CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	1.1455	1.1281	-0.0174	-1.5%	1.1355
High	1.1469	1.1404	-0.0065	-0.6%	1.1470
Low	1.1371	1.1281	-0.0090	-0.8%	1.1281
Close	1.1374	1.1307	-0.0068	-0.6%	1.1307
Range	0.0098	0.0123	0.0025	25.5%	0.0189
ATR	0.0074	0.0078	0.0003	4.7%	0.0000
Volume	69	2	-67	-97.1%	125

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1700	1.1626	1.1374
R3	1.1577	1.1503	1.1340
R2	1.1454	1.1454	1.1329
R1	1.1380	1.1380	1.1318	1.1417
PP	1.1331	1.1331	1.1331	1.1349
S1	1.1257	1.1257	1.1295	1.1294
S2	1.1208	1.1208	1.1284
S3	1.1085	1.1134	1.1273
S4	1.0962	1.1011	1.1239

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1920	1.1802	1.1410
R3	1.1731	1.1613	1.1358
R2	1.1542	1.1542	1.1341
R1	1.1424	1.1424	1.1324	1.1388
PP	1.1353	1.1353	1.1353	1.1335
S1	1.1235	1.1235	1.1289	1.1199
S2	1.1164	1.1164	1.1272
S3	1.0975	1.1046	1.1255
S4	1.0786	1.0857	1.1203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1470	1.1281	0.0189	1.7%	0.0083	0.7%	13%	False	True	25
10	1.1470	1.1186	0.0284	2.5%	0.0082	0.7%	42%	False	False	26
20	1.1470	1.0885	0.0586	5.2%	0.0072	0.6%	72%	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	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1927
2.618	1.1726
1.618	1.1603
1.000	1.1527
0.618	1.1480
HIGH	1.1404
0.618	1.1357
0.500	1.1343
0.382	1.1328
LOW	1.1281
0.618	1.1205
1.000	1.1158
1.618	1.1082
2.618	1.0959
4.250	1.0758

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	1.1343	1.1376
PP	1.1331	1.1353
S1	1.1319	1.1330

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

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