CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 1.2189 1.2162 -0.0027 -0.2% 1.2205
High 1.2213 1.2195 -0.0018 -0.1% 1.2244
Low 1.2162 1.2117 -0.0045 -0.4% 1.2123
Close 1.2192 1.2127 -0.0066 -0.5% 1.2192
Range 0.0052 0.0078 0.0027 51.5% 0.0121
ATR 0.0069 0.0070 0.0001 0.9% 0.0000
Volume 56 176 120 214.3% 243
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2380 1.2331 1.2169
R3 1.2302 1.2253 1.2148
R2 1.2224 1.2224 1.2141
R1 1.2175 1.2175 1.2134 1.2161
PP 1.2146 1.2146 1.2146 1.2139
S1 1.2097 1.2097 1.2119 1.2083
S2 1.2068 1.2068 1.2112
S3 1.1990 1.2019 1.2105
S4 1.1912 1.1941 1.2084
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2549 1.2492 1.2259
R3 1.2428 1.2371 1.2225
R2 1.2307 1.2307 1.2214
R1 1.2250 1.2250 1.2203 1.2218
PP 1.2186 1.2186 1.2186 1.2171
S1 1.2129 1.2129 1.2181 1.2097
S2 1.2065 1.2065 1.2170
S3 1.1944 1.2008 1.2159
S4 1.1823 1.1887 1.2125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2236 1.2117 0.0119 1.0% 0.0072 0.6% 8% False True 82
10 1.2251 1.2117 0.0134 1.1% 0.0066 0.5% 7% False True 65
20 1.2414 1.2117 0.0297 2.4% 0.0065 0.5% 3% False True 40
40 1.2414 1.2117 0.0297 2.4% 0.0058 0.5% 3% False True 24
60 1.2414 1.1716 0.0699 5.8% 0.0059 0.5% 59% False False 22
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2527
2.618 1.2399
1.618 1.2321
1.000 1.2273
0.618 1.2243
HIGH 1.2195
0.618 1.2165
0.500 1.2156
0.382 1.2147
LOW 1.2117
0.618 1.2069
1.000 1.2039
1.618 1.1991
2.618 1.1913
4.250 1.1786
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 1.2156 1.2165
PP 1.2146 1.2152
S1 1.2136 1.2139

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

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