CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 1.2205 1.2233 0.0028 0.2% 1.2178
High 1.2244 1.2236 -0.0008 -0.1% 1.2251
Low 1.2181 1.2172 -0.0009 -0.1% 1.2119
Close 1.2201 1.2227 0.0026 0.2% 1.2230
Range 0.0064 0.0065 0.0001 1.6% 0.0132
ATR 0.0069 0.0069 0.0000 -0.5% 0.0000
Volume 7 53 46 657.1% 238
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2405 1.2380 1.2262
R3 1.2340 1.2316 1.2244
R2 1.2276 1.2276 1.2238
R1 1.2251 1.2251 1.2232 1.2231
PP 1.2211 1.2211 1.2211 1.2201
S1 1.2187 1.2187 1.2221 1.2167
S2 1.2147 1.2147 1.2215
S3 1.2082 1.2122 1.2209
S4 1.2018 1.2058 1.2191
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 1.2142 0.0109 0.9% 0.0055 0.5% 78% False False 41
10 1.2287 1.2119 0.0168 1.4% 0.0066 0.5% 64% False False 40
20 1.2414 1.2119 0.0295 2.4% 0.0060 0.5% 36% False False 23
40 1.2414 1.1973 0.0441 3.6% 0.0058 0.5% 57% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2510
2.618 1.2405
1.618 1.2340
1.000 1.2301
0.618 1.2276
HIGH 1.2236
0.618 1.2211
0.500 1.2204
0.382 1.2196
LOW 1.2172
0.618 1.2132
1.000 1.2107
1.618 1.2067
2.618 1.2003
4.250 1.1897
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 1.2219 1.2221
PP 1.2211 1.2216
S1 1.2204 1.2211

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

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