CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 1.2133 1.2187 0.0055 0.4% 1.2200
High 1.2140 1.2198 0.0058 0.5% 1.2217
Low 1.2103 1.2134 0.0031 0.3% 1.2040
Close 1.2136 1.2198 0.0062 0.5% 1.2124
Range 0.0037 0.0064 0.0027 73.0% 0.0177
ATR
Volume 26 7 -19 -73.1% 139
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2368 1.2347 1.2233
R3 1.2304 1.2283 1.2215
R2 1.2240 1.2240 1.2209
R1 1.2219 1.2219 1.2203 1.2230
PP 1.2176 1.2176 1.2176 1.2182
S1 1.2155 1.2155 1.2192 1.2166
S2 1.2112 1.2112 1.2186
S3 1.2048 1.2091 1.2180
S4 1.1984 1.2027 1.2162
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2656 1.2567 1.2221
R3 1.2480 1.2390 1.2173
R2 1.2303 1.2303 1.2156
R1 1.2214 1.2214 1.2140 1.2170
PP 1.2127 1.2127 1.2127 1.2105
S1 1.2037 1.2037 1.2108 1.1994
S2 1.1950 1.1950 1.2092
S3 1.1774 1.1861 1.2075
S4 1.1597 1.1684 1.2027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2198 1.2040 0.0158 1.3% 0.0059 0.5% 100% True False 16
10 1.2252 1.2040 0.0212 1.7% 0.0065 0.5% 74% False False 24
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2470
2.618 1.2365
1.618 1.2301
1.000 1.2262
0.618 1.2237
HIGH 1.2198
0.618 1.2173
0.500 1.2166
0.382 1.2158
LOW 1.2134
0.618 1.2094
1.000 1.2070
1.618 1.2030
2.618 1.1966
4.250 1.1862
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 1.2187 1.2171
PP 1.2176 1.2145
S1 1.2166 1.2119

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

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