CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 1.2154 1.2213 0.0060 0.5% 1.2061
High 1.2223 1.2237 0.0014 0.1% 1.2251
Low 1.2142 1.2213 0.0072 0.6% 1.2013
Close 1.2154 1.2213 0.0060 0.5% 1.2219
Range 0.0082 0.0024 -0.0058 -70.6% 0.0238
ATR 0.0062 0.0063 0.0002 2.6% 0.0000
Volume 2 35 33 1,650.0% 137
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2293 1.2277 1.2226
R3 1.2269 1.2253 1.2220
R2 1.2245 1.2245 1.2217
R1 1.2229 1.2229 1.2215 1.2225
PP 1.2221 1.2221 1.2221 1.2219
S1 1.2205 1.2205 1.2211 1.2201
S2 1.2197 1.2197 1.2209
S3 1.2173 1.2181 1.2206
S4 1.2149 1.2157 1.2200
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% 0.0052 0.4% 66% False False 19
10 1.2251 1.1973 0.0278 2.3% 0.0059 0.5% 86% False False 22
20 1.2251 1.1850 0.0401 3.3% 0.0047 0.4% 91% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2339
2.618 1.2300
1.618 1.2276
1.000 1.2261
0.618 1.2252
HIGH 1.2237
0.618 1.2228
0.500 1.2225
0.382 1.2222
LOW 1.2213
0.618 1.2198
1.000 1.2189
1.618 1.2174
2.618 1.2150
4.250 1.2111
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 1.2225 1.2205
PP 1.2221 1.2197
S1 1.2217 1.2189

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

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