CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	1.1990	1.1899	-0.0091	-0.8%	1.1999
High	1.1990	1.1899	-0.0091	-0.8%	1.2051
Low	1.1915	1.1881	-0.0034	-0.3%	1.1945
Close	1.1920	1.1890	-0.0031	-0.3%	1.1977
Range	0.0076	0.0018	-0.0058	-76.2%	0.0106
ATR	0.0069	0.0067	-0.0002	-3.1%	0.0000
Volume	48	10	-38	-79.2%	52

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1944	1.1935	1.1899
R3	1.1926	1.1917	1.1894
R2	1.1908	1.1908	1.1893
R1	1.1899	1.1899	1.1891	1.1894
PP	1.1890	1.1890	1.1890	1.1888
S1	1.1881	1.1881	1.1888	1.1876
S2	1.1872	1.1872	1.1886
S3	1.1854	1.1863	1.1885
S4	1.1836	1.1845	1.1880

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2307	1.2248	1.2035
R3	1.2202	1.2142	1.2006
R2	1.2096	1.2096	1.1996
R1	1.2037	1.2037	1.1987	1.2014
PP	1.1991	1.1991	1.1991	1.1979
S1	1.1931	1.1931	1.1967	1.1908
S2	1.1885	1.1885	1.1958
S3	1.1780	1.1826	1.1948
S4	1.1674	1.1720	1.1919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2051	1.1881	0.0170	1.4%	0.0057	0.5%	5%	False	True	44
10	1.2054	1.1881	0.0173	1.5%	0.0060	0.5%	5%	False	True	33
20	1.2317	1.1881	0.0436	3.7%	0.0066	0.6%	2%	False	True	51
40	1.2317	1.1881	0.0436	3.7%	0.0060	0.5%	2%	False	True	35

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1.1976
2.618	1.1946
1.618	1.1928
1.000	1.1917
0.618	1.1910
HIGH	1.1899
0.618	1.1892
0.500	1.1890
0.382	1.1888
LOW	1.1881
0.618	1.1870
1.000	1.1863
1.618	1.1852
2.618	1.1834
4.250	1.1805

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	1.1890	1.1948
PP	1.1890	1.1929
S1	1.1890	1.1909

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

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