CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 1.1919 1.1978 0.0060 0.5% 1.1992
High 1.1992 1.1986 -0.0006 -0.1% 1.2034
Low 1.1918 1.1888 -0.0031 -0.3% 1.1919
Close 1.1987 1.1897 -0.0090 -0.8% 1.1954
Range 0.0074 0.0098 0.0025 33.3% 0.0115
ATR 0.0073 0.0074 0.0002 2.6% 0.0000
Volume 132 649 517 391.7% 696
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2217 1.2155 1.1950
R3 1.2119 1.2057 1.1923
R2 1.2021 1.2021 1.1914
R1 1.1959 1.1959 1.1905 1.1941
PP 1.1923 1.1923 1.1923 1.1914
S1 1.1861 1.1861 1.1888 1.1843
S2 1.1825 1.1825 1.1879
S3 1.1727 1.1763 1.1870
S4 1.1629 1.1665 1.1843
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.2314 1.2249 1.2017
R3 1.2199 1.2134 1.1985
R2 1.2084 1.2084 1.1975
R1 1.2019 1.2019 1.1964 1.1994
PP 1.1969 1.1969 1.1969 1.1956
S1 1.1904 1.1904 1.1943 1.1879
S2 1.1854 1.1854 1.1932
S3 1.1739 1.1789 1.1922
S4 1.1624 1.1674 1.1890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2034 1.1888 0.0147 1.2% 0.0083 0.7% 6% False True 253
10 1.2035 1.1888 0.0148 1.2% 0.0071 0.6% 6% False True 308
20 1.2295 1.1888 0.0407 3.4% 0.0074 0.6% 2% False True 268
40 1.2295 1.1888 0.0407 3.4% 0.0066 0.6% 2% False True 210
60 1.2414 1.1888 0.0527 4.4% 0.0063 0.5% 2% False True 147
80 1.2414 1.1888 0.0527 4.4% 0.0062 0.5% 2% False True 114
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2402
2.618 1.2242
1.618 1.2144
1.000 1.2084
0.618 1.2046
HIGH 1.1986
0.618 1.1948
0.500 1.1937
0.382 1.1925
LOW 1.1888
0.618 1.1827
1.000 1.1790
1.618 1.1729
2.618 1.1631
4.250 1.1471
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 1.1937 1.1940
PP 1.1923 1.1925
S1 1.1910 1.1911

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

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