CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 1.2180 1.2141 -0.0040 -0.3% 1.2107
High 1.2201 1.2170 -0.0031 -0.3% 1.2201
Low 1.2174 1.2136 -0.0038 -0.3% 1.2078
Close 1.2185 1.2170 -0.0015 -0.1% 1.2170
Range 0.0027 0.0034 0.0007 25.9% 0.0123
ATR 0.0062 0.0061 -0.0001 -1.5% 0.0000
Volume 2 5 3 150.0% 1,192
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2260 1.2249 1.2188
R3 1.2226 1.2215 1.2179
R2 1.2192 1.2192 1.2176
R1 1.2181 1.2181 1.2173 1.2187
PP 1.2158 1.2158 1.2158 1.2161
S1 1.2147 1.2147 1.2166 1.2153
S2 1.2124 1.2124 1.2163
S3 1.2090 1.2113 1.2160
S4 1.2056 1.2079 1.2151
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2518 1.2467 1.2237
R3 1.2395 1.2344 1.2203
R2 1.2272 1.2272 1.2192
R1 1.2221 1.2221 1.2181 1.2247
PP 1.2149 1.2149 1.2149 1.2162
S1 1.2098 1.2098 1.2158 1.2124
S2 1.2026 1.2026 1.2147
S3 1.1903 1.1975 1.2136
S4 1.1780 1.1852 1.2102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2201 1.2078 0.0123 1.0% 0.0040 0.3% 75% False False 238
10 1.2201 1.2012 0.0189 1.5% 0.0056 0.5% 84% False False 151
20 1.2251 1.2012 0.0239 2.0% 0.0061 0.5% 66% False False 100
40 1.2414 1.2012 0.0402 3.3% 0.0060 0.5% 39% False False 55
60 1.2414 1.1903 0.0511 4.2% 0.0056 0.5% 52% False False 43
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2314
2.618 1.2259
1.618 1.2225
1.000 1.2204
0.618 1.2191
HIGH 1.2170
0.618 1.2157
0.500 1.2153
0.382 1.2148
LOW 1.2136
0.618 1.2114
1.000 1.2102
1.618 1.2080
2.618 1.2046
4.250 1.1991
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 1.2164 1.2169
PP 1.2158 1.2169
S1 1.2153 1.2168

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

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