CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	1.2079	1.2154	0.0076	0.6%	1.2195
High	1.2165	1.2183	0.0018	0.1%	1.2317
Low	1.2068	1.2123	0.0056	0.5%	1.2145
Close	1.2159	1.2140	-0.0019	-0.2%	1.2154
Range	0.0098	0.0060	-0.0038	-38.5%	0.0172
ATR	0.0068	0.0067	-0.0001	-0.8%	0.0000
Volume	28	2	-26	-92.9%	335

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2329	1.2294	1.2173
R3	1.2269	1.2234	1.2157
R2	1.2209	1.2209	1.2151
R1	1.2174	1.2174	1.2146	1.2162
PP	1.2149	1.2149	1.2149	1.2142
S1	1.2114	1.2114	1.2135	1.2102
S2	1.2089	1.2089	1.2129
S3	1.2029	1.2054	1.2124
S4	1.1969	1.1994	1.2107

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	1.2068	0.0250	2.1%	0.0074	0.6%	29%	False	False	69
10	1.2317	1.2068	0.0250	2.1%	0.0059	0.5%	29%	False	False	39
20	1.2317	1.2040	0.0277	2.3%	0.0055	0.5%	36%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2438
2.618	1.2340
1.618	1.2280
1.000	1.2243
0.618	1.2220
HIGH	1.2183
0.618	1.2160
0.500	1.2153
0.382	1.2146
LOW	1.2123
0.618	1.2086
1.000	1.2063
1.618	1.2026
2.618	1.1966
4.250	1.1868

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	1.2153	1.2135
PP	1.2149	1.2130
S1	1.2144	1.2125

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

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