CME Euro FX (E) Future December 2021

Trading Metrics calculated at close of trading on 19-Apr-2021

Day Change Summary
	Previous	Current
	16-Apr-2021	19-Apr-2021	Change	Change %	Previous Week
Open	1.2026	1.2029	0.0004	0.0%	1.1960
High	1.2055	1.2109	0.0054	0.4%	1.2055
Low	1.2019	1.2005	-0.0014	-0.1%	1.1936
Close	1.2040	1.2100	0.0061	0.5%	1.2040
Range	0.0036	0.0104	0.0068	188.9%	0.0119
ATR	0.0055	0.0059	0.0003	6.2%	0.0000
Volume	14	80	66	471.4%	179

Daily Pivots for day following 19-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2383	1.2346	1.2157
R3	1.2279	1.2242	1.2129
R2	1.2175	1.2175	1.2119
R1	1.2138	1.2138	1.2110	1.2156
PP	1.2071	1.2071	1.2071	1.2080
S1	1.2034	1.2034	1.2090	1.2052
S2	1.1967	1.1967	1.2081
S3	1.1863	1.1930	1.2071
S4	1.1759	1.1826	1.2043

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	1.2109	1.1947	0.0162	1.3%	0.0055	0.5%	95%	True	False	46
10	1.2109	1.1861	0.0248	2.0%	0.0056	0.5%	97%	True	False	55
20	1.2109	1.1772	0.0337	2.8%	0.0052	0.4%	97%	True	False	47
40	1.2317	1.1772	0.0546	4.5%	0.0059	0.5%	60%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1.2551
2.618	1.2381
1.618	1.2277
1.000	1.2213
0.618	1.2173
HIGH	1.2109
0.618	1.2069
0.500	1.2057
0.382	1.2044
LOW	1.2005
0.618	1.1940
1.000	1.1901
1.618	1.1836
2.618	1.1732
4.250	1.1563

Fisher Pivots for day following 19-Apr-2021
Pivot	1 day	3 day
R1	1.2086	1.2086
PP	1.2071	1.2071
S1	1.2057	1.2057

Download as Excel Spreadsheet

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

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