CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 25-Mar-2021

Day Change Summary
	Previous	Current
	24-Mar-2021	25-Mar-2021	Change	Change %	Previous Week
Open	1.1899	1.1831	-0.0069	-0.6%	1.1999
High	1.1899	1.1843	-0.0056	-0.5%	1.2051
Low	1.1881	1.1830	-0.0051	-0.4%	1.1945
Close	1.1890	1.1843	-0.0047	-0.4%	1.1977
Range	0.0018	0.0013	-0.0005	-27.8%	0.0106
ATR	0.0067	0.0066	-0.0001	-0.8%	0.0000
Volume	10	8	-2	-20.0%	52

Daily Pivots for day following 25-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1878	1.1873	1.1850
R3	1.1865	1.1860	1.1847
R2	1.1852	1.1852	1.1845
R1	1.1847	1.1847	1.1844	1.1850
PP	1.1839	1.1839	1.1839	1.1840
S1	1.1834	1.1834	1.1842	1.1837
S2	1.1826	1.1826	1.1841
S3	1.1813	1.1821	1.1839
S4	1.1800	1.1808	1.1836

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	1.2015	1.1830	0.0185	1.6%	0.0046	0.4%	7%	False	True	41
10	1.2053	1.1830	0.0223	1.9%	0.0055	0.5%	6%	False	True	32
20	1.2208	1.1830	0.0378	3.2%	0.0063	0.5%	3%	False	True	45
40	1.2317	1.1830	0.0487	4.1%	0.0058	0.5%	3%	False	True	34

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	0.0006
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.1898
2.618	1.1877
1.618	1.1864
1.000	1.1856
0.618	1.1851
HIGH	1.1843
0.618	1.1838
0.500	1.1837
0.382	1.1835
LOW	1.1830
0.618	1.1822
1.000	1.1817
1.618	1.1809
2.618	1.1796
4.250	1.1775

Fisher Pivots for day following 25-Mar-2021
Pivot	1 day	3 day
R1	1.1841	1.1910
PP	1.1839	1.1888
S1	1.1837	1.1865

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

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