CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 1.1837 1.1808 -0.0029 -0.2% 1.1956
High 1.1854 1.1884 0.0030 0.3% 1.1964
Low 1.1797 1.1799 0.0002 0.0% 1.1824
Close 1.1822 1.1855 0.0034 0.3% 1.1861
Range 0.0057 0.0085 0.0029 50.4% 0.0140
ATR 0.0066 0.0067 0.0001 2.1% 0.0000
Volume 158,339 177,382 19,043 12.0% 800,443
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2101 1.2063 1.1902
R3 1.2016 1.1978 1.1878
R2 1.1931 1.1931 1.1871
R1 1.1893 1.1893 1.1863 1.1912
PP 1.1846 1.1846 1.1846 1.1855
S1 1.1808 1.1808 1.1847 1.1827
S2 1.1761 1.1761 1.1839
S3 1.1676 1.1723 1.1832
S4 1.1591 1.1638 1.1808
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2303 1.2222 1.1938
R3 1.2163 1.2082 1.1899
R2 1.2023 1.2023 1.1886
R1 1.1942 1.1942 1.1873 1.1912
PP 1.1883 1.1883 1.1883 1.1868
S1 1.1802 1.1802 1.1848 1.1772
S2 1.1743 1.1743 1.1835
S3 1.1603 1.1662 1.1822
S4 1.1463 1.1522 1.1784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1912 1.1797 0.0115 1.0% 0.0070 0.6% 51% False False 189,355
10 1.1995 1.1797 0.0198 1.7% 0.0060 0.5% 29% False False 164,935
20 1.2218 1.1797 0.0421 3.5% 0.0069 0.6% 14% False False 187,307
40 1.2293 1.1797 0.0496 4.2% 0.0067 0.6% 12% False False 108,151
60 1.2293 1.1797 0.0496 4.2% 0.0066 0.6% 12% False False 72,312
80 1.2293 1.1746 0.0547 4.6% 0.0066 0.6% 20% False False 54,315
100 1.2295 1.1746 0.0549 4.6% 0.0066 0.6% 20% False False 43,505
120 1.2295 1.1746 0.0549 4.6% 0.0065 0.5% 20% False False 36,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2245
2.618 1.2106
1.618 1.2021
1.000 1.1969
0.618 1.1936
HIGH 1.1884
0.618 1.1851
0.500 1.1841
0.382 1.1831
LOW 1.1799
0.618 1.1746
1.000 1.1714
1.618 1.1661
2.618 1.1576
4.250 1.1437
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 1.1850 1.1855
PP 1.1846 1.1855
S1 1.1841 1.1854

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

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