CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	1.2207	1.2203	-0.0004	0.0%	1.2182
High	1.2222	1.2265	0.0044	0.4%	1.2222
Low	1.2175	1.2181	0.0006	0.0%	1.2116
Close	1.2212	1.2219	0.0007	0.1%	1.2168
Range	0.0047	0.0085	0.0038	79.8%	0.0106
ATR	0.0068	0.0069	0.0001	1.7%	0.0000
Volume	90	396	306	340.0%	1,923

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2475	1.2431	1.2265
R3	1.2390	1.2347	1.2242
R2	1.2306	1.2306	1.2234
R1	1.2262	1.2262	1.2226	1.2284
PP	1.2221	1.2221	1.2221	1.2232
S1	1.2178	1.2178	1.2211	1.2200
S2	1.2137	1.2137	1.2203
S3	1.2052	1.2093	1.2195
S4	1.1968	1.2009	1.2172

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	1.2265	1.2144	0.0122	1.0%	0.0062	0.5%	62%	True	False	281
10	1.2265	1.2116	0.0149	1.2%	0.0065	0.5%	69%	True	False	282
20	1.2265	1.1858	0.0407	3.3%	0.0067	0.5%	89%	True	False	170
40	1.2265	1.1671	0.0595	4.9%	0.0061	0.5%	92%	True	False	93

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

Fibonacci Retracements and Extensions
4.250	1.2624
2.618	1.2486
1.618	1.2402
1.000	1.2350
0.618	1.2317
HIGH	1.2265
0.618	1.2233
0.500	1.2223
0.382	1.2213
LOW	1.2181
0.618	1.2128
1.000	1.2096
1.618	1.2044
2.618	1.1959
4.250	1.1821

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	1.2223	1.2219
PP	1.2221	1.2219
S1	1.2220	1.2219

Download as Excel Spreadsheet

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

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