CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 1.2210 1.2180 -0.0030 -0.2% 1.2228
High 1.2241 1.2226 -0.0015 -0.1% 1.2287
Low 1.2178 1.2142 -0.0036 -0.3% 1.2142
Close 1.2220 1.2142 -0.0078 -0.6% 1.2142
Range 0.0064 0.0084 0.0021 32.3% 0.0145
ATR 0.0070 0.0071 0.0001 1.4% 0.0000
Volume 22 12 -10 -45.5% 131
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2422 1.2366 1.2188
R3 1.2338 1.2282 1.2165
R2 1.2254 1.2254 1.2157
R1 1.2198 1.2198 1.2150 1.2184
PP 1.2170 1.2170 1.2170 1.2163
S1 1.2114 1.2114 1.2134 1.2100
S2 1.2086 1.2086 1.2127
S3 1.2002 1.2030 1.2119
S4 1.1918 1.1946 1.2096
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2625 1.2529 1.2222
R3 1.2480 1.2384 1.2182
R2 1.2335 1.2335 1.2169
R1 1.2239 1.2239 1.2155 1.2215
PP 1.2190 1.2190 1.2190 1.2178
S1 1.2094 1.2094 1.2129 1.2070
S2 1.2045 1.2045 1.2115
S3 1.1900 1.1949 1.2102
S4 1.1755 1.1804 1.2062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2287 1.2142 0.0145 1.2% 0.0064 0.5% 0% False True 26
10 1.2414 1.2142 0.0272 2.2% 0.0064 0.5% 0% False True 16
20 1.2414 1.2142 0.0272 2.2% 0.0060 0.5% 0% False True 10
40 1.2414 1.1903 0.0511 4.2% 0.0055 0.5% 47% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2583
2.618 1.2446
1.618 1.2362
1.000 1.2310
0.618 1.2278
HIGH 1.2226
0.618 1.2194
0.500 1.2184
0.382 1.2174
LOW 1.2142
0.618 1.2090
1.000 1.2058
1.618 1.2006
2.618 1.1922
4.250 1.1785
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 1.2184 1.2215
PP 1.2170 1.2190
S1 1.2156 1.2166

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

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