CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 1.2072 1.2064 -0.0008 -0.1% 1.2205
High 1.2106 1.2094 -0.0012 -0.1% 1.2244
Low 1.2066 1.2016 -0.0051 -0.4% 1.2123
Close 1.2084 1.2023 -0.0061 -0.5% 1.2192
Range 0.0040 0.0079 0.0039 96.3% 0.0121
ATR 0.0068 0.0068 0.0001 1.1% 0.0000
Volume 8 82 74 925.0% 243
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2280 1.2230 1.2066
R3 1.2201 1.2151 1.2045
R2 1.2123 1.2123 1.2037
R1 1.2073 1.2073 1.2030 1.2059
PP 1.2044 1.2044 1.2044 1.2037
S1 1.1994 1.1994 1.2016 1.1980
S2 1.1966 1.1966 1.2009
S3 1.1887 1.1916 1.2001
S4 1.1809 1.1837 1.1980
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 1.2213 1.2016 0.0198 1.6% 0.0064 0.5% 4% False True 71
10 1.2251 1.2016 0.0235 2.0% 0.0065 0.5% 3% False True 64
20 1.2406 1.2016 0.0391 3.2% 0.0067 0.6% 2% False True 46
40 1.2414 1.2016 0.0399 3.3% 0.0059 0.5% 2% False True 26
60 1.2414 1.1845 0.0570 4.7% 0.0056 0.5% 31% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2428
2.618 1.2300
1.618 1.2221
1.000 1.2173
0.618 1.2143
HIGH 1.2094
0.618 1.2064
0.500 1.2055
0.382 1.2045
LOW 1.2016
0.618 1.1967
1.000 1.1937
1.618 1.1888
2.618 1.1810
4.250 1.1682
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 1.2055 1.2080
PP 1.2044 1.2061
S1 1.2034 1.2042

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

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