CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	1.2325	1.2277	-0.0048	-0.4%	1.2191
High	1.2325	1.2308	-0.0017	-0.1%	1.2328
Low	1.2281	1.2184	-0.0097	-0.8%	1.2172
Close	1.2297	1.2304	0.0008	0.1%	1.2297
Range	0.0045	0.0125	0.0080	179.8%	0.0156
ATR	0.0070	0.0074	0.0004	5.5%	0.0000
Volume	189	422	233	123.3%	1,247

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2639	1.2596	1.2372
R3	1.2514	1.2471	1.2338
R2	1.2390	1.2390	1.2327
R1	1.2347	1.2347	1.2315	1.2368
PP	1.2265	1.2265	1.2265	1.2276
S1	1.2222	1.2222	1.2293	1.2244
S2	1.2141	1.2141	1.2281
S3	1.2016	1.2098	1.2270
S4	1.1892	1.1973	1.2236

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	1.2175	0.0154	1.2%	0.0077	0.6%	84%	False	False	298
10	1.2328	1.2116	0.0212	1.7%	0.0069	0.6%	89%	False	False	321
20	1.2328	1.1858	0.0470	3.8%	0.0073	0.6%	95%	False	False	211
40	1.2328	1.1671	0.0658	5.3%	0.0065	0.5%	96%	False	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.2837
2.618	1.2634
1.618	1.2509
1.000	1.2433
0.618	1.2385
HIGH	1.2308
0.618	1.2260
0.500	1.2246
0.382	1.2231
LOW	1.2184
0.618	1.2107
1.000	1.2059
1.618	1.1982
2.618	1.1858
4.250	1.1654

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	1.2285	1.2288
PP	1.2265	1.2272
S1	1.2246	1.2256

Download as Excel Spreadsheet

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

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