CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	1.2150	1.2211	0.0062	0.5%	1.2182
High	1.2211	1.2217	0.0006	0.0%	1.2222
Low	1.2144	1.2162	0.0019	0.2%	1.2116
Close	1.2188	1.2168	-0.0021	-0.2%	1.2168
Range	0.0068	0.0055	-0.0013	-18.5%	0.0106
ATR	0.0071	0.0070	-0.0001	-1.6%	0.0000
Volume	232	509	277	119.4%	1,923

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2347	1.2312	1.2198
R3	1.2292	1.2257	1.2183
R2	1.2237	1.2237	1.2178
R1	1.2202	1.2202	1.2173	1.2192
PP	1.2182	1.2182	1.2182	1.2177
S1	1.2147	1.2147	1.2162	1.2137
S2	1.2127	1.2127	1.2157
S3	1.2072	1.2092	1.2152
S4	1.2017	1.2037	1.2137

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2487	1.2433	1.2226
R3	1.2381	1.2327	1.2197
R2	1.2275	1.2275	1.2187
R1	1.2221	1.2221	1.2177	1.2195
PP	1.2169	1.2169	1.2169	1.2155
S1	1.2115	1.2115	1.2158	1.2089
S2	1.2063	1.2063	1.2148
S3	1.1957	1.2009	1.2138
S4	1.1851	1.1903	1.2109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2222	1.2116	0.0106	0.9%	0.0067	0.5%	49%	False	False	384
10	1.2231	1.1987	0.0244	2.0%	0.0075	0.6%	74%	False	False	244
20	1.2231	1.1858	0.0373	3.1%	0.0064	0.5%	83%	False	False	138
40	1.2231	1.1671	0.0561	4.6%	0.0061	0.5%	89%	False	False	78

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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2451
2.618	1.2361
1.618	1.2306
1.000	1.2272
0.618	1.2251
HIGH	1.2217
0.618	1.2196
0.500	1.2190
0.382	1.2183
LOW	1.2162
0.618	1.2128
1.000	1.2107
1.618	1.2073
2.618	1.2018
4.250	1.1928

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	1.2190	1.2167
PP	1.2182	1.2167
S1	1.2175	1.2167

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

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