CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 1.1961 1.1947 -0.0015 -0.1% 1.2130
High 1.1990 1.1976 -0.0015 -0.1% 1.2169
Low 1.1931 1.1936 0.0006 0.0% 1.1867
Close 1.1949 1.1950 0.0002 0.0% 1.1892
Range 0.0060 0.0040 -0.0020 -33.6% 0.0302
ATR 0.0072 0.0070 -0.0002 -3.2% 0.0000
Volume 157,596 115,954 -41,642 -26.4% 986,787
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2072 1.2051 1.1972
R3 1.2033 1.2011 1.1961
R2 1.1993 1.1993 1.1957
R1 1.1972 1.1972 1.1954 1.1983
PP 1.1954 1.1954 1.1954 1.1959
S1 1.1932 1.1932 1.1946 1.1943
S2 1.1914 1.1914 1.1943
S3 1.1875 1.1893 1.1939
S4 1.1835 1.1853 1.1928
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2882 1.2689 1.2058
R3 1.2580 1.2387 1.1975
R2 1.2278 1.2278 1.1947
R1 1.2085 1.2085 1.1920 1.2031
PP 1.1976 1.1976 1.1976 1.1949
S1 1.1783 1.1783 1.1864 1.1729
S2 1.1674 1.1674 1.1837
S3 1.1372 1.1481 1.1809
S4 1.1070 1.1179 1.1726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1990 1.1867 0.0123 1.0% 0.0065 0.5% 67% False False 173,473
10 1.2215 1.1867 0.0348 2.9% 0.0076 0.6% 24% False False 187,558
20 1.2279 1.1867 0.0412 3.4% 0.0069 0.6% 20% False False 138,496
40 1.2293 1.1867 0.0426 3.6% 0.0069 0.6% 20% False False 69,994
60 1.2293 1.1746 0.0547 4.6% 0.0066 0.6% 37% False False 46,800
80 1.2293 1.1746 0.0547 4.6% 0.0066 0.6% 37% False False 35,191
100 1.2295 1.1746 0.0549 4.6% 0.0065 0.5% 37% False False 28,184
120 1.2414 1.1746 0.0668 5.6% 0.0065 0.5% 31% False False 23,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2143
2.618 1.2079
1.618 1.2039
1.000 1.2015
0.618 1.2000
HIGH 1.1976
0.618 1.1960
0.500 1.1956
0.382 1.1951
LOW 1.1936
0.618 1.1912
1.000 1.1897
1.618 1.1872
2.618 1.1833
4.250 1.1768
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 1.1956 1.1948
PP 1.1954 1.1947
S1 1.1952 1.1945

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

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