CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	1.2052	1.1999	-0.0053	-0.4%	1.1964
High	1.2053	1.2030	-0.0024	-0.2%	1.2054
Low	1.1986	1.1988	0.0002	0.0%	1.1913
Close	1.2020	1.1996	-0.0024	-0.2%	1.2020
Range	0.0067	0.0042	-0.0026	-38.1%	0.0141
ATR	0.0069	0.0067	-0.0002	-2.8%	0.0000
Volume	67	2	-65	-97.0%	276

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2129	1.2104	1.2019
R3	1.2088	1.2063	1.2007
R2	1.2046	1.2046	1.2004
R1	1.2021	1.2021	1.2000	1.2013
PP	1.2005	1.2005	1.2005	1.2000
S1	1.1980	1.1980	1.1992	1.1971
S2	1.1963	1.1963	1.1988
S3	1.1922	1.1938	1.1985
S4	1.1880	1.1897	1.1973

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%	0.0060	0.5%	59%	False	False	52
10	1.2183	1.1913	0.0270	2.3%	0.0068	0.6%	31%	False	False	46
20	1.2317	1.1913	0.0404	3.4%	0.0062	0.5%	21%	False	False	43

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.2206
2.618	1.2138
1.618	1.2097
1.000	1.2071
0.618	1.2055
HIGH	1.2030
0.618	1.2014
0.500	1.2009
0.382	1.2004
LOW	1.1988
0.618	1.1962
1.000	1.1947
1.618	1.1921
2.618	1.1879
4.250	1.1812

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	1.2009	1.2020
PP	1.2005	1.2012
S1	1.2000	1.2004

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

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