CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 1.2197 1.2170 -0.0027 -0.2% 1.2058
High 1.2209 1.2212 0.0003 0.0% 1.2202
Low 1.2159 1.2155 -0.0005 0.0% 1.2019
Close 1.2177 1.2183 0.0006 0.0% 1.2196
Range 0.0050 0.0057 0.0008 15.2% 0.0184
ATR 0.0067 0.0066 -0.0001 -1.1% 0.0000
Volume 495 549 54 10.9% 3,968
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 1.2354 1.2325 1.2214
R3 1.2297 1.2268 1.2198
R2 1.2240 1.2240 1.2193
R1 1.2211 1.2211 1.2188 1.2226
PP 1.2183 1.2183 1.2183 1.2190
S1 1.2154 1.2154 1.2177 1.2169
S2 1.2126 1.2126 1.2172
S3 1.2069 1.2097 1.2167
S4 1.2012 1.2040 1.2151
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 1.2212 1.2019 0.0193 1.6% 0.0068 0.6% 85% True False 739
10 1.2212 1.2019 0.0193 1.6% 0.0070 0.6% 85% True False 796
20 1.2212 1.1981 0.0231 1.9% 0.0063 0.5% 87% True False 635
40 1.2212 1.1746 0.0466 3.8% 0.0064 0.5% 94% True False 478
60 1.2295 1.1746 0.0549 4.5% 0.0065 0.5% 80% False False 408
80 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 80% False False 331
100 1.2414 1.1746 0.0668 5.5% 0.0063 0.5% 65% False False 267
120 1.2414 1.1746 0.0668 5.5% 0.0060 0.5% 65% False False 225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2454
2.618 1.2361
1.618 1.2304
1.000 1.2269
0.618 1.2247
HIGH 1.2212
0.618 1.2190
0.500 1.2183
0.382 1.2176
LOW 1.2155
0.618 1.2119
1.000 1.2098
1.618 1.2062
2.618 1.2005
4.250 1.1912
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 1.2183 1.2171
PP 1.2183 1.2159
S1 1.2183 1.2148

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

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