CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 25-Jan-2021
Day Change Summary
Previous Current
22-Jan-2021 25-Jan-2021 Change Change % Previous Week
Open 1.2227 1.2205 -0.0022 -0.2% 1.2178
High 1.2251 1.2244 -0.0007 -0.1% 1.2251
Low 1.2215 1.2181 -0.0035 -0.3% 1.2119
Close 1.2230 1.2201 -0.0029 -0.2% 1.2230
Range 0.0036 0.0064 0.0028 78.9% 0.0132
ATR 0.0070 0.0069 0.0000 -0.6% 0.0000
Volume 104 7 -97 -93.3% 238
Daily Pivots for day following 25-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2399 1.2364 1.2236
R3 1.2336 1.2300 1.2218
R2 1.2272 1.2272 1.2213
R1 1.2237 1.2237 1.2207 1.2223
PP 1.2209 1.2209 1.2209 1.2202
S1 1.2173 1.2173 1.2195 1.2159
S2 1.2145 1.2145 1.2189
S3 1.2082 1.2110 1.2184
S4 1.2018 1.2046 1.2166
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% 0.0060 0.5% 62% False False 49
10 1.2287 1.2119 0.0168 1.4% 0.0062 0.5% 49% False False 37
20 1.2414 1.2119 0.0295 2.4% 0.0058 0.5% 28% False False 20
40 1.2414 1.1973 0.0441 3.6% 0.0057 0.5% 52% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2514
2.618 1.2410
1.618 1.2347
1.000 1.2308
0.618 1.2283
HIGH 1.2244
0.618 1.2220
0.500 1.2212
0.382 1.2205
LOW 1.2181
0.618 1.2141
1.000 1.2117
1.618 1.2078
2.618 1.2014
4.250 1.1911
Fisher Pivots for day following 25-Jan-2021
Pivot 1 day 3 day
R1 1.2212 1.2216
PP 1.2209 1.2211
S1 1.2205 1.2206

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

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