CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	1.2176	1.2200	0.0024	0.2%	1.2041
High	1.2230	1.2231	0.0001	0.0%	1.2231
Low	1.2159	1.2173	0.0014	0.1%	1.1987
Close	1.2198	1.2194	-0.0004	0.0%	1.2194
Range	0.0071	0.0058	-0.0013	-18.3%	0.0244
ATR	0.0072	0.0071	-0.0001	-1.3%	0.0000
Volume	27	212	185	685.2%	524

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2373	1.2342	1.2226
R3	1.2315	1.2284	1.2210
R2	1.2257	1.2257	1.2205
R1	1.2226	1.2226	1.2199	1.2213
PP	1.2199	1.2199	1.2199	1.2193
S1	1.2168	1.2168	1.2189	1.2155
S2	1.2141	1.2141	1.2183
S3	1.2083	1.2110	1.2178
S4	1.2025	1.2052	1.2162

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2869	1.2776	1.2328
R3	1.2625	1.2532	1.2261
R2	1.2381	1.2381	1.2239
R1	1.2288	1.2288	1.2216	1.2335
PP	1.2137	1.2137	1.2137	1.2161
S1	1.2044	1.2044	1.2172	1.2091
S2	1.1893	1.1893	1.2149
S3	1.1649	1.1800	1.2127
S4	1.1405	1.1556	1.2060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2231	1.1987	0.0244	2.0%	0.0083	0.7%	85%	True	False	104
10	1.2231	1.1858	0.0373	3.1%	0.0072	0.6%	90%	True	False	73
20	1.2231	1.1808	0.0423	3.5%	0.0067	0.6%	91%	True	False	44

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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2478
2.618	1.2383
1.618	1.2325
1.000	1.2289
0.618	1.2267
HIGH	1.2231
0.618	1.2209
0.500	1.2202
0.382	1.2195
LOW	1.2173
0.618	1.2137
1.000	1.2115
1.618	1.2079
2.618	1.2021
4.250	1.1927

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	1.2202	1.2184
PP	1.2199	1.2175
S1	1.2197	1.2165

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

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