CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 1.2143 1.2158 0.0016 0.1% 1.2207
High 1.2192 1.2172 -0.0020 -0.2% 1.2221
Low 1.2131 1.2092 -0.0040 -0.3% 1.2096
Close 1.2168 1.2102 -0.0066 -0.5% 1.2168
Range 0.0061 0.0080 0.0020 32.2% 0.0125
ATR 0.0074 0.0074 0.0000 0.6% 0.0000
Volume 396 839 443 111.9% 2,838
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2362 1.2312 1.2146
R3 1.2282 1.2232 1.2124
R2 1.2202 1.2202 1.2117
R1 1.2152 1.2152 1.2109 1.2137
PP 1.2122 1.2122 1.2122 1.2114
S1 1.2072 1.2072 1.2095 1.2057
S2 1.2042 1.2042 1.2087
S3 1.1962 1.1992 1.2080
S4 1.1882 1.1912 1.2058
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2536 1.2477 1.2236
R3 1.2411 1.2352 1.2202
R2 1.2286 1.2286 1.2190
R1 1.2227 1.2227 1.2179 1.2194
PP 1.2161 1.2161 1.2161 1.2145
S1 1.2102 1.2102 1.2156 1.2069
S2 1.2036 1.2036 1.2145
S3 1.1911 1.1977 1.2133
S4 1.1786 1.1852 1.2099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2213 1.2092 0.0122 1.0% 0.0076 0.6% 9% False True 657
10 1.2227 1.2092 0.0135 1.1% 0.0071 0.6% 8% False True 548
20 1.2392 1.2092 0.0301 2.5% 0.0076 0.6% 3% False True 522
40 1.2392 1.2092 0.0301 2.5% 0.0073 0.6% 3% False True 402
60 1.2392 1.1671 0.0722 6.0% 0.0074 0.6% 60% False False 280
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2512
2.618 1.2381
1.618 1.2301
1.000 1.2252
0.618 1.2221
HIGH 1.2172
0.618 1.2141
0.500 1.2132
0.382 1.2122
LOW 1.2092
0.618 1.2042
1.000 1.2012
1.618 1.1962
2.618 1.1882
4.250 1.1752
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 1.2132 1.2142
PP 1.2122 1.2128
S1 1.2112 1.2115

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

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