CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	1.2284	1.2259	-0.0025	-0.2%	1.2226
High	1.2298	1.2287	-0.0011	-0.1%	1.2352
Low	1.2236	1.2256	0.0020	0.2%	1.2204
Close	1.2257	1.2259	0.0002	0.0%	1.2321
Range	0.0062	0.0031	-0.0031	-49.6%	0.0149
ATR	0.0068	0.0066	-0.0003	-3.9%	0.0000
Volume	4	0	-4	-100.0%	50

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2360	1.2341	1.2276
R3	1.2329	1.2310	1.2268
R2	1.2298	1.2298	1.2265
R1	1.2279	1.2279	1.2262	1.2275
PP	1.2267	1.2267	1.2267	1.2265
S1	1.2248	1.2248	1.2256	1.2244
S2	1.2236	1.2236	1.2253
S3	1.2205	1.2217	1.2250
S4	1.2174	1.2186	1.2242

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2738	1.2678	1.2403
R3	1.2589	1.2529	1.2362
R2	1.2441	1.2441	1.2348
R1	1.2381	1.2381	1.2335	1.2411
PP	1.2292	1.2292	1.2292	1.2307
S1	1.2232	1.2232	1.2307	1.2262
S2	1.2144	1.2144	1.2294
S3	1.1995	1.2084	1.2280
S4	1.1847	1.1935	1.2239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2345	1.2211	0.0134	1.1%	0.0069	0.6%	36%	False	False	5
10	1.2352	1.2188	0.0165	1.3%	0.0054	0.4%	43%	False	False	6
20	1.2352	1.1973	0.0379	3.1%	0.0057	0.5%	75%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2418
2.618	1.2368
1.618	1.2337
1.000	1.2318
0.618	1.2306
HIGH	1.2287
0.618	1.2275
0.500	1.2271
0.382	1.2267
LOW	1.2256
0.618	1.2236
1.000	1.2225
1.618	1.2205
2.618	1.2174
4.250	1.2124

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	1.2271	1.2286
PP	1.2267	1.2277
S1	1.2263	1.2268

Download as Excel Spreadsheet

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

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