CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	1.2170	1.2150	-0.0021	-0.2%	1.2041
High	1.2205	1.2211	0.0007	0.1%	1.2231
Low	1.2116	1.2144	0.0028	0.2%	1.1987
Close	1.2128	1.2188	0.0060	0.5%	1.2194
Range	0.0089	0.0068	-0.0021	-23.7%	0.0244
ATR	0.0070	0.0071	0.0001	1.3%	0.0000
Volume	372	232	-140	-37.6%	524

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2383	1.2353	1.2225
R3	1.2316	1.2286	1.2207
R2	1.2248	1.2248	1.2200
R1	1.2218	1.2218	1.2194	1.2233
PP	1.2181	1.2181	1.2181	1.2188
S1	1.2151	1.2151	1.2182	1.2166
S2	1.2113	1.2113	1.2176
S3	1.2046	1.2083	1.2169
S4	1.1978	1.2016	1.2151

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%	0.0067	0.6%	63%	False	False	325
10	1.2231	1.1944	0.0288	2.4%	0.0077	0.6%	85%	False	False	196
20	1.2231	1.1820	0.0412	3.4%	0.0064	0.5%	90%	False	False	113
40	1.2231	1.1671	0.0561	4.6%	0.0062	0.5%	92%	False	False	66

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2498
2.618	1.2388
1.618	1.2320
1.000	1.2279
0.618	1.2253
HIGH	1.2211
0.618	1.2185
0.500	1.2177
0.382	1.2169
LOW	1.2144
0.618	1.2102
1.000	1.2076
1.618	1.2034
2.618	1.1967
4.250	1.1857

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	1.2184	1.2180
PP	1.2181	1.2172
S1	1.2177	1.2164

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

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