CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 1.1776 1.1759 -0.0017 -0.1% 1.1701
High 1.1783 1.1806 0.0024 0.2% 1.1806
Low 1.1750 1.1738 -0.0012 -0.1% 1.1698
Close 1.1755 1.1798 0.0043 0.4% 1.1798
Range 0.0033 0.0069 0.0036 107.6% 0.0109
ATR 0.0051 0.0052 0.0001 2.5% 0.0000
Volume 113,221 182,266 69,045 61.0% 661,868
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1986 1.1961 1.1836
R3 1.1918 1.1892 1.1817
R2 1.1849 1.1849 1.1811
R1 1.1824 1.1824 1.1804 1.1836
PP 1.1781 1.1781 1.1781 1.1787
S1 1.1755 1.1755 1.1792 1.1768
S2 1.1712 1.1712 1.1785
S3 1.1644 1.1687 1.1779
S4 1.1575 1.1618 1.1760
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2093 1.2054 1.1858
R3 1.1984 1.1945 1.1828
R2 1.1876 1.1876 1.1818
R1 1.1837 1.1837 1.1808 1.1856
PP 1.1767 1.1767 1.1767 1.1777
S1 1.1728 1.1728 1.1788 1.1748
S2 1.1659 1.1659 1.1778
S3 1.1550 1.1620 1.1768
S4 1.1442 1.1511 1.1738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1806 1.1698 0.0109 0.9% 0.0049 0.4% 93% True False 132,373
10 1.1808 1.1669 0.0139 1.2% 0.0050 0.4% 93% False False 128,716
20 1.1909 1.1669 0.0240 2.0% 0.0049 0.4% 54% False False 128,608
40 1.1919 1.1669 0.0250 2.1% 0.0055 0.5% 52% False False 148,164
60 1.2242 1.1669 0.0573 4.9% 0.0058 0.5% 23% False False 156,415
80 1.2293 1.1669 0.0624 5.3% 0.0061 0.5% 21% False False 118,287
100 1.2293 1.1669 0.0624 5.3% 0.0061 0.5% 21% False False 94,738
120 1.2293 1.1669 0.0624 5.3% 0.0062 0.5% 21% False False 79,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2097
2.618 1.1985
1.618 1.1917
1.000 1.1875
0.618 1.1848
HIGH 1.1806
0.618 1.1780
0.500 1.1772
0.382 1.1764
LOW 1.1738
0.618 1.1695
1.000 1.1669
1.618 1.1627
2.618 1.1558
4.250 1.1446
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 1.1789 1.1788
PP 1.1781 1.1778
S1 1.1772 1.1768

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

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