CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	1.2299	1.2234	-0.0065	-0.5%	1.2191
High	1.2314	1.2275	-0.0040	-0.3%	1.2328
Low	1.2210	1.2211	0.0001	0.0%	1.2172
Close	1.2219	1.2233	0.0014	0.1%	1.2297
Range	0.0104	0.0064	-0.0041	-38.9%	0.0156
ATR	0.0076	0.0075	-0.0001	-1.2%	0.0000
Volume	383	201	-182	-47.5%	1,247

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2430	1.2395	1.2267
R3	1.2366	1.2331	1.2250
R2	1.2303	1.2303	1.2244
R1	1.2268	1.2268	1.2238	1.2254
PP	1.2239	1.2239	1.2239	1.2232
S1	1.2204	1.2204	1.2227	1.2190
S2	1.2176	1.2176	1.2221
S3	1.2112	1.2141	1.2215
S4	1.2049	1.2077	1.2198

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	1.2184	0.0145	1.2%	0.0084	0.7%	34%	False	False	317
10	1.2328	1.2144	0.0185	1.5%	0.0073	0.6%	48%	False	False	299
20	1.2328	1.1941	0.0388	3.2%	0.0074	0.6%	75%	False	False	240
40	1.2328	1.1671	0.0658	5.4%	0.0068	0.6%	85%	False	False	131

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2544
2.618	1.2441
1.618	1.2377
1.000	1.2338
0.618	1.2314
HIGH	1.2275
0.618	1.2250
0.500	1.2243
0.382	1.2235
LOW	1.2211
0.618	1.2172
1.000	1.2148
1.618	1.2108
2.618	1.2045
4.250	1.1941

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	1.2243	1.2249
PP	1.2239	1.2243
S1	1.2236	1.2238

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

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