CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	1.2338	1.2380	0.0043	0.3%	1.2253
High	1.2392	1.2387	-0.0006	0.0%	1.2354
Low	1.2309	1.2287	-0.0022	-0.2%	1.2233
Close	1.2352	1.2310	-0.0042	-0.3%	1.2270
Range	0.0083	0.0100	0.0017	19.9%	0.0121
ATR	0.0073	0.0075	0.0002	2.6%	0.0000
Volume	489	603	114	23.3%	1,198

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2626	1.2568	1.2365
R3	1.2527	1.2468	1.2337
R2	1.2427	1.2427	1.2328
R1	1.2369	1.2369	1.2319	1.2348
PP	1.2328	1.2328	1.2328	1.2318
S1	1.2269	1.2269	1.2301	1.2249
S2	1.2228	1.2228	1.2292
S3	1.2129	1.2170	1.2283
S4	1.2029	1.2070	1.2255

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%	0.0084	0.7%	41%	False	False	426
10	1.2392	1.2211	0.0181	1.5%	0.0070	0.6%	55%	False	False	323
20	1.2392	1.2116	0.0276	2.2%	0.0073	0.6%	70%	False	False	319
40	1.2392	1.1808	0.0584	4.7%	0.0068	0.6%	86%	False	False	201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2809
2.618	1.2647
1.618	1.2547
1.000	1.2486
0.618	1.2448
HIGH	1.2387
0.618	1.2348
0.500	1.2337
0.382	1.2325
LOW	1.2287
0.618	1.2226
1.000	1.2188
1.618	1.2126
2.618	1.2027
4.250	1.1864

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	1.2337	1.2340
PP	1.2328	1.2330
S1	1.2319	1.2320

Download as Excel Spreadsheet

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

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