CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 1.2107 1.2138 0.0031 0.3% 1.2162
High 1.2120 1.2174 0.0054 0.4% 1.2195
Low 1.2078 1.2110 0.0032 0.3% 1.2012
Close 1.2112 1.2173 0.0061 0.5% 1.2100
Range 0.0042 0.0064 0.0022 52.4% 0.0183
ATR 0.0068 0.0068 0.0000 -0.4% 0.0000
Volume 36 67 31 86.1% 324
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2344 1.2323 1.2208
R3 1.2280 1.2259 1.2191
R2 1.2216 1.2216 1.2185
R1 1.2195 1.2195 1.2179 1.2205
PP 1.2152 1.2152 1.2152 1.2157
S1 1.2131 1.2131 1.2167 1.2141
S2 1.2088 1.2088 1.2161
S3 1.2024 1.2067 1.2155
S4 1.1960 1.2003 1.2138
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2651 1.2559 1.2201
R3 1.2468 1.2376 1.2150
R2 1.2285 1.2285 1.2134
R1 1.2193 1.2193 1.2117 1.2148
PP 1.2102 1.2102 1.2102 1.2080
S1 1.2010 1.2010 1.2083 1.1965
S2 1.1919 1.1919 1.2066
S3 1.1736 1.1827 1.2050
S4 1.1553 1.1644 1.1999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2174 1.2012 0.0162 1.3% 0.0063 0.5% 100% True False 43
10 1.2230 1.2012 0.0218 1.8% 0.0068 0.6% 74% False False 61
20 1.2287 1.2012 0.0275 2.3% 0.0067 0.5% 59% False False 50
40 1.2414 1.2012 0.0402 3.3% 0.0061 0.5% 40% False False 28
60 1.2414 1.1850 0.0564 4.6% 0.0056 0.5% 57% False False 25
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 1.2446
2.618 1.2341
1.618 1.2277
1.000 1.2238
0.618 1.2213
HIGH 1.2174
0.618 1.2149
0.500 1.2142
0.382 1.2134
LOW 1.2110
0.618 1.2070
1.000 1.2046
1.618 1.2006
2.618 1.1942
4.250 1.1838
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 1.2163 1.2146
PP 1.2152 1.2120
S1 1.2142 1.2093

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

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