CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 1.2091 1.2197 0.0106 0.9% 1.2058
High 1.2202 1.2209 0.0007 0.1% 1.2202
Low 1.2084 1.2159 0.0075 0.6% 1.2019
Close 1.2196 1.2177 -0.0020 -0.2% 1.2196
Range 0.0118 0.0050 -0.0069 -58.1% 0.0184
ATR 0.0068 0.0067 -0.0001 -2.0% 0.0000
Volume 1,003 495 -508 -50.6% 3,968
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 1.2330 1.2303 1.2204
R3 1.2280 1.2253 1.2190
R2 1.2231 1.2231 1.2186
R1 1.2204 1.2204 1.2181 1.2193
PP 1.2181 1.2181 1.2181 1.2176
S1 1.2154 1.2154 1.2172 1.2143
S2 1.2132 1.2132 1.2167
S3 1.2082 1.2105 1.2163
S4 1.2033 1.2055 1.2149
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 1.2209 1.2019 0.0190 1.6% 0.0069 0.6% 83% True False 833
10 1.2209 1.2019 0.0190 1.6% 0.0068 0.6% 83% True False 777
20 1.2209 1.1920 0.0289 2.4% 0.0064 0.5% 89% True False 624
40 1.2209 1.1746 0.0463 3.8% 0.0064 0.5% 93% True False 468
60 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 78% False False 399
80 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 78% False False 324
100 1.2414 1.1746 0.0668 5.5% 0.0063 0.5% 64% False False 261
120 1.2414 1.1746 0.0668 5.5% 0.0060 0.5% 64% False False 221
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2419
2.618 1.2338
1.618 1.2289
1.000 1.2258
0.618 1.2239
HIGH 1.2209
0.618 1.2190
0.500 1.2184
0.382 1.2178
LOW 1.2159
0.618 1.2128
1.000 1.2110
1.618 1.2079
2.618 1.2029
4.250 1.1949
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 1.2184 1.2157
PP 1.2181 1.2137
S1 1.2179 1.2117

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

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