CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 1.1737 1.1803 0.0067 0.6% 1.1767
High 1.1812 1.1808 -0.0004 0.0% 1.1812
Low 1.1736 1.1774 0.0038 0.3% 1.1713
Close 1.1802 1.1782 -0.0020 -0.2% 1.1802
Range 0.0076 0.0034 -0.0042 -55.6% 0.0099
ATR 0.0054 0.0053 -0.0001 -2.7% 0.0000
Volume 141,969 100,012 -41,957 -29.6% 642,130
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1888 1.1868 1.1800
R3 1.1855 1.1835 1.1791
R2 1.1821 1.1821 1.1788
R1 1.1801 1.1801 1.1785 1.1795
PP 1.1788 1.1788 1.1788 1.1784
S1 1.1768 1.1768 1.1778 1.1761
S2 1.1754 1.1754 1.1775
S3 1.1721 1.1734 1.1772
S4 1.1687 1.1701 1.1763
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2071 1.2035 1.1856
R3 1.1972 1.1936 1.1829
R2 1.1874 1.1874 1.1820
R1 1.1838 1.1838 1.1811 1.1856
PP 1.1775 1.1775 1.1775 1.1784
S1 1.1739 1.1739 1.1792 1.1757
S2 1.1677 1.1677 1.1783
S3 1.1578 1.1641 1.1774
S4 1.1480 1.1542 1.1747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1812 1.1713 0.0099 0.8% 0.0043 0.4% 70% False False 121,971
10 1.1909 1.1713 0.0196 1.7% 0.0047 0.4% 35% False False 127,694
20 1.1919 1.1713 0.0206 1.7% 0.0051 0.4% 33% False False 141,567
40 1.1995 1.1713 0.0282 2.4% 0.0056 0.5% 24% False False 153,039
60 1.2293 1.1713 0.0580 4.9% 0.0061 0.5% 12% False False 137,705
80 1.2293 1.1713 0.0580 4.9% 0.0063 0.5% 12% False False 103,533
100 1.2293 1.1713 0.0580 4.9% 0.0062 0.5% 12% False False 82,905
120 1.2295 1.1713 0.0582 4.9% 0.0064 0.5% 12% False False 69,135
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1950
2.618 1.1895
1.618 1.1862
1.000 1.1841
0.618 1.1828
HIGH 1.1808
0.618 1.1795
0.500 1.1791
0.382 1.1787
LOW 1.1774
0.618 1.1753
1.000 1.1741
1.618 1.1720
2.618 1.1686
4.250 1.1632
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 1.1791 1.1778
PP 1.1788 1.1774
S1 1.1785 1.1771

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

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