CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	1.1816	1.1811	-0.0005	0.0%	1.1955
High	1.1838	1.1823	-0.0015	-0.1%	1.2015
Low	1.1779	1.1772	-0.0008	-0.1%	1.1830
Close	1.1784	1.1790	0.0006	0.1%	1.1857
Range	0.0059	0.0052	-0.0007	-12.0%	0.0185
ATR	0.0061	0.0060	-0.0001	-1.1%	0.0000
Volume	38	87	49	128.9%	233

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1949	1.1921	1.1818
R3	1.1898	1.1870	1.1804
R2	1.1846	1.1846	1.1799
R1	1.1818	1.1818	1.1795	1.1807
PP	1.1795	1.1795	1.1795	1.1789
S1	1.1767	1.1767	1.1785	1.1755
S2	1.1743	1.1743	1.1781
S3	1.1692	1.1715	1.1776
S4	1.1640	1.1664	1.1762

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	1.1870	1.1772	0.0098	0.8%	0.0037	0.3%	19%	False	True	40
10	1.2051	1.1772	0.0279	2.4%	0.0047	0.4%	7%	False	True	42
20	1.2131	1.1772	0.0360	3.0%	0.0057	0.5%	5%	False	True	44
40	1.2317	1.1772	0.0546	4.6%	0.0056	0.5%	3%	False	True	36

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2042
2.618	1.1958
1.618	1.1906
1.000	1.1875
0.618	1.1855
HIGH	1.1823
0.618	1.1803
0.500	1.1797
0.382	1.1791
LOW	1.1772
0.618	1.1740
1.000	1.1720
1.618	1.1688
2.618	1.1637
4.250	1.1553

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	1.1797	1.1815
PP	1.1795	1.1807
S1	1.1792	1.1798

Download as Excel Spreadsheet

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

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