CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 1.1841 1.1844 0.0003 0.0% 1.1899
High 1.1864 1.1873 0.0009 0.1% 1.1909
Low 1.1827 1.1831 0.0004 0.0% 1.1825
Close 1.1852 1.1836 -0.0016 -0.1% 1.1836
Range 0.0037 0.0042 0.0005 13.5% 0.0085
ATR 0.0048 0.0048 0.0000 -0.9% 0.0000
Volume 264,285 202,627 -61,658 -23.3% 1,052,148
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1972 1.1946 1.1859
R3 1.1930 1.1904 1.1848
R2 1.1888 1.1888 1.1844
R1 1.1862 1.1862 1.1840 1.1854
PP 1.1846 1.1846 1.1846 1.1842
S1 1.1820 1.1820 1.1832 1.1812
S2 1.1804 1.1804 1.1828
S3 1.1762 1.1778 1.1824
S4 1.1720 1.1736 1.1813
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2110 1.2058 1.1882
R3 1.2026 1.1973 1.1859
R2 1.1941 1.1941 1.1851
R1 1.1889 1.1889 1.1844 1.1873
PP 1.1857 1.1857 1.1857 1.1849
S1 1.1804 1.1804 1.1828 1.1788
S2 1.1772 1.1772 1.1821
S3 1.1688 1.1720 1.1813
S4 1.1603 1.1635 1.1790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1932 1.1825 0.0108 0.9% 0.0044 0.4% 11% False False 215,769
10 1.1932 1.1760 0.0173 1.5% 0.0047 0.4% 44% False False 111,344
20 1.1932 1.1690 0.0242 2.0% 0.0048 0.4% 60% False False 56,623
40 1.1940 1.1690 0.0250 2.1% 0.0049 0.4% 59% False False 28,534
60 1.2048 1.1690 0.0358 3.0% 0.0054 0.5% 41% False False 19,244
80 1.2314 1.1690 0.0624 5.3% 0.0057 0.5% 23% False False 14,532
100 1.2314 1.1690 0.0624 5.3% 0.0057 0.5% 23% False False 11,657
120 1.2314 1.1690 0.0624 5.3% 0.0056 0.5% 23% False False 9,721
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2051
2.618 1.1982
1.618 1.1940
1.000 1.1915
0.618 1.1898
HIGH 1.1873
0.618 1.1856
0.500 1.1852
0.382 1.1847
LOW 1.1831
0.618 1.1805
1.000 1.1789
1.618 1.1763
2.618 1.1721
4.250 1.1652
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 1.1852 1.1849
PP 1.1846 1.1845
S1 1.1841 1.1840

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

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