CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 1.2180 1.2178 -0.0002 0.0% 1.2228
High 1.2226 1.2208 -0.0018 -0.1% 1.2287
Low 1.2142 1.2119 -0.0023 -0.2% 1.2142
Close 1.2142 1.2191 0.0049 0.4% 1.2142
Range 0.0084 0.0089 0.0005 6.0% 0.0145
ATR 0.0071 0.0073 0.0001 1.8% 0.0000
Volume 12 89 77 641.7% 131
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2440 1.2404 1.2239
R3 1.2351 1.2315 1.2215
R2 1.2262 1.2262 1.2207
R1 1.2226 1.2226 1.2199 1.2244
PP 1.2173 1.2173 1.2173 1.2181
S1 1.2137 1.2137 1.2182 1.2155
S2 1.2084 1.2084 1.2174
S3 1.1995 1.2048 1.2166
S4 1.1906 1.1959 1.2142
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 1.2119 0.0168 1.4% 0.0077 0.6% 43% False True 40
10 1.2414 1.2119 0.0295 2.4% 0.0066 0.5% 24% False True 23
20 1.2414 1.2119 0.0295 2.4% 0.0064 0.5% 24% False True 14
40 1.2414 1.1903 0.0511 4.2% 0.0057 0.5% 56% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2586
2.618 1.2441
1.618 1.2352
1.000 1.2297
0.618 1.2263
HIGH 1.2208
0.618 1.2174
0.500 1.2164
0.382 1.2153
LOW 1.2119
0.618 1.2064
1.000 1.2030
1.618 1.1975
2.618 1.1886
4.250 1.1741
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 1.2182 1.2187
PP 1.2173 1.2184
S1 1.2164 1.2180

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

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