CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 20-Jan-2021

Day Change Summary
	Previous	Current
	19-Jan-2021	20-Jan-2021	Change	Change %	Previous Week
Open	1.2178	1.2171	-0.0007	-0.1%	1.2228
High	1.2208	1.2222	0.0014	0.1%	1.2287
Low	1.2119	1.2142	0.0023	0.2%	1.2142
Close	1.2191	1.2171	-0.0020	-0.2%	1.2142
Range	0.0089	0.0080	-0.0010	-10.7%	0.0145
ATR	0.0073	0.0073	0.0000	0.7%	0.0000
Volume	89	0	-89	-100.0%	131

Daily Pivots for day following 20-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2417	1.2373	1.2215
R3	1.2337	1.2294	1.2193
R2	1.2258	1.2258	1.2186
R1	1.2214	1.2214	1.2178	1.2211
PP	1.2178	1.2178	1.2178	1.2176
S1	1.2135	1.2135	1.2164	1.2131
S2	1.2099	1.2099	1.2156
S3	1.2019	1.2055	1.2149
S4	1.1940	1.1976	1.2127

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%	0.0079	0.7%	31%	False	False	37
10	1.2414	1.2119	0.0295	2.4%	0.0074	0.6%	18%	False	False	23
20	1.2414	1.2119	0.0295	2.4%	0.0066	0.5%	18%	False	False	13
40	1.2414	1.1903	0.0511	4.2%	0.0057	0.5%	52%	False	False	15

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2559
2.618	1.2430
1.618	1.2350
1.000	1.2301
0.618	1.2271
HIGH	1.2222
0.618	1.2191
0.500	1.2182
0.382	1.2172
LOW	1.2142
0.618	1.2093
1.000	1.2063
1.618	1.2013
2.618	1.1934
4.250	1.1804

Fisher Pivots for day following 20-Jan-2021
Pivot	1 day	3 day
R1	1.2182	1.2173
PP	1.2178	1.2172
S1	1.2175	1.2172

Download as Excel Spreadsheet

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

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