CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 31-Dec-2020

Day Change Summary
	Previous	Current
	30-Dec-2020	31-Dec-2020	Change	Change %	Previous Week
Open	1.2299	1.2340	0.0041	0.3%	1.2277
High	1.2354	1.2354	-0.0001	0.0%	1.2314
Low	1.2296	1.2254	-0.0042	-0.3%	1.2184
Close	1.2333	1.2270	-0.0063	-0.5%	1.2235
Range	0.0058	0.0100	0.0042	71.6%	0.0131
ATR	0.0071	0.0073	0.0002	2.9%	0.0000
Volume	470	338	-132	-28.1%	1,045

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2591	1.2530	1.2325
R3	1.2492	1.2431	1.2297
R2	1.2392	1.2392	1.2288
R1	1.2331	1.2331	1.2279	1.2312
PP	1.2293	1.2293	1.2293	1.2283
S1	1.2232	1.2232	1.2261	1.2212
S2	1.2193	1.2193	1.2252
S3	1.2094	1.2132	1.2243
S4	1.1994	1.2033	1.2215

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	1.2354	1.2230	0.0124	1.0%	0.0064	0.5%	32%	False	False	247
10	1.2354	1.2184	0.0171	1.4%	0.0074	0.6%	51%	False	False	282
20	1.2354	1.2116	0.0238	1.9%	0.0070	0.6%	65%	False	False	282
40	1.2354	1.1671	0.0684	5.6%	0.0073	0.6%	88%	False	False	159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2776
2.618	1.2614
1.618	1.2514
1.000	1.2453
0.618	1.2415
HIGH	1.2354
0.618	1.2315
0.500	1.2304
0.382	1.2292
LOW	1.2254
0.618	1.2193
1.000	1.2155
1.618	1.2093
2.618	1.1994
4.250	1.1831

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	1.2304	1.2304
PP	1.2293	1.2293
S1	1.2281	1.2281

Download as Excel Spreadsheet

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

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