CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 1.2162 1.2144 -0.0018 -0.1% 1.2205
High 1.2195 1.2145 -0.0051 -0.4% 1.2244
Low 1.2117 1.2073 -0.0044 -0.4% 1.2123
Close 1.2127 1.2079 -0.0048 -0.4% 1.2192
Range 0.0078 0.0072 -0.0007 -8.3% 0.0121
ATR 0.0070 0.0070 0.0000 0.2% 0.0000
Volume 176 36 -140 -79.5% 243
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2313 1.2267 1.2118
R3 1.2242 1.2196 1.2098
R2 1.2170 1.2170 1.2092
R1 1.2124 1.2124 1.2085 1.2112
PP 1.2099 1.2099 1.2099 1.2092
S1 1.2053 1.2053 1.2072 1.2040
S2 1.2027 1.2027 1.2065
S3 1.1956 1.1981 1.2059
S4 1.1884 1.1910 1.2039
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 1.2230 1.2073 0.0157 1.3% 0.0073 0.6% 4% False True 79
10 1.2251 1.2073 0.0178 1.5% 0.0064 0.5% 3% False True 60
20 1.2414 1.2073 0.0341 2.8% 0.0065 0.5% 2% False True 41
40 1.2414 1.2073 0.0341 2.8% 0.0059 0.5% 2% False True 25
60 1.2414 1.1803 0.0611 5.1% 0.0058 0.5% 45% False False 23
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2448
2.618 1.2332
1.618 1.2260
1.000 1.2216
0.618 1.2189
HIGH 1.2145
0.618 1.2117
0.500 1.2109
0.382 1.2100
LOW 1.2073
0.618 1.2029
1.000 1.2002
1.618 1.1957
2.618 1.1886
4.250 1.1769
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 1.2109 1.2143
PP 1.2099 1.2122
S1 1.2089 1.2100

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

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