CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 1.2101 1.2076 -0.0025 -0.2% 1.2207
High 1.2122 1.2084 -0.0038 -0.3% 1.2221
Low 1.2046 1.2039 -0.0008 -0.1% 1.2096
Close 1.2054 1.2060 0.0006 0.0% 1.2168
Range 0.0076 0.0045 -0.0031 -40.4% 0.0125
ATR 0.0074 0.0072 -0.0002 -2.8% 0.0000
Volume 832 529 -303 -36.4% 2,838
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2196 1.2173 1.2085
R3 1.2151 1.2128 1.2072
R2 1.2106 1.2106 1.2068
R1 1.2083 1.2083 1.2064 1.2072
PP 1.2061 1.2061 1.2061 1.2055
S1 1.2038 1.2038 1.2056 1.2027
S2 1.2016 1.2016 1.2052
S3 1.1971 1.1993 1.2048
S4 1.1926 1.1948 1.2035
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 1.2192 1.2039 0.0153 1.3% 0.0064 0.5% 14% False True 631
10 1.2227 1.2039 0.0188 1.6% 0.0066 0.5% 11% False True 565
20 1.2392 1.2039 0.0354 2.9% 0.0075 0.6% 6% False True 555
40 1.2392 1.2039 0.0354 2.9% 0.0072 0.6% 6% False True 430
60 1.2392 1.1808 0.0584 4.8% 0.0071 0.6% 43% False False 301
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2275
2.618 1.2201
1.618 1.2156
1.000 1.2129
0.618 1.2111
HIGH 1.2084
0.618 1.2066
0.500 1.2061
0.382 1.2056
LOW 1.2039
0.618 1.2011
1.000 1.1994
1.618 1.1966
2.618 1.1921
4.250 1.1847
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 1.2061 1.2105
PP 1.2061 1.2090
S1 1.2060 1.2075

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

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