CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	1.2326	1.2358	0.0032	0.3%	1.2258
High	1.2345	1.2370	0.0025	0.2%	1.2337
Low	1.2326	1.2321	-0.0005	0.0%	1.2211
Close	1.2326	1.2358	0.0032	0.3%	1.2259
Range	0.0020	0.0049	0.0029	148.7%	0.0126
ATR	0.0065	0.0064	-0.0001	-1.8%	0.0000
Volume

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2495	1.2475	1.2384
R3	1.2446	1.2426	1.2371
R2	1.2398	1.2398	1.2366
R1	1.2378	1.2378	1.2362	1.2382
PP	1.2349	1.2349	1.2349	1.2351
S1	1.2329	1.2329	1.2353	1.2333
S2	1.2301	1.2301	1.2349
S3	1.2252	1.2281	1.2344
S4	1.2204	1.2232	1.2331

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	1.2370	1.2236	0.0134	1.1%	0.0040	0.3%	91%	True	False
10	1.2370	1.2210	0.0160	1.3%	0.0054	0.4%	93%	True	False	6
20	1.2370	1.2129	0.0241	1.9%	0.0049	0.4%	95%	True	False	9
40	1.2370	1.1716	0.0654	5.3%	0.0054	0.4%	98%	True	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2576
2.618	1.2496
1.618	1.2448
1.000	1.2418
0.618	1.2399
HIGH	1.2370
0.618	1.2351
0.500	1.2345
0.382	1.2340
LOW	1.2321
0.618	1.2291
1.000	1.2273
1.618	1.2243
2.618	1.2194
4.250	1.2115

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	1.2353	1.2347
PP	1.2349	1.2336
S1	1.2345	1.2325

Download as Excel Spreadsheet

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

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