CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	1.2310	1.2371	0.0061	0.5%	1.2281
High	1.2375	1.2372	-0.0003	0.0%	1.2374
Low	1.2310	1.2371	0.0061	0.5%	1.2281
Close	1.2320	1.2371	0.0051	0.4%	1.2295
Range	0.0065	0.0001	-0.0064	-98.5%	0.0093
ATR	0.0067	0.0066	-0.0001	-1.6%	0.0000
Volume	17	0	-17	-100.0%	9

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2374	1.2374	1.2372
R3	1.2373	1.2373	1.2371
R2	1.2372	1.2372	1.2371
R1	1.2372	1.2372	1.2371	1.2372
PP	1.2371	1.2371	1.2371	1.2371
S1	1.2371	1.2371	1.2371	1.2371
S2	1.2370	1.2370	1.2371
S3	1.2369	1.2370	1.2371
S4	1.2368	1.2369	1.2370

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2596	1.2538	1.2346
R3	1.2503	1.2445	1.2321
R2	1.2410	1.2410	1.2312
R1	1.2352	1.2352	1.2304	1.2381
PP	1.2317	1.2317	1.2317	1.2331
S1	1.2259	1.2259	1.2286	1.2288
S2	1.2224	1.2224	1.2278
S3	1.2131	1.2166	1.2269
S4	1.2038	1.2073	1.2244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2375	1.2282	0.0093	0.8%	0.0045	0.4%	96%	False	False	5
10	1.2375	1.2211	0.0164	1.3%	0.0058	0.5%	98%	False	False	3
20	1.2375	1.2142	0.0234	1.9%	0.0051	0.4%	98%	False	False	8
40	1.2375	1.1845	0.0531	4.3%	0.0051	0.4%	99%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	1.2376
2.618	1.2375
1.618	1.2374
1.000	1.2373
0.618	1.2373
HIGH	1.2372
0.618	1.2372
0.500	1.2372
0.382	1.2371
LOW	1.2371
0.618	1.2370
1.000	1.2370
1.618	1.2369
2.618	1.2368
4.250	1.2367

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	1.2372	1.2357
PP	1.2371	1.2343
S1	1.2371	1.2329

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

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