CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 1.2258 1.2318 0.0060 0.5% 1.2226
High 1.2329 1.2337 0.0008 0.1% 1.2352
Low 1.2211 1.2239 0.0028 0.2% 1.2204
Close 1.2329 1.2243 -0.0086 -0.7% 1.2321
Range 0.0118 0.0098 -0.0020 -16.6% 0.0149
ATR 0.0067 0.0069 0.0002 3.4% 0.0000
Volume 6 1 -5 -83.3% 50
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2567 1.2503 1.2296
R3 1.2469 1.2405 1.2269
R2 1.2371 1.2371 1.2260
R1 1.2307 1.2307 1.2251 1.2290
PP 1.2273 1.2273 1.2273 1.2264
S1 1.2209 1.2209 1.2234 1.2192
S2 1.2175 1.2175 1.2225
S3 1.2077 1.2111 1.2216
S4 1.1979 1.2013 1.2189
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2738 1.2678 1.2403
R3 1.2589 1.2529 1.2362
R2 1.2441 1.2441 1.2348
R1 1.2381 1.2381 1.2335 1.2411
PP 1.2292 1.2292 1.2292 1.2307
S1 1.2232 1.2232 1.2307 1.2262
S2 1.2144 1.2144 1.2294
S3 1.1995 1.2084 1.2280
S4 1.1847 1.1935 1.2239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2352 1.2210 0.0143 1.2% 0.0067 0.5% 23% False False 11
10 1.2352 1.2142 0.0211 1.7% 0.0056 0.5% 48% False False 10
20 1.2352 1.1932 0.0420 3.4% 0.0055 0.4% 74% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2753
2.618 1.2593
1.618 1.2495
1.000 1.2435
0.618 1.2397
HIGH 1.2337
0.618 1.2299
0.500 1.2288
0.382 1.2276
LOW 1.2239
0.618 1.2178
1.000 1.2141
1.618 1.2080
2.618 1.1982
4.250 1.1822
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 1.2288 1.2278
PP 1.2273 1.2266
S1 1.2258 1.2254

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

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