CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 1.2034 1.2091 0.0057 0.5% 1.2058
High 1.2102 1.2202 0.0100 0.8% 1.2202
Low 1.2025 1.2084 0.0060 0.5% 1.2019
Close 1.2086 1.2196 0.0111 0.9% 1.2196
Range 0.0078 0.0118 0.0041 52.3% 0.0184
ATR 0.0064 0.0068 0.0004 6.0% 0.0000
Volume 662 1,003 341 51.5% 3,968
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2515 1.2473 1.2261
R3 1.2397 1.2355 1.2228
R2 1.2279 1.2279 1.2218
R1 1.2237 1.2237 1.2207 1.2258
PP 1.2161 1.2161 1.2161 1.2171
S1 1.2119 1.2119 1.2185 1.2140
S2 1.2043 1.2043 1.2174
S3 1.1925 1.2001 1.2164
S4 1.1807 1.1883 1.2131
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 1.2689 1.2626 1.2297
R3 1.2506 1.2443 1.2246
R2 1.2322 1.2322 1.2230
R1 1.2259 1.2259 1.2213 1.2291
PP 1.2139 1.2139 1.2139 1.2155
S1 1.2076 1.2076 1.2179 1.2107
S2 1.1955 1.1955 1.2162
S3 1.1772 1.1892 1.2146
S4 1.1588 1.1709 1.2095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2202 1.2019 0.0184 1.5% 0.0071 0.6% 97% True False 793
10 1.2202 1.2019 0.0184 1.5% 0.0068 0.6% 97% True False 804
20 1.2202 1.1911 0.0292 2.4% 0.0064 0.5% 98% True False 608
40 1.2202 1.1746 0.0456 3.7% 0.0064 0.5% 99% True False 468
60 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 82% False False 390
80 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 82% False False 319
100 1.2414 1.1746 0.0668 5.5% 0.0062 0.5% 67% False False 256
120 1.2414 1.1746 0.0668 5.5% 0.0060 0.5% 67% False False 217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 1.2704
2.618 1.2511
1.618 1.2393
1.000 1.2320
0.618 1.2275
HIGH 1.2202
0.618 1.2157
0.500 1.2143
0.382 1.2129
LOW 1.2084
0.618 1.2011
1.000 1.1966
1.618 1.1893
2.618 1.1775
4.250 1.1583
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 1.2178 1.2167
PP 1.2161 1.2139
S1 1.2143 1.2110

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

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