CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 1.2340 1.2283 -0.0057 -0.5% 1.2253
High 1.2354 1.2353 -0.0001 0.0% 1.2354
Low 1.2254 1.2274 0.0020 0.2% 1.2233
Close 1.2270 1.2296 0.0026 0.2% 1.2270
Range 0.0100 0.0080 -0.0020 -20.1% 0.0121
ATR 0.0073 0.0074 0.0001 1.0% 0.0000
Volume 338 413 75 22.2% 1,198
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2546 1.2500 1.2339
R3 1.2466 1.2421 1.2317
R2 1.2387 1.2387 1.2310
R1 1.2341 1.2341 1.2303 1.2364
PP 1.2307 1.2307 1.2307 1.2319
S1 1.2262 1.2262 1.2288 1.2285
S2 1.2228 1.2228 1.2281
S3 1.2148 1.2182 1.2274
S4 1.2069 1.2103 1.2252
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2649 1.2580 1.2337
R3 1.2528 1.2459 1.2303
R2 1.2407 1.2407 1.2292
R1 1.2338 1.2338 1.2281 1.2373
PP 1.2286 1.2286 1.2286 1.2303
S1 1.2217 1.2217 1.2259 1.2252
S2 1.2165 1.2165 1.2248
S3 1.2044 1.2096 1.2237
S4 1.1923 1.1975 1.2203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2354 1.2233 0.0121 1.0% 0.0073 0.6% 52% False False 322
10 1.2354 1.2184 0.0171 1.4% 0.0074 0.6% 66% False False 284
20 1.2354 1.2116 0.0238 1.9% 0.0070 0.6% 75% False False 301
40 1.2354 1.1778 0.0576 4.7% 0.0071 0.6% 90% False False 169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2691
2.618 1.2561
1.618 1.2482
1.000 1.2433
0.618 1.2402
HIGH 1.2353
0.618 1.2323
0.500 1.2313
0.382 1.2304
LOW 1.2274
0.618 1.2224
1.000 1.2194
1.618 1.2145
2.618 1.2065
4.250 1.1936
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 1.2313 1.2304
PP 1.2307 1.2301
S1 1.2301 1.2298

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

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