CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	1.2293	1.2338	0.0045	0.4%	1.2253
High	1.2348	1.2392	0.0045	0.4%	1.2354
Low	1.2291	1.2309	0.0019	0.2%	1.2233
Close	1.2346	1.2352	0.0006	0.0%	1.2270
Range	0.0057	0.0083	0.0026	45.6%	0.0121
ATR	0.0072	0.0073	0.0001	1.0%	0.0000
Volume	288	489	201	69.8%	1,198

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2600	1.2559	1.2397
R3	1.2517	1.2476	1.2374
R2	1.2434	1.2434	1.2367
R1	1.2393	1.2393	1.2359	1.2413
PP	1.2351	1.2351	1.2351	1.2361
S1	1.2310	1.2310	1.2344	1.2330
S2	1.2268	1.2268	1.2336
S3	1.2185	1.2227	1.2329
S4	1.2102	1.2144	1.2306

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2649	1.2580	1.2337
R3	1.2528	1.2459	1.2303
R2	1.2407	1.2407	1.2292
R1	1.2338	1.2338	1.2281	1.2373
PP	1.2286	1.2286	1.2286	1.2303
S1	1.2217	1.2217	1.2259	1.2252
S2	1.2165	1.2165	1.2248
S3	1.2044	1.2096	1.2237
S4	1.1923	1.1975	1.2203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2392	1.2254	0.0138	1.1%	0.0075	0.6%	71%	True	False	399
10	1.2392	1.2210	0.0182	1.5%	0.0071	0.6%	78%	True	False	301
20	1.2392	1.2116	0.0276	2.2%	0.0070	0.6%	85%	True	False	311
40	1.2392	1.1808	0.0584	4.7%	0.0068	0.6%	93%	True	False	187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2745
2.618	1.2609
1.618	1.2526
1.000	1.2475
0.618	1.2443
HIGH	1.2392
0.618	1.2360
0.500	1.2351
0.382	1.2341
LOW	1.2309
0.618	1.2258
1.000	1.2226
1.618	1.2175
2.618	1.2092
4.250	1.1956

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	1.2351	1.2345
PP	1.2351	1.2339
S1	1.2351	1.2333

Download as Excel Spreadsheet

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

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