CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	1.2249	1.2325	0.0076	0.6%	1.2191
High	1.2328	1.2325	-0.0003	0.0%	1.2328
Low	1.2245	1.2281	0.0036	0.3%	1.2172
Close	1.2318	1.2297	-0.0022	-0.2%	1.2297
Range	0.0084	0.0045	-0.0039	-46.7%	0.0156
ATR	0.0072	0.0070	-0.0002	-2.7%	0.0000
Volume	393	189	-204	-51.9%	1,247

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2434	1.2410	1.2321
R3	1.2390	1.2365	1.2309
R2	1.2345	1.2345	1.2305
R1	1.2321	1.2321	1.2301	1.2311
PP	1.2301	1.2301	1.2301	1.2296
S1	1.2276	1.2276	1.2292	1.2266
S2	1.2256	1.2256	1.2288
S3	1.2212	1.2232	1.2284
S4	1.2167	1.2187	1.2272

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2734	1.2671	1.2382
R3	1.2578	1.2515	1.2339
R2	1.2422	1.2422	1.2325
R1	1.2359	1.2359	1.2311	1.2390
PP	1.2266	1.2266	1.2266	1.2281
S1	1.2203	1.2203	1.2282	1.2234
S2	1.2110	1.2110	1.2268
S3	1.1954	1.2047	1.2254
S4	1.1798	1.1891	1.2211

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2328	1.2172	0.0156	1.3%	0.0064	0.5%	80%	False	False	249
10	1.2328	1.2116	0.0212	1.7%	0.0065	0.5%	85%	False	False	317
20	1.2328	1.1858	0.0470	3.8%	0.0069	0.6%	93%	False	False	195
40	1.2328	1.1671	0.0658	5.3%	0.0064	0.5%	95%	False	False	107

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2514
2.618	1.2442
1.618	1.2397
1.000	1.2370
0.618	1.2353
HIGH	1.2325
0.618	1.2308
0.500	1.2303
0.382	1.2297
LOW	1.2281
0.618	1.2253
1.000	1.2236
1.618	1.2208
2.618	1.2164
4.250	1.2091

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	1.2303	1.2282
PP	1.2301	1.2268
S1	1.2299	1.2254

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

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