CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	1.2020	1.2052	0.0032	0.3%	1.1964
High	1.2054	1.2053	-0.0001	0.0%	1.2054
Low	1.1991	1.1986	-0.0005	0.0%	1.1913
Close	1.2054	1.2020	-0.0034	-0.3%	1.2020
Range	0.0064	0.0067	0.0004	5.5%	0.0141
ATR	0.0069	0.0069	0.0000	-0.1%	0.0000
Volume	23	67	44	191.3%	276

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2221	1.2187	1.2057
R3	1.2154	1.2120	1.2038
R2	1.2087	1.2087	1.2032
R1	1.2053	1.2053	1.2026	1.2037
PP	1.2020	1.2020	1.2020	1.2011
S1	1.1986	1.1986	1.2014	1.1970
S2	1.1953	1.1953	1.2008
S3	1.1886	1.1919	1.2002
S4	1.1819	1.1852	1.1983

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2419	1.2360	1.2098
R3	1.2278	1.2219	1.2059
R2	1.2137	1.2137	1.2046
R1	1.2078	1.2078	1.2033	1.2108
PP	1.1996	1.1996	1.1996	1.2010
S1	1.1937	1.1937	1.2007	1.1967
S2	1.1855	1.1855	1.1994
S3	1.1714	1.1796	1.1981
S4	1.1573	1.1655	1.1942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2054	1.1913	0.0141	1.2%	0.0067	0.6%	76%	False	False	55
10	1.2183	1.1913	0.0270	2.2%	0.0071	0.6%	40%	False	False	48
20	1.2317	1.1913	0.0404	3.4%	0.0062	0.5%	26%	False	False	43

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2338
2.618	1.2228
1.618	1.2161
1.000	1.2120
0.618	1.2094
HIGH	1.2053
0.618	1.2027
0.500	1.2020
0.382	1.2012
LOW	1.1986
0.618	1.1945
1.000	1.1919
1.618	1.1878
2.618	1.1811
4.250	1.1701

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	1.2020	1.2013
PP	1.2020	1.2005
S1	1.2020	1.1998

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

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