CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 1.2284 1.2259 -0.0025 -0.2% 1.2226
High 1.2298 1.2287 -0.0011 -0.1% 1.2352
Low 1.2236 1.2256 0.0020 0.2% 1.2204
Close 1.2257 1.2259 0.0002 0.0% 1.2321
Range 0.0062 0.0031 -0.0031 -49.6% 0.0149
ATR 0.0068 0.0066 -0.0003 -3.9% 0.0000
Volume 4 0 -4 -100.0% 50
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2360 1.2341 1.2276
R3 1.2329 1.2310 1.2268
R2 1.2298 1.2298 1.2265
R1 1.2279 1.2279 1.2262 1.2275
PP 1.2267 1.2267 1.2267 1.2265
S1 1.2248 1.2248 1.2256 1.2244
S2 1.2236 1.2236 1.2253
S3 1.2205 1.2217 1.2250
S4 1.2174 1.2186 1.2242
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 1.2345 1.2211 0.0134 1.1% 0.0069 0.6% 36% False False 5
10 1.2352 1.2188 0.0165 1.3% 0.0054 0.4% 43% False False 6
20 1.2352 1.1973 0.0379 3.1% 0.0057 0.5% 75% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2418
2.618 1.2368
1.618 1.2337
1.000 1.2318
0.618 1.2306
HIGH 1.2287
0.618 1.2275
0.500 1.2271
0.382 1.2267
LOW 1.2256
0.618 1.2236
1.000 1.2225
1.618 1.2205
2.618 1.2174
4.250 1.2124
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 1.2271 1.2286
PP 1.2267 1.2277
S1 1.2263 1.2268

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

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