CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 16-Apr-2021

Day Change Summary
	Previous	Current
	15-Apr-2021	16-Apr-2021	Change	Change %	Previous Week
Open	1.2047	1.2026	-0.0022	-0.2%	1.1960
High	1.2054	1.2055	0.0001	0.0%	1.2055
Low	1.2021	1.2019	-0.0002	0.0%	1.1936
Close	1.2036	1.2040	0.0004	0.0%	1.2040
Range	0.0033	0.0036	0.0003	9.1%	0.0119
ATR	0.0057	0.0055	-0.0001	-2.6%	0.0000
Volume	93	14	-79	-84.9%	179

Daily Pivots for day following 16-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2146	1.2129	1.2059
R3	1.2110	1.2093	1.2049
R2	1.2074	1.2074	1.2046
R1	1.2057	1.2057	1.2043	1.2065
PP	1.2038	1.2038	1.2038	1.2042
S1	1.2021	1.2021	1.2036	1.2029
S2	1.2002	1.2002	1.2033
S3	1.1966	1.1985	1.2030
S4	1.1930	1.1949	1.2020

Weekly Pivots for week ending 16-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2366	1.2321	1.2105
R3	1.2247	1.2203	1.2072
R2	1.2129	1.2129	1.2061
R1	1.2084	1.2084	1.2050	1.2106
PP	1.2010	1.2010	1.2010	1.2021
S1	1.1966	1.1966	1.2029	1.1988
S2	1.1892	1.1892	1.2018
S3	1.1773	1.1847	1.2007
S4	1.1655	1.1729	1.1974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2055	1.1936	0.0119	1.0%	0.0043	0.4%	87%	True	False	35
10	1.2055	1.1804	0.0251	2.1%	0.0053	0.4%	94%	True	False	47
20	1.2055	1.1772	0.0283	2.4%	0.0050	0.4%	95%	True	False	44
40	1.2317	1.1772	0.0546	4.5%	0.0058	0.5%	49%	False	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2208
2.618	1.2149
1.618	1.2113
1.000	1.2091
0.618	1.2077
HIGH	1.2055
0.618	1.2041
0.500	1.2037
0.382	1.2032
LOW	1.2019
0.618	1.1996
1.000	1.1983
1.618	1.1960
2.618	1.1924
4.250	1.1866

Fisher Pivots for day following 16-Apr-2021
Pivot	1 day	3 day
R1	1.2039	1.2038
PP	1.2038	1.2036
S1	1.2037	1.2035

Download as Excel Spreadsheet

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

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