CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 1.2015 1.1926 -0.0089 -0.7% 1.2130
High 1.2027 1.1945 -0.0082 -0.7% 1.2169
Low 1.1912 1.1867 -0.0045 -0.4% 1.1867
Close 1.1931 1.1892 -0.0039 -0.3% 1.1892
Range 0.0115 0.0078 -0.0037 -32.2% 0.0302
ATR 0.0073 0.0073 0.0000 0.5% 0.0000
Volume 306,550 226,244 -80,306 -26.2% 986,787
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2135 1.2092 1.1935
R3 1.2057 1.2014 1.1913
R2 1.1979 1.1979 1.1906
R1 1.1936 1.1936 1.1899 1.1919
PP 1.1901 1.1901 1.1901 1.1893
S1 1.1858 1.1858 1.1885 1.1841
S2 1.1823 1.1823 1.1878
S3 1.1745 1.1780 1.1871
S4 1.1667 1.1702 1.1849
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2882 1.2689 1.2058
R3 1.2580 1.2387 1.1975
R2 1.2278 1.2278 1.1947
R1 1.2085 1.2085 1.1920 1.2031
PP 1.1976 1.1976 1.1976 1.1949
S1 1.1783 1.1783 1.1864 1.1729
S2 1.1674 1.1674 1.1837
S3 1.1372 1.1481 1.1809
S4 1.1070 1.1179 1.1726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2169 1.1867 0.0302 2.5% 0.0083 0.7% 8% False True 197,357
10 1.2242 1.1867 0.0375 3.1% 0.0071 0.6% 7% False True 206,446
20 1.2293 1.1867 0.0426 3.6% 0.0070 0.6% 6% False True 107,037
40 1.2293 1.1867 0.0426 3.6% 0.0069 0.6% 6% False True 54,026
60 1.2293 1.1746 0.0547 4.6% 0.0066 0.6% 27% False False 36,149
80 1.2295 1.1746 0.0549 4.6% 0.0067 0.6% 27% False False 27,183
100 1.2295 1.1746 0.0549 4.6% 0.0065 0.6% 27% False False 21,777
120 1.2414 1.1746 0.0668 5.6% 0.0065 0.5% 22% False False 18,151
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2277
2.618 1.2149
1.618 1.2071
1.000 1.2023
0.618 1.1993
HIGH 1.1945
0.618 1.1915
0.500 1.1906
0.382 1.1897
LOW 1.1867
0.618 1.1819
1.000 1.1789
1.618 1.1741
2.618 1.1663
4.250 1.1536
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 1.1906 1.2012
PP 1.1901 1.1972
S1 1.1897 1.1932

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

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