CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 1.2175 1.2166 -0.0009 -0.1% 1.2234
High 1.2195 1.2178 -0.0017 -0.1% 1.2240
Low 1.2125 1.2089 -0.0037 -0.3% 1.2089
Close 1.2171 1.2093 -0.0078 -0.6% 1.2093
Range 0.0070 0.0090 0.0020 27.9% 0.0151
ATR 0.0078 0.0079 0.0001 1.0% 0.0000
Volume 166,280 142,809 -23,471 -14.1% 747,504
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2388 1.2330 1.2142
R3 1.2299 1.2240 1.2117
R2 1.2209 1.2209 1.2109
R1 1.2151 1.2151 1.2101 1.2135
PP 1.2120 1.2120 1.2120 1.2112
S1 1.2061 1.2061 1.2084 1.2046
S2 1.2030 1.2030 1.2076
S3 1.1941 1.1972 1.2068
S4 1.1851 1.1882 1.2043
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2593 1.2494 1.2176
R3 1.2442 1.2343 1.2134
R2 1.2291 1.2291 1.2120
R1 1.2192 1.2192 1.2106 1.2166
PP 1.2140 1.2140 1.2140 1.2127
S1 1.2041 1.2041 1.2079 1.2015
S2 1.1989 1.1989 1.2065
S3 1.1838 1.1890 1.2051
S4 1.1687 1.1739 1.2009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2240 1.2089 0.0151 1.2% 0.0081 0.7% 3% False True 149,500
10 1.2368 1.2089 0.0280 2.3% 0.0082 0.7% 1% False True 165,221
20 1.2368 1.2089 0.0280 2.3% 0.0079 0.7% 1% False True 159,671
40 1.2368 1.1833 0.0535 4.4% 0.0075 0.6% 49% False False 126,090
60 1.2368 1.1640 0.0728 6.0% 0.0076 0.6% 62% False False 84,392
80 1.2368 1.1640 0.0728 6.0% 0.0074 0.6% 62% False False 63,410
100 1.2368 1.1640 0.0728 6.0% 0.0076 0.6% 62% False False 50,779
120 1.2368 1.1640 0.0728 6.0% 0.0077 0.6% 62% False False 42,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2558
2.618 1.2412
1.618 1.2323
1.000 1.2268
0.618 1.2233
HIGH 1.2178
0.618 1.2144
0.500 1.2133
0.382 1.2123
LOW 1.2089
0.618 1.2033
1.000 1.1999
1.618 1.1944
2.618 1.1854
4.250 1.1708
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 1.2133 1.2164
PP 1.2120 1.2140
S1 1.2106 1.2116

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

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