CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	1.2182	1.2169	-0.0013	-0.1%	1.2041
High	1.2222	1.2192	-0.0031	-0.2%	1.2231
Low	1.2137	1.2155	0.0019	0.2%	1.1987
Close	1.2177	1.2163	-0.0014	-0.1%	1.2194
Range	0.0086	0.0037	-0.0049	-57.3%	0.0244
ATR	0.0072	0.0069	-0.0003	-3.5%	0.0000
Volume	382	428	46	12.0%	524

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2279	1.2257	1.2183
R3	1.2243	1.2221	1.2173
R2	1.2206	1.2206	1.2169
R1	1.2184	1.2184	1.2166	1.2177
PP	1.2170	1.2170	1.2170	1.2166
S1	1.2148	1.2148	1.2159	1.2141
S2	1.2133	1.2133	1.2156
S3	1.2097	1.2111	1.2152
S4	1.2060	1.2075	1.2142

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	1.2099	0.0133	1.1%	0.0065	0.5%	48%	False	False	223
10	1.2231	1.1896	0.0335	2.8%	0.0071	0.6%	80%	False	False	144
20	1.2231	1.1808	0.0423	3.5%	0.0063	0.5%	84%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2347
2.618	1.2287
1.618	1.2251
1.000	1.2228
0.618	1.2214
HIGH	1.2192
0.618	1.2178
0.500	1.2173
0.382	1.2169
LOW	1.2155
0.618	1.2132
1.000	1.2119
1.618	1.2096
2.618	1.2059
4.250	1.2000

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	1.2173	1.2184
PP	1.2170	1.2177
S1	1.2166	1.2170

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

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