CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	1.1847	1.1816	-0.0031	-0.3%	1.1955
High	1.1859	1.1838	-0.0022	-0.2%	1.2015
Low	1.1830	1.1779	-0.0051	-0.4%	1.1830
Close	1.1830	1.1784	-0.0046	-0.4%	1.1857
Range	0.0030	0.0059	0.0029	98.3%	0.0185
ATR	0.0061	0.0061	0.0000	-0.3%	0.0000
Volume	39	38	-1	-2.6%	233

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1976	1.1938	1.1816
R3	1.1917	1.1880	1.1800
R2	1.1859	1.1859	1.1795
R1	1.1821	1.1821	1.1789	1.1811
PP	1.1800	1.1800	1.1800	1.1795
S1	1.1763	1.1763	1.1779	1.1752
S2	1.1742	1.1742	1.1773
S3	1.1683	1.1704	1.1768
S4	1.1625	1.1646	1.1752

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	1.1899	1.1779	0.0120	1.0%	0.0030	0.3%	4%	False	True	25
10	1.2051	1.1779	0.0272	2.3%	0.0051	0.4%	2%	False	True	34
20	1.2183	1.1779	0.0404	3.4%	0.0057	0.5%	1%	False	True	39
40	1.2317	1.1779	0.0538	4.6%	0.0056	0.5%	1%	False	True	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2086
2.618	1.1991
1.618	1.1932
1.000	1.1896
0.618	1.1874
HIGH	1.1838
0.618	1.1815
0.500	1.1808
0.382	1.1801
LOW	1.1779
0.618	1.1743
1.000	1.1721
1.618	1.1684
2.618	1.1626
4.250	1.1530

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	1.1808	1.1824
PP	1.1800	1.1811
S1	1.1792	1.1797

Download as Excel Spreadsheet

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

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