CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 25-Feb-2021
Day Change Summary
Previous Current
24-Feb-2021 25-Feb-2021 Change Change % Previous Week
Open 1.2200 1.2247 0.0048 0.4% 1.2195
High 1.2225 1.2295 0.0070 0.6% 1.2218
Low 1.2164 1.2219 0.0056 0.5% 1.2081
Close 1.2200 1.2236 0.0036 0.3% 1.2168
Range 0.0061 0.0076 0.0015 23.8% 0.0137
ATR 0.0062 0.0065 0.0002 3.7% 0.0000
Volume 9 138 129 1,433.3% 1,214
Daily Pivots for day following 25-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2476 1.2431 1.2277
R3 1.2401 1.2356 1.2256
R2 1.2325 1.2325 1.2249
R1 1.2280 1.2280 1.2242 1.2265
PP 1.2250 1.2250 1.2250 1.2242
S1 1.2205 1.2205 1.2229 1.2190
S2 1.2174 1.2174 1.2222
S3 1.2099 1.2129 1.2215
S4 1.2023 1.2054 1.2194
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2565 1.2503 1.2243
R3 1.2428 1.2366 1.2205
R2 1.2292 1.2292 1.2193
R1 1.2230 1.2230 1.2180 1.2193
PP 1.2155 1.2155 1.2155 1.2137
S1 1.2093 1.2093 1.2155 1.2056
S2 1.2019 1.2019 1.2142
S3 1.1882 1.1957 1.2130
S4 1.1746 1.1820 1.2092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2295 1.2135 0.0160 1.3% 0.0063 0.5% 63% True False 59
10 1.2295 1.2081 0.0214 1.7% 0.0052 0.4% 72% True False 147
20 1.2295 1.2012 0.0283 2.3% 0.0056 0.5% 79% True False 153
40 1.2414 1.2012 0.0402 3.3% 0.0060 0.5% 56% False False 90
60 1.2414 1.2012 0.0402 3.3% 0.0058 0.5% 56% False False 65
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2615
2.618 1.2492
1.618 1.2417
1.000 1.2370
0.618 1.2341
HIGH 1.2295
0.618 1.2266
0.500 1.2257
0.382 1.2248
LOW 1.2219
0.618 1.2172
1.000 1.2144
1.618 1.2097
2.618 1.2021
4.250 1.1898
Fisher Pivots for day following 25-Feb-2021
Pivot 1 day 3 day
R1 1.2257 1.2233
PP 1.2250 1.2231
S1 1.2243 1.2229

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

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