CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	1.1969	1.2000	0.0031	0.3%	1.1964
High	1.2050	1.2051	0.0001	0.0%	1.2054
Low	1.1963	1.1982	0.0019	0.2%	1.1913
Close	1.2048	1.1983	-0.0065	-0.5%	1.2020
Range	0.0087	0.0069	-0.0018	-20.8%	0.0141
ATR	0.0067	0.0068	0.0000	0.1%	0.0000
Volume	5	27	22	440.0%	276

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2211	1.2165	1.2021
R3	1.2142	1.2097	1.2002
R2	1.2074	1.2074	1.1996
R1	1.2028	1.2028	1.1989	1.2017
PP	1.2005	1.2005	1.2005	1.1999
S1	1.1960	1.1960	1.1977	1.1948
S2	1.1937	1.1937	1.1970
S3	1.1868	1.1891	1.1964
S4	1.1800	1.1823	1.1945

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	1.2053	1.1958	0.0095	0.8%	0.0064	0.5%	26%	False	False	23
10	1.2054	1.1913	0.0141	1.2%	0.0065	0.5%	50%	False	False	45
20	1.2317	1.1913	0.0404	3.4%	0.0065	0.5%	17%	False	False	43

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2342
2.618	1.2230
1.618	1.2161
1.000	1.2119
0.618	1.2093
HIGH	1.2051
0.618	1.2024
0.500	1.2016
0.382	1.2008
LOW	1.1982
0.618	1.1940
1.000	1.1914
1.618	1.1871
2.618	1.1803
4.250	1.1691

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	1.2016	1.2004
PP	1.2005	1.1997
S1	1.1994	1.1990

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

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