CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 1.1844 1.1837 -0.0008 -0.1% 1.1899
High 1.1873 1.1839 -0.0034 -0.3% 1.1909
Low 1.1831 1.1791 -0.0040 -0.3% 1.1825
Close 1.1836 1.1825 -0.0012 -0.1% 1.1836
Range 0.0042 0.0048 0.0006 14.3% 0.0085
ATR 0.0048 0.0048 0.0000 0.0% 0.0000
Volume 202,627 157,618 -45,009 -22.2% 1,052,148
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1962 1.1941 1.1851
R3 1.1914 1.1893 1.1838
R2 1.1866 1.1866 1.1833
R1 1.1845 1.1845 1.1829 1.1832
PP 1.1818 1.1818 1.1818 1.1811
S1 1.1797 1.1797 1.1820 1.1784
S2 1.1770 1.1770 1.1816
S3 1.1722 1.1749 1.1811
S4 1.1674 1.1701 1.1798
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 1.1909 1.1791 0.0119 1.0% 0.0045 0.4% 29% False True 241,953
10 1.1932 1.1791 0.0142 1.2% 0.0045 0.4% 24% False True 126,762
20 1.1932 1.1690 0.0242 2.0% 0.0047 0.4% 56% False False 64,460
40 1.1940 1.1690 0.0250 2.1% 0.0049 0.4% 54% False False 32,472
60 1.2016 1.1690 0.0326 2.8% 0.0053 0.4% 41% False False 21,825
80 1.2314 1.1690 0.0624 5.3% 0.0056 0.5% 22% False False 16,499
100 1.2314 1.1690 0.0624 5.3% 0.0057 0.5% 22% False False 13,233
120 1.2314 1.1690 0.0624 5.3% 0.0056 0.5% 22% False False 11,034
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2043
2.618 1.1964
1.618 1.1916
1.000 1.1887
0.618 1.1868
HIGH 1.1839
0.618 1.1820
0.500 1.1815
0.382 1.1809
LOW 1.1791
0.618 1.1761
1.000 1.1743
1.618 1.1713
2.618 1.1665
4.250 1.1587
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 1.1821 1.1832
PP 1.1818 1.1829
S1 1.1815 1.1827

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

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