CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 27-Apr-2021

Day Change Summary
	Previous	Current
	26-Apr-2021	27-Apr-2021	Change	Change %	Previous Week
Open	1.2127	1.2116	-0.0012	-0.1%	1.2010
High	1.2152	1.2128	-0.0024	-0.2%	1.2136
Low	1.2098	1.2093	-0.0005	0.0%	1.1981
Close	1.2128	1.2123	-0.0006	0.0%	1.2129
Range	0.0055	0.0035	-0.0020	-35.8%	0.0155
ATR	0.0064	0.0062	-0.0002	-3.2%	0.0000
Volume	763	360	-403	-52.8%	2,534

Daily Pivots for day following 27-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2220	1.2206	1.2142
R3	1.2185	1.2171	1.2132
R2	1.2150	1.2150	1.2129
R1	1.2136	1.2136	1.2126	1.2143
PP	1.2115	1.2115	1.2115	1.2118
S1	1.2101	1.2101	1.2119	1.2108
S2	1.2080	1.2080	1.2116
S3	1.2045	1.2066	1.2113
S4	1.2010	1.2031	1.2103

Weekly Pivots for week ending 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2547	1.2493	1.2214
R3	1.2392	1.2338	1.2171
R2	1.2237	1.2237	1.2157
R1	1.2183	1.2183	1.2143	1.2210
PP	1.2082	1.2082	1.2082	1.2095
S1	1.2028	1.2028	1.2114	1.2055
S2	1.1927	1.1927	1.2100
S3	1.1772	1.1873	1.2086
S4	1.1617	1.1718	1.2043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2152	1.2031	0.0122	1.0%	0.0059	0.5%	76%	False	False	555
10	1.2152	1.1981	0.0172	1.4%	0.0057	0.5%	83%	False	False	474
20	1.2152	1.1746	0.0406	3.3%	0.0061	0.5%	93%	False	False	392
40	1.2160	1.1746	0.0414	3.4%	0.0065	0.5%	91%	False	False	369
60	1.2295	1.1746	0.0549	4.5%	0.0062	0.5%	69%	False	False	300
80	1.2414	1.1746	0.0668	5.5%	0.0063	0.5%	56%	False	False	233
100	1.2414	1.1746	0.0668	5.5%	0.0060	0.5%	56%	False	False	188
120	1.2414	1.1716	0.0699	5.8%	0.0060	0.5%	58%	False	False	160

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2277
2.618	1.2220
1.618	1.2185
1.000	1.2163
0.618	1.2150
HIGH	1.2128
0.618	1.2115
0.500	1.2111
0.382	1.2106
LOW	1.2093
0.618	1.2071
1.000	1.2058
1.618	1.2036
2.618	1.2001
4.250	1.1944

Fisher Pivots for day following 27-Apr-2021
Pivot	1 day	3 day
R1	1.2119	1.2115
PP	1.2115	1.2108
S1	1.2111	1.2101

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols