CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 1.2281 1.2326 0.0045 0.4% 1.2258
High 1.2322 1.2345 0.0023 0.2% 1.2337
Low 1.2281 1.2326 0.0045 0.4% 1.2211
Close 1.2281 1.2326 0.0045 0.4% 1.2259
Range 0.0041 0.0020 -0.0022 -52.4% 0.0126
ATR 0.0065 0.0065 0.0000 -0.2% 0.0000
Volume
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2391 1.2378 1.2336
R3 1.2371 1.2358 1.2331
R2 1.2352 1.2352 1.2329
R1 1.2339 1.2339 1.2327 1.2335
PP 1.2332 1.2332 1.2332 1.2330
S1 1.2319 1.2319 1.2324 1.2316
S2 1.2313 1.2313 1.2322
S3 1.2293 1.2300 1.2320
S4 1.2274 1.2280 1.2315
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2645 1.2578 1.2328
R3 1.2520 1.2452 1.2294
R2 1.2394 1.2394 1.2282
R1 1.2327 1.2327 1.2271 1.2361
PP 1.2269 1.2269 1.2269 1.2286
S1 1.2201 1.2201 1.2247 1.2235
S2 1.2143 1.2143 1.2236
S3 1.2018 1.2076 1.2224
S4 1.1892 1.1950 1.2190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2345 1.2236 0.0109 0.9% 0.0050 0.4% 82% True False 1
10 1.2352 1.2204 0.0149 1.2% 0.0053 0.4% 82% False False 6
20 1.2352 1.2018 0.0334 2.7% 0.0054 0.4% 92% False False 9
40 1.2352 1.1716 0.0637 5.2% 0.0053 0.4% 96% False False 13
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2428
2.618 1.2396
1.618 1.2377
1.000 1.2365
0.618 1.2357
HIGH 1.2345
0.618 1.2338
0.500 1.2335
0.382 1.2333
LOW 1.2326
0.618 1.2313
1.000 1.2306
1.618 1.2294
2.618 1.2274
4.250 1.2243
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 1.2335 1.2317
PP 1.2332 1.2309
S1 1.2329 1.2300

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

View Archives - Comment on this page... - Back to Index of Symbols