CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 1.2207 1.2197 -0.0010 -0.1% 1.2178
High 1.2230 1.2201 -0.0029 -0.2% 1.2251
Low 1.2123 1.2144 0.0021 0.2% 1.2119
Close 1.2162 1.2193 0.0032 0.3% 1.2230
Range 0.0107 0.0057 -0.0050 -46.5% 0.0132
ATR 0.0071 0.0070 -0.0001 -1.4% 0.0000
Volume 87 40 -47 -54.0% 238
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2350 1.2329 1.2224
R3 1.2293 1.2272 1.2209
R2 1.2236 1.2236 1.2203
R1 1.2215 1.2215 1.2198 1.2197
PP 1.2179 1.2179 1.2179 1.2171
S1 1.2158 1.2158 1.2188 1.2140
S2 1.2122 1.2122 1.2183
S3 1.2065 1.2101 1.2177
S4 1.2008 1.2044 1.2162
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% 0.0065 0.5% 55% False False 58
10 1.2251 1.2119 0.0132 1.1% 0.0068 0.6% 56% False False 45
20 1.2414 1.2119 0.0295 2.4% 0.0065 0.5% 25% False False 29
40 1.2414 1.2018 0.0396 3.2% 0.0059 0.5% 44% False False 19
60 1.2414 1.1716 0.0699 5.7% 0.0057 0.5% 68% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2443
2.618 1.2350
1.618 1.2293
1.000 1.2258
0.618 1.2236
HIGH 1.2201
0.618 1.2179
0.500 1.2173
0.382 1.2166
LOW 1.2144
0.618 1.2109
1.000 1.2087
1.618 1.2052
2.618 1.1995
4.250 1.1902
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 1.2186 1.2189
PP 1.2179 1.2184
S1 1.2173 1.2180

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

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