CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	1.2281	1.2326	0.0045	0.4%	1.2258
High	1.2322	1.2345	0.0023	0.2%	1.2337
Low	1.2281	1.2326	0.0045	0.4%	1.2211
Close	1.2281	1.2326	0.0045	0.4%	1.2259
Range	0.0041	0.0020	-0.0022	-52.4%	0.0126
ATR	0.0065	0.0065	0.0000	-0.2%	0.0000
Volume

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2391	1.2378	1.2336
R3	1.2371	1.2358	1.2331
R2	1.2352	1.2352	1.2329
R1	1.2339	1.2339	1.2327	1.2335
PP	1.2332	1.2332	1.2332	1.2330
S1	1.2319	1.2319	1.2324	1.2316
S2	1.2313	1.2313	1.2322
S3	1.2293	1.2300	1.2320
S4	1.2274	1.2280	1.2315

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2645	1.2578	1.2328
R3	1.2520	1.2452	1.2294
R2	1.2394	1.2394	1.2282
R1	1.2327	1.2327	1.2271	1.2361
PP	1.2269	1.2269	1.2269	1.2286
S1	1.2201	1.2201	1.2247	1.2235
S2	1.2143	1.2143	1.2236
S3	1.2018	1.2076	1.2224
S4	1.1892	1.1950	1.2190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2345	1.2236	0.0109	0.9%	0.0050	0.4%	82%	True	False	1
10	1.2352	1.2204	0.0149	1.2%	0.0053	0.4%	82%	False	False	6
20	1.2352	1.2018	0.0334	2.7%	0.0054	0.4%	92%	False	False	9
40	1.2352	1.1716	0.0637	5.2%	0.0053	0.4%	96%	False	False	13

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	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2428
2.618	1.2396
1.618	1.2377
1.000	1.2365
0.618	1.2357
HIGH	1.2345
0.618	1.2338
0.500	1.2335
0.382	1.2333
LOW	1.2326
0.618	1.2313
1.000	1.2306
1.618	1.2294
2.618	1.2274
4.250	1.2243

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	1.2335	1.2317
PP	1.2332	1.2309
S1	1.2329	1.2300

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

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