CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	1.1953	1.1985	0.0032	0.3%	1.1936
High	1.1985	1.2018	0.0034	0.3%	1.2018
Low	1.1941	1.1944	0.0003	0.0%	1.1858
Close	1.1974	1.2014	0.0040	0.3%	1.2014
Range	0.0044	0.0075	0.0031	69.3%	0.0160
ATR	0.0065	0.0065	0.0001	1.1%	0.0000
Volume	74	30	-44	-59.5%	114

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2215	1.2189	1.2054
R3	1.2141	1.2114	1.2034
R2	1.2066	1.2066	1.2027
R1	1.2040	1.2040	1.2020	1.2053
PP	1.1992	1.1992	1.1992	1.1998
S1	1.1965	1.1965	1.2007	1.1979
S2	1.1917	1.1917	1.2000
S3	1.1843	1.1891	1.1993
S4	1.1768	1.1816	1.1973

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2443	1.2388	1.2102
R3	1.2283	1.2228	1.2058
R2	1.2123	1.2123	1.2043
R1	1.2068	1.2068	1.2028	1.2096
PP	1.1963	1.1963	1.1963	1.1977
S1	1.1908	1.1908	1.1999	1.1936
S2	1.1803	1.1803	1.1984
S3	1.1643	1.1748	1.1970
S4	1.1483	1.1588	1.1926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2018	1.1858	0.0160	1.3%	0.0062	0.5%	97%	True	False	42
10	1.2018	1.1858	0.0160	1.3%	0.0053	0.4%	97%	True	False	31
20	1.2018	1.1671	0.0348	2.9%	0.0067	0.6%	99%	True	False	28

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2335
2.618	1.2213
1.618	1.2139
1.000	1.2093
0.618	1.2064
HIGH	1.2018
0.618	1.1990
0.500	1.1981
0.382	1.1972
LOW	1.1944
0.618	1.1897
1.000	1.1869
1.618	1.1823
2.618	1.1748
4.250	1.1627

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	1.2003	1.1995
PP	1.1992	1.1976
S1	1.1981	1.1957

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

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