CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 1.2178 1.2171 -0.0007 -0.1% 1.2228
High 1.2208 1.2222 0.0014 0.1% 1.2287
Low 1.2119 1.2142 0.0023 0.2% 1.2142
Close 1.2191 1.2171 -0.0020 -0.2% 1.2142
Range 0.0089 0.0080 -0.0010 -10.7% 0.0145
ATR 0.0073 0.0073 0.0000 0.7% 0.0000
Volume 89 0 -89 -100.0% 131
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2417 1.2373 1.2215
R3 1.2337 1.2294 1.2193
R2 1.2258 1.2258 1.2186
R1 1.2214 1.2214 1.2178 1.2211
PP 1.2178 1.2178 1.2178 1.2176
S1 1.2135 1.2135 1.2164 1.2131
S2 1.2099 1.2099 1.2156
S3 1.2019 1.2055 1.2149
S4 1.1940 1.1976 1.2127
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 1.2119 0.0168 1.4% 0.0079 0.7% 31% False False 37
10 1.2414 1.2119 0.0295 2.4% 0.0074 0.6% 18% False False 23
20 1.2414 1.2119 0.0295 2.4% 0.0066 0.5% 18% False False 13
40 1.2414 1.1903 0.0511 4.2% 0.0057 0.5% 52% False False 15
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2559
2.618 1.2430
1.618 1.2350
1.000 1.2301
0.618 1.2271
HIGH 1.2222
0.618 1.2191
0.500 1.2182
0.382 1.2172
LOW 1.2142
0.618 1.2093
1.000 1.2063
1.618 1.2013
2.618 1.1934
4.250 1.1804
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 1.2182 1.2173
PP 1.2178 1.2172
S1 1.2175 1.2172

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

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