CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 1.2201 1.2183 -0.0018 -0.1% 1.2061
High 1.2243 1.2211 -0.0032 -0.3% 1.2251
Low 1.2168 1.2183 0.0016 0.1% 1.2013
Close 1.2201 1.2188 -0.0013 -0.1% 1.2219
Range 0.0075 0.0028 -0.0047 -62.7% 0.0238
ATR 0.0062 0.0060 -0.0002 -3.9% 0.0000
Volume 42 1 -41 -97.6% 137
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2278 1.2261 1.2203
R3 1.2250 1.2233 1.2196
R2 1.2222 1.2222 1.2193
R1 1.2205 1.2205 1.2191 1.2214
PP 1.2194 1.2194 1.2194 1.2198
S1 1.2177 1.2177 1.2185 1.2186
S2 1.2166 1.2166 1.2183
S3 1.2138 1.2149 1.2180
S4 1.2110 1.2121 1.2173
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2875 1.2785 1.2350
R3 1.2637 1.2547 1.2284
R2 1.2399 1.2399 1.2263
R1 1.2309 1.2309 1.2241 1.2354
PP 1.2161 1.2161 1.2161 1.2183
S1 1.2071 1.2071 1.2197 1.2116
S2 1.1923 1.1923 1.2175
S3 1.1685 1.1833 1.2154
S4 1.1447 1.1595 1.2088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2251 1.2129 0.0122 1.0% 0.0046 0.4% 49% False False 16
10 1.2251 1.1932 0.0319 2.6% 0.0054 0.4% 80% False False 24
20 1.2251 1.1845 0.0406 3.3% 0.0047 0.4% 85% False False 19
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2330
2.618 1.2284
1.618 1.2256
1.000 1.2239
0.618 1.2228
HIGH 1.2211
0.618 1.2200
0.500 1.2197
0.382 1.2194
LOW 1.2183
0.618 1.2166
1.000 1.2155
1.618 1.2138
2.618 1.2110
4.250 1.2064
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 1.2197 1.2209
PP 1.2194 1.2202
S1 1.2191 1.2195

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

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