CME Euro FX (E) Future December 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	1.1955	1.1990	0.0036	0.3%	1.1999
High	1.2015	1.1990	-0.0025	-0.2%	1.2051
Low	1.1945	1.1915	-0.0030	-0.3%	1.1945
Close	1.2011	1.1920	-0.0091	-0.8%	1.1977
Range	0.0071	0.0076	0.0005	7.1%	0.0106
ATR	0.0067	0.0069	0.0002	3.1%	0.0000
Volume	135	48	-87	-64.4%	52

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2168	1.2120	1.1962
R3	1.2093	1.2044	1.1941
R2	1.2017	1.2017	1.1934
R1	1.1969	1.1969	1.1927	1.1955
PP	1.1942	1.1942	1.1942	1.1935
S1	1.1893	1.1893	1.1913	1.1880
S2	1.1866	1.1866	1.1906
S3	1.1791	1.1818	1.1899
S4	1.1715	1.1742	1.1878

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2307	1.2248	1.2035
R3	1.2202	1.2142	1.2006
R2	1.2096	1.2096	1.1996
R1	1.2037	1.2037	1.1987	1.2014
PP	1.1991	1.1991	1.1991	1.1979
S1	1.1931	1.1931	1.1967	1.1908
S2	1.1885	1.1885	1.1958
S3	1.1780	1.1826	1.1948
S4	1.1674	1.1720	1.1919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2051	1.1915	0.0136	1.1%	0.0071	0.6%	4%	False	True	43
10	1.2054	1.1915	0.0140	1.2%	0.0064	0.5%	4%	False	True	49
20	1.2317	1.1913	0.0404	3.4%	0.0068	0.6%	2%	False	False	51

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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2311
2.618	1.2188
1.618	1.2112
1.000	1.2066
0.618	1.2037
HIGH	1.1990
0.618	1.1961
0.500	1.1952
0.382	1.1943
LOW	1.1915
0.618	1.1868
1.000	1.1839
1.618	1.1792
2.618	1.1717
4.250	1.1594

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	1.1952	1.1965
PP	1.1942	1.1950
S1	1.1931	1.1935

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

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