CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	1.2239	1.2242	0.0003	0.0%	1.2299
High	1.2267	1.2258	-0.0009	-0.1%	1.2318
Low	1.2218	1.2237	0.0019	0.2%	1.2177
Close	1.2266	1.2250	-0.0016	-0.1%	1.2236
Range	0.0049	0.0022	-0.0027	-55.7%	0.0142
ATR	0.0059	0.0056	-0.0002	-3.6%	0.0000
Volume	20	27	7	35.0%	4,486

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2313	1.2303	1.2262
R3	1.2291	1.2281	1.2256
R2	1.2270	1.2270	1.2254
R1	1.2260	1.2260	1.2252	1.2265
PP	1.2248	1.2248	1.2248	1.2251
S1	1.2238	1.2238	1.2248	1.2243
S2	1.2227	1.2227	1.2246
S3	1.2205	1.2217	1.2244
S4	1.2184	1.2195	1.2238

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	1.2284	1.2177	0.0107	0.9%	0.0056	0.5%	69%	False	False	906
10	1.2334	1.2177	0.0158	1.3%	0.0051	0.4%	47%	False	False	907
20	1.2334	1.2137	0.0197	1.6%	0.0045	0.4%	57%	False	False	455

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2349
2.618	1.2314
1.618	1.2293
1.000	1.2280
0.618	1.2271
HIGH	1.2258
0.618	1.2250
0.500	1.2247
0.382	1.2245
LOW	1.2237
0.618	1.2223
1.000	1.2215
1.618	1.2202
2.618	1.2180
4.250	1.2145

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	1.2249	1.2241
PP	1.2248	1.2231
S1	1.2247	1.2222

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

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