CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	1.2233	1.2207	-0.0027	-0.2%	1.2178
High	1.2236	1.2230	-0.0007	-0.1%	1.2251
Low	1.2172	1.2123	-0.0049	-0.4%	1.2119
Close	1.2227	1.2162	-0.0065	-0.5%	1.2230
Range	0.0065	0.0107	0.0042	65.1%	0.0132
ATR	0.0069	0.0071	0.0003	3.9%	0.0000
Volume	53	87	34	64.2%	238

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2491	1.2433	1.2220
R3	1.2384	1.2326	1.2191
R2	1.2278	1.2278	1.2181
R1	1.2220	1.2220	1.2171	1.2196
PP	1.2171	1.2171	1.2171	1.2159
S1	1.2113	1.2113	1.2152	1.2089
S2	1.2065	1.2065	1.2142
S3	1.1958	1.2007	1.2132
S4	1.1852	1.1900	1.2103

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	1.2123	0.0128	1.0%	0.0061	0.5%	30%	False	True	59
10	1.2287	1.2119	0.0168	1.4%	0.0070	0.6%	25%	False	False	48
20	1.2414	1.2119	0.0295	2.4%	0.0063	0.5%	14%	False	False	27
40	1.2414	1.2013	0.0402	3.3%	0.0059	0.5%	37%	False	False	20

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	0.0022
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.2682
2.618	1.2508
1.618	1.2402
1.000	1.2336
0.618	1.2295
HIGH	1.2230
0.618	1.2189
0.500	1.2176
0.382	1.2164
LOW	1.2123
0.618	1.2057
1.000	1.2017
1.618	1.1951
2.618	1.1844
4.250	1.1670

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	1.2176	1.2184
PP	1.2171	1.2176
S1	1.2166	1.2169

Download as Excel Spreadsheet

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

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