CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 1.2310 1.2371 0.0061 0.5% 1.2281
High 1.2375 1.2372 -0.0003 0.0% 1.2374
Low 1.2310 1.2371 0.0061 0.5% 1.2281
Close 1.2320 1.2371 0.0051 0.4% 1.2295
Range 0.0065 0.0001 -0.0064 -98.5% 0.0093
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 17 0 -17 -100.0% 9
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2374 1.2374 1.2372
R3 1.2373 1.2373 1.2371
R2 1.2372 1.2372 1.2371
R1 1.2372 1.2372 1.2371 1.2372
PP 1.2371 1.2371 1.2371 1.2371
S1 1.2371 1.2371 1.2371 1.2371
S2 1.2370 1.2370 1.2371
S3 1.2369 1.2370 1.2371
S4 1.2368 1.2369 1.2370
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2596 1.2538 1.2346
R3 1.2503 1.2445 1.2321
R2 1.2410 1.2410 1.2312
R1 1.2352 1.2352 1.2304 1.2381
PP 1.2317 1.2317 1.2317 1.2331
S1 1.2259 1.2259 1.2286 1.2288
S2 1.2224 1.2224 1.2278
S3 1.2131 1.2166 1.2269
S4 1.2038 1.2073 1.2244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2375 1.2282 0.0093 0.8% 0.0045 0.4% 96% False False 5
10 1.2375 1.2211 0.0164 1.3% 0.0058 0.5% 98% False False 3
20 1.2375 1.2142 0.0234 1.9% 0.0051 0.4% 98% False False 8
40 1.2375 1.1845 0.0531 4.3% 0.0051 0.4% 99% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.2376
2.618 1.2375
1.618 1.2374
1.000 1.2373
0.618 1.2373
HIGH 1.2372
0.618 1.2372
0.500 1.2372
0.382 1.2371
LOW 1.2371
0.618 1.2370
1.000 1.2370
1.618 1.2369
2.618 1.2368
4.250 1.2367
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 1.2372 1.2357
PP 1.2371 1.2343
S1 1.2371 1.2329

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

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