CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 04-Jun-2021

Day Change Summary
	Previous	Current
	03-Jun-2021	04-Jun-2021	Change	Change %	Previous Week
Open	1.2280	1.2247	-0.0033	-0.3%	1.2299
High	1.2284	1.2250	-0.0034	-0.3%	1.2318
Low	1.2195	1.2177	-0.0019	-0.2%	1.2177
Close	1.2196	1.2236	0.0040	0.3%	1.2236
Range	0.0089	0.0073	-0.0016	-17.5%	0.0142
ATR	0.0058	0.0059	0.0001	1.8%	0.0000
Volume	1,604	1,374	-230	-14.3%	4,486

Daily Pivots for day following 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2440	1.2411	1.2276
R3	1.2367	1.2338	1.2256
R2	1.2294	1.2294	1.2249
R1	1.2265	1.2265	1.2242	1.2243
PP	1.2221	1.2221	1.2221	1.2210
S1	1.2192	1.2192	1.2229	1.2170
S2	1.2148	1.2148	1.2222
S3	1.2075	1.2119	1.2215
S4	1.2002	1.2046	1.2195

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2668	1.2593	1.2313
R3	1.2526	1.2452	1.2274
R2	1.2385	1.2385	1.2261
R1	1.2310	1.2310	1.2248	1.2277
PP	1.2243	1.2243	1.2243	1.2227
S1	1.2169	1.2169	1.2223	1.2135
S2	1.2102	1.2102	1.2210
S3	1.1960	1.2027	1.2197
S4	1.1819	1.1886	1.2158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2318	1.2177	0.0142	1.2%	0.0064	0.5%	42%	False	True	1,198
10	1.2334	1.2177	0.0158	1.3%	0.0055	0.4%	37%	False	True	903
20	1.2334	1.2137	0.0197	1.6%	0.0046	0.4%	50%	False	False	456

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	1.2560
2.618	1.2441
1.618	1.2368
1.000	1.2323
0.618	1.2295
HIGH	1.2250
0.618	1.2222
0.500	1.2213
0.382	1.2204
LOW	1.2177
0.618	1.2131
1.000	1.2104
1.618	1.2058
2.618	1.1985
4.250	1.1866

Fisher Pivots for day following 04-Jun-2021
Pivot	1 day	3 day
R1	1.2228	1.2234
PP	1.2221	1.2232
S1	1.2213	1.2230

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

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