CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 06-Apr-2021

Day Change Summary
	Previous	Current
	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	1.1810	1.1867	0.0058	0.5%	1.1847
High	1.1880	1.1939	0.0059	0.5%	1.1859
Low	1.1804	1.1861	0.0058	0.5%	1.1772
Close	1.1877	1.1935	0.0059	0.5%	1.1836
Range	0.0077	0.0078	0.0001	1.3%	0.0088
ATR	0.0062	0.0063	0.0001	1.8%	0.0000
Volume	3	3	0	0.0%	167

Daily Pivots for day following 06-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2144	1.2117	1.1978
R3	1.2067	1.2040	1.1956
R2	1.1989	1.1989	1.1949
R1	1.1962	1.1962	1.1942	1.1976
PP	1.1912	1.1912	1.1912	1.1918
S1	1.1885	1.1885	1.1928	1.1898
S2	1.1834	1.1834	1.1921
S3	1.1757	1.1807	1.1914
S4	1.1679	1.1730	1.1892

Weekly Pivots for week ending 02-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2085	1.2048	1.1884
R3	1.1997	1.1960	1.1860
R2	1.1910	1.1910	1.1852
R1	1.1873	1.1873	1.1844	1.1848
PP	1.1822	1.1822	1.1822	1.1810
S1	1.1785	1.1785	1.1828	1.1760
S2	1.1735	1.1735	1.1820
S3	1.1647	1.1698	1.1812
S4	1.1560	1.1610	1.1788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1939	1.1772	0.0167	1.4%	0.0065	0.5%	98%	True	False	26
10	1.1990	1.1772	0.0219	1.8%	0.0049	0.4%	75%	False	False	27
20	1.2054	1.1772	0.0283	2.4%	0.0057	0.5%	58%	False	False	35
40	1.2317	1.1772	0.0546	4.6%	0.0056	0.5%	30%	False	False	35

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 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2268
2.618	1.2141
1.618	1.2064
1.000	1.2016
0.618	1.1986
HIGH	1.1939
0.618	1.1909
0.500	1.1900
0.382	1.1891
LOW	1.1861
0.618	1.1813
1.000	1.1784
1.618	1.1736
2.618	1.1658
4.250	1.1532

Fisher Pivots for day following 06-Apr-2021
Pivot	1 day	3 day
R1	1.1923	1.1910
PP	1.1912	1.1884
S1	1.1900	1.1859

Download as Excel Spreadsheet

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

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