142	0.0145	1.2%	0.0064	0.5%	0%	False	True	26
10	1.2414	1.2142	0.0272	2.2%	0.0064	0.5%	0%	False	True	16
20	1.2414	1.2142	0.0272	2.2%	0.0060	0.5%	0%	False	True	10
40	1.2414	1.1903	0.0511	4.2%	0.0055	0.5%	47%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2583
2.618	1.2446
1.618	1.2362
1.000	1.2310
0.618	1.2278
HIGH	1.2226
0.618	1.2194
0.500	1.2184
0.382	1.2174
LOW	1.2142
0.618	1.2090
1.000	1.2058
1.618	1.2006
2.618	1.1922
4.250	1.1785

Fisher Pivots for day following 15-Jan-2021
Pivot	1 day	3 day
R1	1.2184	1.2215
PP	1.2170	1.2190
S1	1.2156	1.2166

Download as Excel Spreadsheet

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

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