CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	1.2200	1.2119	-0.0081	-0.7%	1.2195
High	1.2208	1.2175	-0.0033	-0.3%	1.2317
Low	1.2145	1.2105	-0.0040	-0.3%	1.2145
Close	1.2154	1.2123	-0.0032	-0.3%	1.2154
Range	0.0063	0.0070	0.0007	11.1%	0.0172
ATR	0.0065	0.0066	0.0000	0.5%	0.0000
Volume	166	22	-144	-86.7%	335

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2344	1.2303	1.2161
R3	1.2274	1.2233	1.2142
R2	1.2204	1.2204	1.2135
R1	1.2163	1.2163	1.2129	1.2184
PP	1.2134	1.2134	1.2134	1.2144
S1	1.2093	1.2093	1.2116	1.2114
S2	1.2064	1.2064	1.2110
S3	1.1994	1.2023	1.2103
S4	1.1924	1.1953	1.2084

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2721	1.2610	1.2249
R3	1.2549	1.2438	1.2201
R2	1.2377	1.2377	1.2186
R1	1.2266	1.2266	1.2170	1.2236
PP	1.2205	1.2205	1.2205	1.2190
S1	1.2094	1.2094	1.2138	1.2064
S2	1.2033	1.2033	1.2122
S3	1.1861	1.1922	1.2107
S4	1.1689	1.1750	1.2059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2317	1.2105	0.0212	1.7%	0.0063	0.5%	8%	False	True	66
10	1.2317	1.2105	0.0212	1.7%	0.0055	0.5%	8%	False	True	40
20	1.2317	1.2040	0.0277	2.3%	0.0054	0.4%	30%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2473
2.618	1.2358
1.618	1.2288
1.000	1.2245
0.618	1.2218
HIGH	1.2175
0.618	1.2148
0.500	1.2140
0.382	1.2132
LOW	1.2105
0.618	1.2062
1.000	1.2035
1.618	1.1992
2.618	1.1922
4.250	1.1808

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	1.2140	1.2211
PP	1.2134	1.2182
S1	1.2128	1.2152

Download as Excel Spreadsheet

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

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