CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	1.2154	1.2213	0.0060	0.5%	1.2061
High	1.2223	1.2237	0.0014	0.1%	1.2251
Low	1.2142	1.2213	0.0072	0.6%	1.2013
Close	1.2154	1.2213	0.0060	0.5%	1.2219
Range	0.0082	0.0024	-0.0058	-70.6%	0.0238
ATR	0.0062	0.0063	0.0002	2.6%	0.0000
Volume	2	35	33	1,650.0%	137

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2293	1.2277	1.2226
R3	1.2269	1.2253	1.2220
R2	1.2245	1.2245	1.2217
R1	1.2229	1.2229	1.2215	1.2225
PP	1.2221	1.2221	1.2221	1.2219
S1	1.2205	1.2205	1.2211	1.2201
S2	1.2197	1.2197	1.2209
S3	1.2173	1.2181	1.2206
S4	1.2149	1.2157	1.2200

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	1.2142	0.0109	0.9%	0.0052	0.4%	66%	False	False	19
10	1.2251	1.1973	0.0278	2.3%	0.0059	0.5%	86%	False	False	22
20	1.2251	1.1850	0.0401	3.3%	0.0047	0.4%	91%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2339
2.618	1.2300
1.618	1.2276
1.000	1.2261
0.618	1.2252
HIGH	1.2237
0.618	1.2228
0.500	1.2225
0.382	1.2222
LOW	1.2213
0.618	1.2198
1.000	1.2189
1.618	1.2174
2.618	1.2150
4.250	1.2111

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	1.2225	1.2205
PP	1.2221	1.2197
S1	1.2217	1.2189

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

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