CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 1.1882 1.1937 0.0055 0.5% 1.2130
High 1.1942 1.1973 0.0031 0.3% 1.2169
Low 1.1868 1.1901 0.0033 0.3% 1.1867
Close 1.1930 1.1956 0.0027 0.2% 1.1892
Range 0.0075 0.0072 -0.0003 -3.4% 0.0302
ATR 0.0073 0.0073 0.0000 -0.1% 0.0000
Volume 205,921 161,650 -44,271 -21.5% 986,787
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2159 1.2130 1.1996
R3 1.2087 1.2058 1.1976
R2 1.2015 1.2015 1.1969
R1 1.1986 1.1986 1.1963 1.2000
PP 1.1943 1.1943 1.1943 1.1950
S1 1.1914 1.1914 1.1949 1.1928
S2 1.1871 1.1871 1.1943
S3 1.1799 1.1842 1.1936
S4 1.1727 1.1770 1.1916
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 1.2156 1.1867 0.0289 2.4% 0.0096 0.8% 31% False False 221,246
10 1.2242 1.1867 0.0375 3.1% 0.0077 0.6% 24% False False 228,770
20 1.2293 1.1867 0.0426 3.6% 0.0071 0.6% 21% False False 125,258
40 1.2293 1.1867 0.0426 3.6% 0.0069 0.6% 21% False False 63,185
60 1.2293 1.1746 0.0547 4.6% 0.0066 0.6% 38% False False 42,254
80 1.2293 1.1746 0.0547 4.6% 0.0067 0.6% 38% False False 31,773
100 1.2295 1.1746 0.0549 4.6% 0.0065 0.5% 38% False False 25,451
120 1.2414 1.1746 0.0668 5.6% 0.0065 0.5% 31% False False 21,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2279
2.618 1.2161
1.618 1.2089
1.000 1.2045
0.618 1.2017
HIGH 1.1973
0.618 1.1945
0.500 1.1937
0.382 1.1928
LOW 1.1901
0.618 1.1856
1.000 1.1829
1.618 1.1784
2.618 1.1712
4.250 1.1595
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 1.1950 1.1944
PP 1.1943 1.1932
S1 1.1937 1.1920

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

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