CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 1.1747 1.1728 -0.0020 -0.2% 1.1876
High 1.1751 1.1762 0.0012 0.1% 1.1909
Low 1.1717 1.1713 -0.0004 0.0% 1.1762
Close 1.1730 1.1746 0.0016 0.1% 1.1766
Range 0.0034 0.0049 0.0016 46.3% 0.0147
ATR 0.0055 0.0055 0.0000 -0.8% 0.0000
Volume 115,416 140,171 24,755 21.4% 642,862
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1887 1.1865 1.1772
R3 1.1838 1.1816 1.1759
R2 1.1789 1.1789 1.1754
R1 1.1767 1.1767 1.1750 1.1778
PP 1.1740 1.1740 1.1740 1.1746
S1 1.1718 1.1718 1.1741 1.1729
S2 1.1691 1.1691 1.1737
S3 1.1642 1.1669 1.1732
S4 1.1593 1.1620 1.1719
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2253 1.2156 1.1846
R3 1.2106 1.2009 1.1806
R2 1.1959 1.1959 1.1792
R1 1.1862 1.1862 1.1779 1.1837
PP 1.1812 1.1812 1.1812 1.1800
S1 1.1715 1.1715 1.1752 1.1690
S2 1.1665 1.1665 1.1739
S3 1.1518 1.1568 1.1725
S4 1.1371 1.1421 1.1685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1866 1.1713 0.0153 1.3% 0.0046 0.4% 21% False True 135,229
10 1.1919 1.1713 0.0206 1.8% 0.0048 0.4% 16% False True 134,485
20 1.1919 1.1713 0.0206 1.8% 0.0052 0.4% 16% False True 147,567
40 1.2156 1.1713 0.0443 3.8% 0.0061 0.5% 7% False True 162,649
60 1.2293 1.1713 0.0580 4.9% 0.0062 0.5% 6% False True 131,886
80 1.2293 1.1713 0.0580 4.9% 0.0063 0.5% 6% False True 99,126
100 1.2293 1.1713 0.0580 4.9% 0.0063 0.5% 6% False True 79,374
120 1.2295 1.1713 0.0582 5.0% 0.0064 0.5% 6% False True 66,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1970
2.618 1.1890
1.618 1.1841
1.000 1.1811
0.618 1.1792
HIGH 1.1762
0.618 1.1743
0.500 1.1738
0.382 1.1732
LOW 1.1713
0.618 1.1683
1.000 1.1664
1.618 1.1634
2.618 1.1585
4.250 1.1505
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 1.1743 1.1745
PP 1.1740 1.1745
S1 1.1738 1.1745

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

View Archives - Comment on this page... - Back to Index of Symbols