CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	1.1964	1.1923	-0.0041	-0.3%	1.2119
High	1.1999	1.1985	-0.0014	-0.1%	1.2183
Low	1.1923	1.1913	-0.0010	-0.1%	1.1975
Close	1.1930	1.1973	0.0043	0.4%	1.1986
Range	0.0076	0.0072	-0.0004	-5.3%	0.0209
ATR	0.0070	0.0070	0.0000	0.2%	0.0000
Volume	15	5	-10	-66.7%	209

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2173	1.2145	1.2012
R3	1.2101	1.2073	1.1992
R2	1.2029	1.2029	1.1986
R1	1.2001	1.2001	1.1979	1.2015
PP	1.1957	1.1957	1.1957	1.1964
S1	1.1929	1.1929	1.1966	1.1943
S2	1.1885	1.1885	1.1959
S3	1.1813	1.1857	1.1953
S4	1.1741	1.1785	1.1933

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2673	1.2538	1.2101
R3	1.2465	1.2330	1.2043
R2	1.2256	1.2256	1.2024
R1	1.2121	1.2121	1.2005	1.2085
PP	1.2048	1.2048	1.2048	1.2030
S1	1.1913	1.1913	1.1967	1.1876
S2	1.1839	1.1839	1.1948
S3	1.1631	1.1704	1.1929
S4	1.1422	1.1496	1.1871

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2183	1.1913	0.0270	2.3%	0.0071	0.6%	22%	False	True	35
10	1.2317	1.1913	0.0404	3.4%	0.0072	0.6%	15%	False	True	53
20	1.2317	1.1913	0.0404	3.4%	0.0058	0.5%	15%	False	True	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2291
2.618	1.2173
1.618	1.2101
1.000	1.2057
0.618	1.2029
HIGH	1.1985
0.618	1.1957
0.500	1.1949
0.382	1.1941
LOW	1.1913
0.618	1.1869
1.000	1.1841
1.618	1.1797
2.618	1.1725
4.250	1.1607

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	1.1965	1.1972
PP	1.1957	1.1972
S1	1.1949	1.1972

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

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