CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 29-Jan-2021
Day Change Summary
Previous Current
28-Jan-2021 29-Jan-2021 Change Change % Previous Week
Open 1.2197 1.2189 -0.0008 -0.1% 1.2205
High 1.2201 1.2213 0.0012 0.1% 1.2244
Low 1.2144 1.2162 0.0018 0.1% 1.2123
Close 1.2193 1.2192 -0.0001 0.0% 1.2192
Range 0.0057 0.0052 -0.0006 -9.6% 0.0121
ATR 0.0070 0.0069 -0.0001 -1.9% 0.0000
Volume 40 56 16 40.0% 243
Daily Pivots for day following 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2343 1.2319 1.2220
R3 1.2292 1.2268 1.2206
R2 1.2240 1.2240 1.2201
R1 1.2216 1.2216 1.2197 1.2228
PP 1.2189 1.2189 1.2189 1.2195
S1 1.2165 1.2165 1.2187 1.2177
S2 1.2137 1.2137 1.2183
S3 1.2086 1.2113 1.2178
S4 1.2034 1.2062 1.2164
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2549 1.2492 1.2259
R3 1.2428 1.2371 1.2225
R2 1.2307 1.2307 1.2214
R1 1.2250 1.2250 1.2203 1.2218
PP 1.2186 1.2186 1.2186 1.2171
S1 1.2129 1.2129 1.2181 1.2097
S2 1.2065 1.2065 1.2170
S3 1.1944 1.2008 1.2159
S4 1.1823 1.1887 1.2125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2244 1.2123 0.0121 1.0% 0.0069 0.6% 57% False False 48
10 1.2251 1.2119 0.0132 1.1% 0.0066 0.5% 56% False False 49
20 1.2414 1.2119 0.0295 2.4% 0.0065 0.5% 25% False False 32
40 1.2414 1.2119 0.0295 2.4% 0.0057 0.5% 25% False False 20
60 1.2414 1.1716 0.0699 5.7% 0.0058 0.5% 68% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2432
2.618 1.2348
1.618 1.2296
1.000 1.2265
0.618 1.2245
HIGH 1.2213
0.618 1.2193
0.500 1.2187
0.382 1.2181
LOW 1.2162
0.618 1.2130
1.000 1.2110
1.618 1.2078
2.618 1.2027
4.250 1.1943
Fisher Pivots for day following 29-Jan-2021
Pivot 1 day 3 day
R1 1.2190 1.2187
PP 1.2189 1.2182
S1 1.2187 1.2176

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

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