CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 1.2223 1.2227 0.0004 0.0% 1.2178
High 1.2232 1.2251 0.0019 0.2% 1.2251
Low 1.2200 1.2215 0.0016 0.1% 1.2119
Close 1.2222 1.2230 0.0009 0.1% 1.2230
Range 0.0033 0.0036 0.0003 9.2% 0.0132
ATR 0.0072 0.0070 -0.0003 -3.6% 0.0000
Volume 45 104 59 131.1% 238
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2338 1.2320 1.2250
R3 1.2303 1.2284 1.2240
R2 1.2267 1.2267 1.2237
R1 1.2249 1.2249 1.2233 1.2258
PP 1.2232 1.2232 1.2232 1.2237
S1 1.2213 1.2213 1.2227 1.2223
S2 1.2196 1.2196 1.2223
S3 1.2161 1.2178 1.2220
S4 1.2125 1.2142 1.2210
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2594 1.2544 1.2302
R3 1.2463 1.2412 1.2266
R2 1.2331 1.2331 1.2254
R1 1.2281 1.2281 1.2242 1.2306
PP 1.2200 1.2200 1.2200 1.2213
S1 1.2149 1.2149 1.2218 1.2175
S2 1.2068 1.2068 1.2206
S3 1.1937 1.2018 1.2194
S4 1.1805 1.1886 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2251 1.2119 0.0132 1.1% 0.0064 0.5% 84% True False 50
10 1.2349 1.2119 0.0230 1.9% 0.0064 0.5% 48% False False 38
20 1.2414 1.2119 0.0295 2.4% 0.0058 0.5% 38% False False 20
40 1.2414 1.1932 0.0482 3.9% 0.0057 0.5% 62% False False 18
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2401
2.618 1.2343
1.618 1.2308
1.000 1.2286
0.618 1.2272
HIGH 1.2251
0.618 1.2237
0.500 1.2233
0.382 1.2229
LOW 1.2215
0.618 1.2193
1.000 1.2180
1.618 1.2158
2.618 1.2122
4.250 1.2064
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 1.2233 1.2219
PP 1.2232 1.2208
S1 1.2231 1.2196

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.