CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 1.2142 1.2150 0.0009 0.1% 1.2189
High 1.2169 1.2156 -0.0013 -0.1% 1.2242
Low 1.2122 1.2015 -0.0107 -0.9% 1.2115
Close 1.2147 1.2039 -0.0108 -0.9% 1.2124
Range 0.0047 0.0141 0.0094 200.0% 0.0127
ATR 0.0063 0.0069 0.0006 8.8% 0.0000
Volume 126,315 205,868 79,553 63.0% 1,077,673
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2493 1.2407 1.2117
R3 1.2352 1.2266 1.2078
R2 1.2211 1.2211 1.2065
R1 1.2125 1.2125 1.2052 1.2098
PP 1.2070 1.2070 1.2070 1.2056
S1 1.1984 1.1984 1.2026 1.1957
S2 1.1929 1.1929 1.2013
S3 1.1788 1.1843 1.2000
S4 1.1647 1.1702 1.1961
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2541 1.2460 1.2194
R3 1.2414 1.2333 1.2159
R2 1.2287 1.2287 1.2147
R1 1.2206 1.2206 1.2136 1.2183
PP 1.2160 1.2160 1.2160 1.2149
S1 1.2079 1.2079 1.2112 1.2056
S2 1.2033 1.2033 1.2101
S3 1.1906 1.1952 1.2089
S4 1.1779 1.1825 1.2054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2218 1.2015 0.0203 1.7% 0.0077 0.6% 12% False True 207,764
10 1.2242 1.2015 0.0227 1.9% 0.0070 0.6% 11% False True 156,687
20 1.2293 1.2015 0.0278 2.3% 0.0068 0.6% 9% False True 80,593
40 1.2293 1.2015 0.0278 2.3% 0.0067 0.6% 9% False True 40,736
60 1.2293 1.1746 0.0547 4.5% 0.0065 0.5% 54% False False 27,286
80 1.2295 1.1746 0.0549 4.6% 0.0066 0.6% 53% False False 20,524
100 1.2295 1.1746 0.0549 4.6% 0.0065 0.5% 53% False False 16,449
120 1.2414 1.1746 0.0668 5.5% 0.0064 0.5% 44% False False 13,711
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 157 trading days
Fibonacci Retracements and Extensions
4.250 1.2755
2.618 1.2525
1.618 1.2384
1.000 1.2297
0.618 1.2243
HIGH 1.2156
0.618 1.2102
0.500 1.2086
0.382 1.2069
LOW 1.2015
0.618 1.1928
1.000 1.1874
1.618 1.1787
2.618 1.1646
4.250 1.1416
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 1.2086 1.2092
PP 1.2070 1.2074
S1 1.2055 1.2057

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

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