CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 1.2157 1.2207 0.0050 0.4% 1.2125
High 1.2211 1.2227 0.0016 0.1% 1.2227
Low 1.2153 1.2190 0.0037 0.3% 1.2094
Close 1.2197 1.2206 0.0009 0.1% 1.2206
Range 0.0059 0.0037 -0.0022 -36.8% 0.0133
ATR 0.0077 0.0074 -0.0003 -3.7% 0.0000
Volume 379 234 -145 -38.3% 1,812
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2318 1.2299 1.2226
R3 1.2281 1.2262 1.2216
R2 1.2244 1.2244 1.2212
R1 1.2225 1.2225 1.2209 1.2216
PP 1.2207 1.2207 1.2207 1.2203
S1 1.2188 1.2188 1.2202 1.2179
S2 1.2170 1.2170 1.2199
S3 1.2133 1.2151 1.2195
S4 1.2096 1.2114 1.2185
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2574 1.2523 1.2279
R3 1.2441 1.2390 1.2242
R2 1.2308 1.2308 1.2230
R1 1.2257 1.2257 1.2218 1.2283
PP 1.2175 1.2175 1.2175 1.2188
S1 1.2124 1.2124 1.2193 1.2150
S2 1.2042 1.2042 1.2181
S3 1.1909 1.1991 1.2169
S4 1.1776 1.1858 1.2132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2227 1.2094 0.0133 1.1% 0.0071 0.6% 84% True False 480
10 1.2327 1.2094 0.0233 1.9% 0.0075 0.6% 48% False False 497
20 1.2392 1.2094 0.0299 2.4% 0.0073 0.6% 38% False False 410
40 1.2392 1.1896 0.0496 4.1% 0.0073 0.6% 62% False False 320
60 1.2392 1.1671 0.0722 5.9% 0.0069 0.6% 74% False False 221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0016
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2384
2.618 1.2323
1.618 1.2286
1.000 1.2264
0.618 1.2249
HIGH 1.2227
0.618 1.2212
0.500 1.2208
0.382 1.2204
LOW 1.2190
0.618 1.2167
1.000 1.2153
1.618 1.2130
2.618 1.2093
4.250 1.2032
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 1.2208 1.2194
PP 1.2207 1.2183
S1 1.2206 1.2171

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

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