CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	1.2244	1.2343	0.0099	0.8%	1.2201
High	1.2285	1.2352	0.0068	0.5%	1.2243
Low	1.2210	1.2343	0.0134	1.1%	1.2142
Close	1.2244	1.2343	0.0099	0.8%	1.2192
Range	0.0075	0.0009	-0.0066	-88.0%	0.0101
ATR	0.0061	0.0065	0.0003	5.4%	0.0000
Volume	21	12	-9	-42.9%	86

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2373	1.2367	1.2348
R3	1.2364	1.2358	1.2345
R2	1.2355	1.2355	1.2345
R1	1.2349	1.2349	1.2344	1.2348
PP	1.2346	1.2346	1.2346	1.2345
S1	1.2340	1.2340	1.2342	1.2339
S2	1.2337	1.2337	1.2341
S3	1.2328	1.2331	1.2341
S4	1.2319	1.2322	1.2338

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2495	1.2445	1.2248
R3	1.2394	1.2344	1.2220
R2	1.2293	1.2293	1.2211
R1	1.2243	1.2243	1.2201	1.2217
PP	1.2192	1.2192	1.2192	1.2179
S1	1.2142	1.2142	1.2183	1.2116
S2	1.2091	1.2091	1.2173
S3	1.1990	1.2041	1.2164
S4	1.1889	1.1940	1.2136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2352	1.2188	0.0165	1.3%	0.0040	0.3%	95%	True	False	7
10	1.2352	1.2142	0.0211	1.7%	0.0046	0.4%	96%	True	False	13
20	1.2352	1.1903	0.0449	3.6%	0.0050	0.4%	98%	True	False	17

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.2390
2.618	1.2376
1.618	1.2367
1.000	1.2361
0.618	1.2358
HIGH	1.2352
0.618	1.2349
0.500	1.2348
0.382	1.2346
LOW	1.2343
0.618	1.2337
1.000	1.2334
1.618	1.2328
2.618	1.2319
4.250	1.2305

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	1.2348	1.2321
PP	1.2346	1.2300
S1	1.2345	1.2278

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

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