CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 1.2350 1.2335 -0.0015 -0.1% 1.2281
High 1.2414 1.2406 -0.0008 -0.1% 1.2374
Low 1.2338 1.2316 -0.0022 -0.2% 1.2281
Close 1.2377 1.2335 -0.0042 -0.3% 1.2295
Range 0.0077 0.0091 0.0014 18.3% 0.0093
ATR 0.0067 0.0069 0.0002 2.5% 0.0000
Volume 1 0 -1 -100.0% 9
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2624 1.2570 1.2385
R3 1.2533 1.2479 1.2360
R2 1.2443 1.2443 1.2352
R1 1.2389 1.2389 1.2343 1.2380
PP 1.2352 1.2352 1.2352 1.2348
S1 1.2298 1.2298 1.2327 1.2290
S2 1.2262 1.2262 1.2318
S3 1.2171 1.2208 1.2310
S4 1.2081 1.2117 1.2285
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 1.2414 1.2282 0.0132 1.1% 0.0065 0.5% 40% False False 5
10 1.2414 1.2236 0.0178 1.4% 0.0053 0.4% 56% False False 3
20 1.2414 1.2142 0.0273 2.2% 0.0054 0.4% 71% False False 6
40 1.2414 1.1845 0.0570 4.6% 0.0051 0.4% 86% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2791
2.618 1.2643
1.618 1.2552
1.000 1.2497
0.618 1.2462
HIGH 1.2406
0.618 1.2371
0.500 1.2361
0.382 1.2350
LOW 1.2316
0.618 1.2260
1.000 1.2225
1.618 1.2169
2.618 1.2079
4.250 1.1931
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 1.2361 1.2365
PP 1.2352 1.2355
S1 1.2344 1.2345

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

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