CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	1.2124	1.2176	0.0052	0.4%	1.1936
High	1.2171	1.2230	0.0060	0.5%	1.2018
Low	1.2099	1.2159	0.0061	0.5%	1.1858
Close	1.2156	1.2198	0.0043	0.3%	1.2014
Range	0.0072	0.0071	-0.0001	-1.4%	0.0160
ATR	0.0071	0.0072	0.0000	0.3%	0.0000
Volume	69	27	-42	-60.9%	114

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2409	1.2374	1.2237
R3	1.2338	1.2303	1.2218
R2	1.2267	1.2267	1.2211
R1	1.2232	1.2232	1.2205	1.2250
PP	1.2196	1.2196	1.2196	1.2204
S1	1.2161	1.2161	1.2191	1.2179
S2	1.2125	1.2125	1.2185
S3	1.2054	1.2090	1.2178
S4	1.1983	1.2019	1.2159

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	1.2230	1.1944	0.0287	2.3%	0.0086	0.7%	89%	True	False	68
10	1.2230	1.1858	0.0372	3.0%	0.0073	0.6%	91%	True	False	58
20	1.2230	1.1778	0.0452	3.7%	0.0071	0.6%	93%	True	False	37

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2532
2.618	1.2416
1.618	1.2345
1.000	1.2301
0.618	1.2274
HIGH	1.2230
0.618	1.2203
0.500	1.2195
0.382	1.2186
LOW	1.2159
0.618	1.2115
1.000	1.2088
1.618	1.2044
2.618	1.1973
4.250	1.1857

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	1.2197	1.2168
PP	1.2196	1.2139
S1	1.2195	1.2109

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

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