CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	1.2223	1.2227	0.0004	0.0%	1.2178
High	1.2232	1.2251	0.0019	0.2%	1.2251
Low	1.2200	1.2215	0.0016	0.1%	1.2119
Close	1.2222	1.2230	0.0009	0.1%	1.2230
Range	0.0033	0.0036	0.0003	9.2%	0.0132
ATR	0.0072	0.0070	-0.0003	-3.6%	0.0000
Volume	45	104	59	131.1%	238

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2338	1.2320	1.2250
R3	1.2303	1.2284	1.2240
R2	1.2267	1.2267	1.2237
R1	1.2249	1.2249	1.2233	1.2258
PP	1.2232	1.2232	1.2232	1.2237
S1	1.2213	1.2213	1.2227	1.2223
S2	1.2196	1.2196	1.2223
S3	1.2161	1.2178	1.2220
S4	1.2125	1.2142	1.2210

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2594	1.2544	1.2302
R3	1.2463	1.2412	1.2266
R2	1.2331	1.2331	1.2254
R1	1.2281	1.2281	1.2242	1.2306
PP	1.2200	1.2200	1.2200	1.2213
S1	1.2149	1.2149	1.2218	1.2175
S2	1.2068	1.2068	1.2206
S3	1.1937	1.2018	1.2194
S4	1.1805	1.1886	1.2158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2251	1.2119	0.0132	1.1%	0.0064	0.5%	84%	True	False	50
10	1.2349	1.2119	0.0230	1.9%	0.0064	0.5%	48%	False	False	38
20	1.2414	1.2119	0.0295	2.4%	0.0058	0.5%	38%	False	False	20
40	1.2414	1.1932	0.0482	3.9%	0.0057	0.5%	62%	False	False	18

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2401
2.618	1.2343
1.618	1.2308
1.000	1.2286
0.618	1.2272
HIGH	1.2251
0.618	1.2237
0.500	1.2233
0.382	1.2229
LOW	1.2215
0.618	1.2193
1.000	1.2180
1.618	1.2158
2.618	1.2122
4.250	1.2064

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	1.2233	1.2219
PP	1.2232	1.2208
S1	1.2231	1.2196

Download as Excel Spreadsheet

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

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