CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 1.2183 1.2154 -0.0030 -0.2% 1.2061
High 1.2211 1.2223 0.0012 0.1% 1.2251
Low 1.2183 1.2142 -0.0042 -0.3% 1.2013
Close 1.2188 1.2154 -0.0035 -0.3% 1.2219
Range 0.0028 0.0082 0.0054 191.1% 0.0238
ATR 0.0060 0.0062 0.0002 2.6% 0.0000
Volume 1 2 1 100.0% 137
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2417 1.2367 1.2198
R3 1.2336 1.2285 1.2176
R2 1.2254 1.2254 1.2168
R1 1.2204 1.2204 1.2161 1.2194
PP 1.2173 1.2173 1.2173 1.2168
S1 1.2122 1.2122 1.2146 1.2113
S2 1.2091 1.2091 1.2139
S3 1.2010 1.2041 1.2131
S4 1.1928 1.1959 1.2109
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 1.2142 0.0109 0.9% 0.0049 0.4% 11% False True 12
10 1.2251 1.1973 0.0278 2.3% 0.0059 0.5% 65% False False 21
20 1.2251 1.1845 0.0406 3.3% 0.0049 0.4% 76% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2569
2.618 1.2436
1.618 1.2355
1.000 1.2305
0.618 1.2273
HIGH 1.2223
0.618 1.2192
0.500 1.2182
0.382 1.2173
LOW 1.2142
0.618 1.2091
1.000 1.2060
1.618 1.2010
2.618 1.1928
4.250 1.1795
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 1.2182 1.2192
PP 1.2173 1.2179
S1 1.2163 1.2166

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

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