CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 1.1944 1.1917 -0.0027 -0.2% 1.1882
High 1.1948 1.1927 -0.0021 -0.2% 1.1995
Low 1.1896 1.1863 -0.0033 -0.3% 1.1868
Close 1.1920 1.1865 -0.0055 -0.5% 1.1950
Range 0.0053 0.0065 0.0012 22.9% 0.0127
ATR 0.0066 0.0066 0.0000 -0.1% 0.0000
Volume 143,431 168,822 25,391 17.7% 771,361
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2078 1.2036 1.1900
R3 1.2014 1.1972 1.1883
R2 1.1949 1.1949 1.1877
R1 1.1907 1.1907 1.1871 1.1896
PP 1.1885 1.1885 1.1885 1.1879
S1 1.1843 1.1843 1.1859 1.1832
S2 1.1820 1.1820 1.1853
S3 1.1756 1.1778 1.1847
S4 1.1691 1.1714 1.1830
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2318 1.2261 1.2019
R3 1.2191 1.2134 1.1984
R2 1.2064 1.2064 1.1973
R1 1.2007 1.2007 1.1961 1.2036
PP 1.1937 1.1937 1.1937 1.1952
S1 1.1880 1.1880 1.1938 1.1909
S2 1.1810 1.1810 1.1926
S3 1.1683 1.1753 1.1915
S4 1.1556 1.1626 1.1880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1995 1.1863 0.0132 1.1% 0.0050 0.4% 2% False True 140,516
10 1.2027 1.1863 0.0164 1.4% 0.0065 0.5% 2% False True 176,054
20 1.2242 1.1863 0.0379 3.2% 0.0067 0.6% 1% False True 166,370
40 1.2293 1.1863 0.0430 3.6% 0.0067 0.6% 1% False True 84,574
60 1.2293 1.1863 0.0430 3.6% 0.0065 0.5% 1% False True 56,550
80 1.2293 1.1746 0.0547 4.6% 0.0065 0.5% 22% False False 42,504
100 1.2295 1.1746 0.0549 4.6% 0.0064 0.5% 22% False False 34,049
120 1.2349 1.1746 0.0603 5.1% 0.0065 0.5% 20% False False 28,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2201
2.618 1.2096
1.618 1.2031
1.000 1.1992
0.618 1.1967
HIGH 1.1927
0.618 1.1902
0.500 1.1895
0.382 1.1887
LOW 1.1863
0.618 1.1823
1.000 1.1798
1.618 1.1758
2.618 1.1694
4.250 1.1588
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 1.1895 1.1913
PP 1.1885 1.1897
S1 1.1875 1.1881

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

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