CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 1.2250 1.2202 -0.0049 -0.4% 1.2197
High 1.2273 1.2256 -0.0017 -0.1% 1.2212
Low 1.2189 1.2197 0.0009 0.1% 1.2081
Close 1.2201 1.2247 0.0047 0.4% 1.2172
Range 0.0085 0.0059 -0.0026 -30.2% 0.0131
ATR 0.0068 0.0067 -0.0001 -0.9% 0.0000
Volume 2,296 1,616 -680 -29.6% 6,256
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 1.2410 1.2388 1.2279
R3 1.2351 1.2329 1.2263
R2 1.2292 1.2292 1.2258
R1 1.2270 1.2270 1.2252 1.2281
PP 1.2233 1.2233 1.2233 1.2239
S1 1.2211 1.2211 1.2242 1.2222
S2 1.2174 1.2174 1.2236
S3 1.2115 1.2152 1.2231
S4 1.2056 1.2093 1.2215
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.2548 1.2491 1.2244
R3 1.2417 1.2360 1.2208
R2 1.2286 1.2286 1.2196
R1 1.2229 1.2229 1.2184 1.2192
PP 1.2155 1.2155 1.2155 1.2136
S1 1.2098 1.2098 1.2160 1.2061
S2 1.2024 1.2024 1.2148
S3 1.1893 1.1967 1.2136
S4 1.1762 1.1836 1.2100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2273 1.2100 0.0173 1.4% 0.0068 0.6% 85% False False 1,510
10 1.2273 1.2081 0.0193 1.6% 0.0071 0.6% 86% False False 1,281
20 1.2273 1.2019 0.0255 2.1% 0.0068 0.6% 90% False False 1,015
40 1.2273 1.1746 0.0527 4.3% 0.0063 0.5% 95% False False 704
60 1.2295 1.1746 0.0549 4.5% 0.0066 0.5% 91% False False 565
80 1.2295 1.1746 0.0549 4.5% 0.0064 0.5% 91% False False 461
100 1.2414 1.1746 0.0668 5.5% 0.0063 0.5% 75% False False 374
120 1.2414 1.1746 0.0668 5.5% 0.0062 0.5% 75% False False 314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.2507
2.618 1.2410
1.618 1.2351
1.000 1.2315
0.618 1.2292
HIGH 1.2256
0.618 1.2233
0.500 1.2227
0.382 1.2220
LOW 1.2197
0.618 1.2161
1.000 1.2138
1.618 1.2102
2.618 1.2043
4.250 1.1946
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 1.2240 1.2240
PP 1.2233 1.2234
S1 1.2227 1.2227

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

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