CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	1.2201	1.2183	-0.0018	-0.1%	1.2061
High	1.2243	1.2211	-0.0032	-0.3%	1.2251
Low	1.2168	1.2183	0.0016	0.1%	1.2013
Close	1.2201	1.2188	-0.0013	-0.1%	1.2219
Range	0.0075	0.0028	-0.0047	-62.7%	0.0238
ATR	0.0062	0.0060	-0.0002	-3.9%	0.0000
Volume	42	1	-41	-97.6%	137

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2278	1.2261	1.2203
R3	1.2250	1.2233	1.2196
R2	1.2222	1.2222	1.2193
R1	1.2205	1.2205	1.2191	1.2214
PP	1.2194	1.2194	1.2194	1.2198
S1	1.2177	1.2177	1.2185	1.2186
S2	1.2166	1.2166	1.2183
S3	1.2138	1.2149	1.2180
S4	1.2110	1.2121	1.2173

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2875	1.2785	1.2350
R3	1.2637	1.2547	1.2284
R2	1.2399	1.2399	1.2263
R1	1.2309	1.2309	1.2241	1.2354
PP	1.2161	1.2161	1.2161	1.2183
S1	1.2071	1.2071	1.2197	1.2116
S2	1.1923	1.1923	1.2175
S3	1.1685	1.1833	1.2154
S4	1.1447	1.1595	1.2088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2251	1.2129	0.0122	1.0%	0.0046	0.4%	49%	False	False	16
10	1.2251	1.1932	0.0319	2.6%	0.0054	0.4%	80%	False	False	24
20	1.2251	1.1845	0.0406	3.3%	0.0047	0.4%	85%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2330
2.618	1.2284
1.618	1.2256
1.000	1.2239
0.618	1.2228
HIGH	1.2211
0.618	1.2200
0.500	1.2197
0.382	1.2194
LOW	1.2183
0.618	1.2166
1.000	1.2155
1.618	1.2138
2.618	1.2110
4.250	1.2064

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	1.2197	1.2209
PP	1.2194	1.2202
S1	1.2191	1.2195

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

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