CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	1.2234	1.2237	0.0003	0.0%	1.2191
High	1.2275	1.2267	-0.0008	-0.1%	1.2328
Low	1.2211	1.2230	0.0019	0.2%	1.2172
Close	1.2233	1.2235	0.0003	0.0%	1.2297
Range	0.0064	0.0037	-0.0027	-41.7%	0.0156
ATR	0.0075	0.0073	-0.0003	-3.6%	0.0000
Volume	201	39	-162	-80.6%	1,247

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2355	1.2332	1.2255
R3	1.2318	1.2295	1.2245
R2	1.2281	1.2281	1.2242
R1	1.2258	1.2258	1.2238	1.2251
PP	1.2244	1.2244	1.2244	1.2241
S1	1.2221	1.2221	1.2232	1.2214
S2	1.2207	1.2207	1.2228
S3	1.2170	1.2184	1.2225
S4	1.2133	1.2147	1.2215

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	1.2325	1.2184	0.0142	1.2%	0.0075	0.6%	36%	False	False	246
10	1.2328	1.2162	0.0166	1.4%	0.0070	0.6%	44%	False	False	280
20	1.2328	1.1944	0.0385	3.1%	0.0073	0.6%	76%	False	False	238
40	1.2328	1.1671	0.0658	5.4%	0.0069	0.6%	86%	False	False	132

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	0.0014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.2424
2.618	1.2364
1.618	1.2327
1.000	1.2304
0.618	1.2290
HIGH	1.2267
0.618	1.2253
0.500	1.2249
0.382	1.2244
LOW	1.2230
0.618	1.2207
1.000	1.2193
1.618	1.2170
2.618	1.2133
4.250	1.2073

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	1.2249	1.2262
PP	1.2244	1.2253
S1	1.2240	1.2244

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

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