CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 1.2220 1.2225 0.0005 0.0% 1.2310
High 1.2274 1.2287 0.0014 0.1% 1.2414
Low 1.2206 1.2207 0.0002 0.0% 1.2265
Close 1.2267 1.2220 -0.0047 -0.4% 1.2283
Range 0.0068 0.0080 0.0012 17.6% 0.0150
ATR 0.0070 0.0071 0.0001 1.0% 0.0000
Volume 13 64 51 392.3% 30
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2478 1.2429 1.2264
R3 1.2398 1.2349 1.2242
R2 1.2318 1.2318 1.2235
R1 1.2269 1.2269 1.2227 1.2254
PP 1.2238 1.2238 1.2238 1.2230
S1 1.2189 1.2189 1.2213 1.2174
S2 1.2158 1.2158 1.2205
S3 1.2078 1.2109 1.2198
S4 1.1998 1.2029 1.2176
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 1.2406 1.2204 0.0202 1.7% 0.0070 0.6% 8% False False 21
10 1.2414 1.2204 0.0210 1.7% 0.0063 0.5% 8% False False 13
20 1.2414 1.2204 0.0211 1.7% 0.0058 0.5% 8% False False 9
40 1.2414 1.1903 0.0511 4.2% 0.0053 0.4% 62% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2627
2.618 1.2496
1.618 1.2416
1.000 1.2367
0.618 1.2336
HIGH 1.2287
0.618 1.2256
0.500 1.2247
0.382 1.2238
LOW 1.2207
0.618 1.2158
1.000 1.2127
1.618 1.2078
2.618 1.1998
4.250 1.1867
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 1.2247 1.2246
PP 1.2238 1.2237
S1 1.2229 1.2229

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

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