CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 1.2058 1.2092 0.0034 0.3% 1.2127
High 1.2109 1.2092 -0.0018 -0.1% 1.2184
Low 1.2047 1.2032 -0.0015 -0.1% 1.2050
Close 1.2100 1.2045 -0.0055 -0.5% 1.2056
Range 0.0062 0.0060 -0.0003 -4.0% 0.0134
ATR 0.0065 0.0065 0.0000 0.3% 0.0000
Volume 297 1,017 720 242.4% 4,076
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 1.2235 1.2199 1.2077
R3 1.2175 1.2140 1.2061
R2 1.2116 1.2116 1.2055
R1 1.2080 1.2080 1.2050 1.2068
PP 1.2056 1.2056 1.2056 1.2050
S1 1.2021 1.2021 1.2039 1.2009
S2 1.1997 1.1997 1.2034
S3 1.1937 1.1961 1.2028
S4 1.1878 1.1902 1.2012
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 1.2499 1.2411 1.2129
R3 1.2365 1.2277 1.2092
R2 1.2231 1.2231 1.2080
R1 1.2143 1.2143 1.2068 1.2120
PP 1.2097 1.2097 1.2097 1.2085
S1 1.2009 1.2009 1.2043 1.1986
S2 1.1963 1.1963 1.2031
S3 1.1829 1.1875 1.2019
S4 1.1695 1.1741 1.1982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2184 1.2032 0.0152 1.3% 0.0071 0.6% 8% False True 853
10 1.2184 1.2031 0.0154 1.3% 0.0065 0.5% 9% False False 704
20 1.2184 1.1900 0.0284 2.4% 0.0061 0.5% 51% False False 503
40 1.2184 1.1746 0.0438 3.6% 0.0063 0.5% 68% False False 435
60 1.2295 1.1746 0.0549 4.6% 0.0062 0.5% 54% False False 366
80 1.2349 1.1746 0.0603 5.0% 0.0064 0.5% 50% False False 286
100 1.2414 1.1746 0.0668 5.5% 0.0062 0.5% 45% False False 230
120 1.2414 1.1746 0.0668 5.5% 0.0059 0.5% 45% False False 195
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2344
2.618 1.2247
1.618 1.2188
1.000 1.2151
0.618 1.2128
HIGH 1.2092
0.618 1.2069
0.500 1.2062
0.382 1.2055
LOW 1.2032
0.618 1.1995
1.000 1.1973
1.618 1.1936
2.618 1.1876
4.250 1.1779
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 1.2062 1.2096
PP 1.2056 1.2079
S1 1.2050 1.2062

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

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