CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	1.2203	1.2249	0.0046	0.4%	1.2182
High	1.2265	1.2328	0.0063	0.5%	1.2222
Low	1.2181	1.2245	0.0064	0.5%	1.2116
Close	1.2219	1.2318	0.0100	0.8%	1.2168
Range	0.0085	0.0084	-0.0001	-1.2%	0.0106
ATR	0.0069	0.0072	0.0003	4.2%	0.0000
Volume	396	393	-3	-0.8%	1,923

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2547	1.2516	1.2364
R3	1.2464	1.2433	1.2341
R2	1.2380	1.2380	1.2333
R1	1.2349	1.2349	1.2326	1.2365
PP	1.2297	1.2297	1.2297	1.2305
S1	1.2266	1.2266	1.2310	1.2281
S2	1.2213	1.2213	1.2303
S3	1.2130	1.2182	1.2295
S4	1.2046	1.2099	1.2272

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	1.2328	1.2162	0.0166	1.3%	0.0066	0.5%	94%	True	False	313
10	1.2328	1.2116	0.0212	1.7%	0.0066	0.5%	95%	True	False	319
20	1.2328	1.1858	0.0470	3.8%	0.0070	0.6%	98%	True	False	188
40	1.2328	1.1671	0.0658	5.3%	0.0063	0.5%	98%	True	False	103

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2683
2.618	1.2547
1.618	1.2463
1.000	1.2412
0.618	1.2380
HIGH	1.2328
0.618	1.2296
0.500	1.2286
0.382	1.2276
LOW	1.2245
0.618	1.2193
1.000	1.2161
1.618	1.2109
2.618	1.2026
4.250	1.1890

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	1.2307	1.2296
PP	1.2297	1.2274
S1	1.2286	1.2251

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

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