CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	1.2191	1.2207	0.0017	0.1%	1.2182
High	1.2230	1.2222	-0.0009	-0.1%	1.2222
Low	1.2172	1.2175	0.0003	0.0%	1.2116
Close	1.2201	1.2212	0.0011	0.1%	1.2168
Range	0.0058	0.0047	-0.0011	-19.0%	0.0106
ATR	0.0070	0.0068	-0.0002	-2.3%	0.0000
Volume	179	90	-89	-49.7%	1,923

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2344	1.2325	1.2237
R3	1.2297	1.2278	1.2224
R2	1.2250	1.2250	1.2220
R1	1.2231	1.2231	1.2216	1.2240
PP	1.2203	1.2203	1.2203	1.2207
S1	1.2184	1.2184	1.2207	1.2193
S2	1.2156	1.2156	1.2203
S3	1.2109	1.2137	1.2199
S4	1.2062	1.2090	1.2186

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%	0.0063	0.5%	84%	False	False	276
10	1.2231	1.2099	0.0133	1.1%	0.0064	0.5%	85%	False	False	250
20	1.2231	1.1858	0.0373	3.1%	0.0065	0.5%	95%	False	False	151
40	1.2231	1.1671	0.0561	4.6%	0.0061	0.5%	97%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2421
2.618	1.2345
1.618	1.2298
1.000	1.2269
0.618	1.2251
HIGH	1.2222
0.618	1.2204
0.500	1.2198
0.382	1.2192
LOW	1.2175
0.618	1.2145
1.000	1.2128
1.618	1.2098
2.618	1.2051
4.250	1.1975

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	1.2207	1.2206
PP	1.2203	1.2201
S1	1.2198	1.2196

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

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