CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	1.2253	1.2267	0.0014	0.1%	1.2277
High	1.2302	1.2324	0.0023	0.2%	1.2314
Low	1.2233	1.2267	0.0034	0.3%	1.2184
Close	1.2257	1.2301	0.0045	0.4%	1.2235
Range	0.0069	0.0058	-0.0011	-16.1%	0.0131
ATR	0.0072	0.0072	0.0000	-0.5%	0.0000
Volume	194	196	2	1.0%	1,045

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2470	1.2443	1.2333
R3	1.2412	1.2385	1.2317
R2	1.2355	1.2355	1.2312
R1	1.2328	1.2328	1.2306	1.2341
PP	1.2297	1.2297	1.2297	1.2304
S1	1.2270	1.2270	1.2296	1.2284
S2	1.2240	1.2240	1.2290
S3	1.2182	1.2213	1.2285
S4	1.2125	1.2155	1.2269

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2636	1.2566	1.2307
R3	1.2505	1.2435	1.2271
R2	1.2375	1.2375	1.2259
R1	1.2305	1.2305	1.2247	1.2275
PP	1.2244	1.2244	1.2244	1.2229
S1	1.2174	1.2174	1.2223	1.2144
S2	1.2114	1.2114	1.2211
S3	1.1983	1.2044	1.2199
S4	1.1853	1.1913	1.2163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2324	1.2210	0.0114	0.9%	0.0066	0.5%	80%	True	False	202
10	1.2328	1.2175	0.0154	1.2%	0.0071	0.6%	82%	False	False	250
20	1.2328	1.1989	0.0340	2.8%	0.0072	0.6%	92%	False	False	248
40	1.2328	1.1671	0.0658	5.3%	0.0070	0.6%	96%	False	False	141

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2568
2.618	1.2475
1.618	1.2417
1.000	1.2382
0.618	1.2360
HIGH	1.2324
0.618	1.2302
0.500	1.2295
0.382	1.2288
LOW	1.2267
0.618	1.2231
1.000	1.2209
1.618	1.2173
2.618	1.2116
4.250	1.2022

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	1.2299	1.2293
PP	1.2297	1.2285
S1	1.2295	1.2277

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

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