CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 01-Apr-2021

Day Change Summary
	Previous	Current
	31-Mar-2021	01-Apr-2021	Change	Change %	Previous Week
Open	1.1811	1.1836	0.0025	0.2%	1.1955
High	1.1823	1.1842	0.0019	0.2%	1.2015
Low	1.1772	1.1780	0.0008	0.1%	1.1830
Close	1.1790	1.1836	0.0046	0.4%	1.1857
Range	0.0052	0.0062	0.0011	20.4%	0.0185
ATR	0.0060	0.0061	0.0000	0.2%	0.0000
Volume	87	3	-84	-96.6%	233

Daily Pivots for day following 01-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2005	1.1983	1.1870
R3	1.1943	1.1921	1.1853
R2	1.1881	1.1881	1.1847
R1	1.1859	1.1859	1.1842	1.1867
PP	1.1819	1.1819	1.1819	1.1823
S1	1.1797	1.1797	1.1830	1.1805
S2	1.1757	1.1757	1.1825
S3	1.1695	1.1735	1.1819
S4	1.1633	1.1673	1.1802

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%	0.0047	0.4%	66%	False	False	39
10	1.2015	1.1772	0.0244	2.1%	0.0046	0.4%	26%	False	False	40
20	1.2054	1.1772	0.0283	2.4%	0.0055	0.5%	23%	False	False	42
40	1.2317	1.1772	0.0546	4.6%	0.0056	0.5%	12%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2105
2.618	1.2004
1.618	1.1942
1.000	1.1904
0.618	1.1880
HIGH	1.1842
0.618	1.1818
0.500	1.1811
0.382	1.1803
LOW	1.1780
0.618	1.1741
1.000	1.1718
1.618	1.1679
2.618	1.1617
4.250	1.1516

Fisher Pivots for day following 01-Apr-2021
Pivot	1 day	3 day
R1	1.1828	1.1826
PP	1.1819	1.1816
S1	1.1811	1.1807

Download as Excel Spreadsheet

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

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