CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	1.2169	1.2170	0.0001	0.0%	1.2041
High	1.2192	1.2205	0.0013	0.1%	1.2231
Low	1.2155	1.2116	-0.0039	-0.3%	1.1987
Close	1.2163	1.2128	-0.0035	-0.3%	1.2194
Range	0.0037	0.0089	0.0052	142.5%	0.0244
ATR	0.0069	0.0070	0.0001	2.0%	0.0000
Volume	428	372	-56	-13.1%	524

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2415	1.2360	1.2177
R3	1.2327	1.2272	1.2152
R2	1.2238	1.2238	1.2144
R1	1.2183	1.2183	1.2136	1.2166
PP	1.2150	1.2150	1.2150	1.2141
S1	1.2095	1.2095	1.2120	1.2078
S2	1.2061	1.2061	1.2112
S3	1.1973	1.2006	1.2104
S4	1.1884	1.1918	1.2079

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	1.2116	0.0115	0.9%	0.0068	0.6%	10%	False	True	284
10	1.2231	1.1941	0.0291	2.4%	0.0074	0.6%	65%	False	False	181
20	1.2231	1.1808	0.0423	3.5%	0.0065	0.5%	76%	False	False	102
40	1.2231	1.1671	0.0561	4.6%	0.0061	0.5%	82%	False	False	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2581
2.618	1.2436
1.618	1.2348
1.000	1.2293
0.618	1.2259
HIGH	1.2205
0.618	1.2171
0.500	1.2160
0.382	1.2150
LOW	1.2116
0.618	1.2061
1.000	1.2028
1.618	1.1973
2.618	1.1884
4.250	1.1740

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	1.2160	1.2169
PP	1.2150	1.2155
S1	1.2139	1.2142

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

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