CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 1.1823 1.1835 0.0012 0.1% 1.1919
High 1.1849 1.1837 -0.0012 -0.1% 1.1992
Low 1.1811 1.1804 -0.0007 -0.1% 1.1805
Close 1.1833 1.1807 -0.0027 -0.2% 1.1833
Range 0.0038 0.0033 -0.0006 -14.5% 0.0187
ATR 0.0069 0.0067 -0.0003 -3.8% 0.0000
Volume 436 390 -46 -10.6% 2,392
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.1913 1.1892 1.1824
R3 1.1881 1.1860 1.1815
R2 1.1848 1.1848 1.1812
R1 1.1827 1.1827 1.1809 1.1822
PP 1.1816 1.1816 1.1816 1.1813
S1 1.1795 1.1795 1.1804 1.1789
S2 1.1783 1.1783 1.1801
S3 1.1751 1.1762 1.1798
S4 1.1718 1.1730 1.1789
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2437 1.2322 1.1936
R3 1.2250 1.2135 1.1884
R2 1.2063 1.2063 1.1867
R1 1.1948 1.1948 1.1850 1.1912
PP 1.1876 1.1876 1.1876 1.1858
S1 1.1761 1.1761 1.1816 1.1725
S2 1.1689 1.1689 1.1799
S3 1.1502 1.1574 1.1782
S4 1.1315 1.1387 1.1730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1986 1.1804 0.0182 1.5% 0.0055 0.5% 1% False True 530
10 1.2034 1.1804 0.0230 1.9% 0.0066 0.6% 1% False True 334
20 1.2160 1.1804 0.0356 3.0% 0.0069 0.6% 1% False True 346
40 1.2295 1.1804 0.0491 4.2% 0.0063 0.5% 1% False True 254
60 1.2414 1.1804 0.0610 5.2% 0.0064 0.5% 0% False True 180
80 1.2414 1.1804 0.0610 5.2% 0.0060 0.5% 0% False True 137
100 1.2414 1.1716 0.0699 5.9% 0.0060 0.5% 13% False False 113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.1975
2.618 1.1922
1.618 1.1889
1.000 1.1869
0.618 1.1857
HIGH 1.1837
0.618 1.1824
0.500 1.1820
0.382 1.1816
LOW 1.1804
0.618 1.1784
1.000 1.1772
1.618 1.1751
2.618 1.1719
4.250 1.1666
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 1.1820 1.1837
PP 1.1816 1.1827
S1 1.1811 1.1817

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

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