CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 1.2244 1.2343 0.0099 0.8% 1.2201
High 1.2285 1.2352 0.0068 0.5% 1.2243
Low 1.2210 1.2343 0.0134 1.1% 1.2142
Close 1.2244 1.2343 0.0099 0.8% 1.2192
Range 0.0075 0.0009 -0.0066 -88.0% 0.0101
ATR 0.0061 0.0065 0.0003 5.4% 0.0000
Volume 21 12 -9 -42.9% 86
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2373 1.2367 1.2348
R3 1.2364 1.2358 1.2345
R2 1.2355 1.2355 1.2345
R1 1.2349 1.2349 1.2344 1.2348
PP 1.2346 1.2346 1.2346 1.2345
S1 1.2340 1.2340 1.2342 1.2339
S2 1.2337 1.2337 1.2341
S3 1.2328 1.2331 1.2341
S4 1.2319 1.2322 1.2338
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2495 1.2445 1.2248
R3 1.2394 1.2344 1.2220
R2 1.2293 1.2293 1.2211
R1 1.2243 1.2243 1.2201 1.2217
PP 1.2192 1.2192 1.2192 1.2179
S1 1.2142 1.2142 1.2183 1.2116
S2 1.2091 1.2091 1.2173
S3 1.1990 1.2041 1.2164
S4 1.1889 1.1940 1.2136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2352 1.2188 0.0165 1.3% 0.0040 0.3% 95% True False 7
10 1.2352 1.2142 0.0211 1.7% 0.0046 0.4% 96% True False 13
20 1.2352 1.1903 0.0449 3.6% 0.0050 0.4% 98% True False 17
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 0.0013
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.2390
2.618 1.2376
1.618 1.2367
1.000 1.2361
0.618 1.2358
HIGH 1.2352
0.618 1.2349
0.500 1.2348
0.382 1.2346
LOW 1.2343
0.618 1.2337
1.000 1.2334
1.618 1.2328
2.618 1.2319
4.250 1.2305
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 1.2348 1.2321
PP 1.2346 1.2300
S1 1.2345 1.2278

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

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