CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 1.2197 1.2250 0.0053 0.4% 1.2283
High 1.2251 1.2263 0.0013 0.1% 1.2392
Low 1.2179 1.2181 0.0002 0.0% 1.2236
Close 1.2242 1.2195 -0.0047 -0.4% 1.2258
Range 0.0072 0.0083 0.0011 15.4% 0.0156
ATR 0.0076 0.0077 0.0000 0.6% 0.0000
Volume 605 704 99 16.4% 2,199
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2460 1.2410 1.2240
R3 1.2378 1.2328 1.2218
R2 1.2295 1.2295 1.2210
R1 1.2245 1.2245 1.2203 1.2229
PP 1.2213 1.2213 1.2213 1.2205
S1 1.2163 1.2163 1.2187 1.2147
S2 1.2130 1.2130 1.2180
S3 1.2048 1.2080 1.2172
S4 1.1965 1.1998 1.2150
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2763 1.2666 1.2343
R3 1.2607 1.2510 1.2300
R2 1.2451 1.2451 1.2286
R1 1.2354 1.2354 1.2272 1.2325
PP 1.2295 1.2295 1.2295 1.2280
S1 1.2198 1.2198 1.2243 1.2169
S2 1.2139 1.2139 1.2229
S3 1.1983 1.2042 1.2215
S4 1.1827 1.1886 1.2172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2387 1.2175 0.0212 1.7% 0.0086 0.7% 10% False False 535
10 1.2392 1.2175 0.0218 1.8% 0.0081 0.7% 9% False False 467
20 1.2392 1.2175 0.0218 1.8% 0.0076 0.6% 9% False False 358
40 1.2392 1.1858 0.0534 4.4% 0.0071 0.6% 63% False False 252
60 1.2392 1.1671 0.0722 5.9% 0.0067 0.5% 73% False False 174
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2614
2.618 1.2479
1.618 1.2396
1.000 1.2346
0.618 1.2314
HIGH 1.2263
0.618 1.2231
0.500 1.2222
0.382 1.2212
LOW 1.2181
0.618 1.2130
1.000 1.2098
1.618 1.2047
2.618 1.1965
4.250 1.1830
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 1.2222 1.2219
PP 1.2213 1.2211
S1 1.2204 1.2203

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

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