CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 1.2335 1.2339 0.0004 0.0% 1.2310
High 1.2406 1.2349 -0.0058 -0.5% 1.2414
Low 1.2316 1.2265 -0.0051 -0.4% 1.2265
Close 1.2335 1.2283 -0.0053 -0.4% 1.2283
Range 0.0091 0.0084 -0.0007 -7.2% 0.0150
ATR 0.0069 0.0070 0.0001 1.6% 0.0000
Volume 0 12 12 30
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2551 1.2501 1.2329
R3 1.2467 1.2417 1.2306
R2 1.2383 1.2383 1.2298
R1 1.2333 1.2333 1.2290 1.2316
PP 1.2299 1.2299 1.2299 1.2290
S1 1.2249 1.2249 1.2275 1.2232
S2 1.2215 1.2215 1.2267
S3 1.2131 1.2165 1.2259
S4 1.2047 1.2081 1.2236
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2769 1.2675 1.2365
R3 1.2619 1.2526 1.2324
R2 1.2470 1.2470 1.2310
R1 1.2376 1.2376 1.2296 1.2348
PP 1.2320 1.2320 1.2320 1.2306
S1 1.2227 1.2227 1.2269 1.2199
S2 1.2171 1.2171 1.2255
S3 1.2021 1.2077 1.2241
S4 1.1872 1.1928 1.2200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2414 1.2265 0.0150 1.2% 0.0063 0.5% 12% False True 6
10 1.2414 1.2256 0.0159 1.3% 0.0055 0.4% 17% False False 3
20 1.2414 1.2188 0.0227 1.8% 0.0054 0.4% 42% False False 7
40 1.2414 1.1845 0.0570 4.6% 0.0052 0.4% 77% False False 12
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2706
2.618 1.2568
1.618 1.2484
1.000 1.2433
0.618 1.2400
HIGH 1.2349
0.618 1.2316
0.500 1.2307
0.382 1.2297
LOW 1.2265
0.618 1.2213
1.000 1.2181
1.618 1.2129
2.618 1.2045
4.250 1.1908
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 1.2307 1.2339
PP 1.2299 1.2320
S1 1.2291 1.2301

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

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