CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 26-Mar-2021

Day Change Summary
	Previous	Current
	25-Mar-2021	26-Mar-2021	Change	Change %	Previous Week
Open	1.1831	1.1852	0.0021	0.2%	1.1955
High	1.1843	1.1870	0.0027	0.2%	1.2015
Low	1.1830	1.1837	0.0007	0.1%	1.1830
Close	1.1843	1.1857	0.0014	0.1%	1.1857
Range	0.0013	0.0033	0.0020	150.0%	0.0185
ATR	0.0066	0.0064	-0.0002	-3.6%	0.0000
Volume	8	32	24	300.0%	233

Daily Pivots for day following 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1952	1.1937	1.1874
R3	1.1919	1.1904	1.1865
R2	1.1887	1.1887	1.1862
R1	1.1872	1.1872	1.1859	1.1879
PP	1.1854	1.1854	1.1854	1.1858
S1	1.1839	1.1839	1.1854	1.1847
S2	1.1822	1.1822	1.1851
S3	1.1789	1.1807	1.1848
S4	1.1757	1.1774	1.1839

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2456	1.2341	1.1958
R3	1.2271	1.2156	1.1907
R2	1.2086	1.2086	1.1890
R1	1.1971	1.1971	1.1873	1.1936
PP	1.1901	1.1901	1.1901	1.1883
S1	1.1786	1.1786	1.1840	1.1751
S2	1.1716	1.1716	1.1823
S3	1.1531	1.1601	1.1806
S4	1.1346	1.1416	1.1755

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%	0.0042	0.4%	14%	False	False	46
10	1.2051	1.1830	0.0221	1.9%	0.0052	0.4%	12%	False	False	28
20	1.2183	1.1830	0.0353	3.0%	0.0061	0.5%	8%	False	False	38
40	1.2317	1.1830	0.0487	4.1%	0.0057	0.5%	5%	False	False	34

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2008
2.618	1.1955
1.618	1.1922
1.000	1.1902
0.618	1.1890
HIGH	1.1870
0.618	1.1857
0.500	1.1853
0.382	1.1849
LOW	1.1837
0.618	1.1817
1.000	1.1805
1.618	1.1784
2.618	1.1752
4.250	1.1699

Fisher Pivots for day following 26-Mar-2021
Pivot	1 day	3 day
R1	1.1855	1.1865
PP	1.1854	1.1862
S1	1.1853	1.1859

Download as Excel Spreadsheet

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

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