CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	1.2211	1.2191	-0.0021	-0.2%	1.2182
High	1.2217	1.2230	0.0013	0.1%	1.2222
Low	1.2162	1.2172	0.0010	0.1%	1.2116
Close	1.2168	1.2201	0.0033	0.3%	1.2168
Range	0.0055	0.0058	0.0003	5.5%	0.0106
ATR	0.0070	0.0070	-0.0001	-0.8%	0.0000
Volume	509	179	-330	-64.8%	1,923

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2375	1.2346	1.2232
R3	1.2317	1.2288	1.2216
R2	1.2259	1.2259	1.2211
R1	1.2230	1.2230	1.2206	1.2244
PP	1.2201	1.2201	1.2201	1.2208
S1	1.2172	1.2172	1.2195	1.2186
S2	1.2143	1.2143	1.2190
S3	1.2085	1.2114	1.2185
S4	1.2027	1.2056	1.2169

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	1.2230	1.2116	0.0114	0.9%	0.0061	0.5%	74%	True	False	344
10	1.2231	1.1989	0.0243	2.0%	0.0073	0.6%	87%	False	False	246
20	1.2231	1.1858	0.0373	3.1%	0.0065	0.5%	92%	False	False	147
40	1.2231	1.1671	0.0561	4.6%	0.0062	0.5%	95%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2477
2.618	1.2382
1.618	1.2324
1.000	1.2288
0.618	1.2266
HIGH	1.2230
0.618	1.2208
0.500	1.2201
0.382	1.2194
LOW	1.2172
0.618	1.2136
1.000	1.2114
1.618	1.2078
2.618	1.2020
4.250	1.1926

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	1.2201	1.2196
PP	1.2201	1.2191
S1	1.2201	1.2187

Download as Excel Spreadsheet

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

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