CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	1.2071	1.1983	-0.0088	-0.7%	1.2188
High	1.2071	1.1990	-0.0082	-0.7%	1.2207
Low	1.1960	1.1918	-0.0042	-0.4%	1.1918
Close	1.1978	1.1940	-0.0039	-0.3%	1.1940
Range	0.0111	0.0072	-0.0040	-35.6%	0.0289
ATR	0.0063	0.0063	0.0001	1.0%	0.0000
Volume	25	6	-19	-76.0%	75

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2164	1.2123	1.1979
R3	1.2092	1.2052	1.1959
R2	1.2021	1.2021	1.1953
R1	1.1980	1.1980	1.1946	1.1965
PP	1.1949	1.1949	1.1949	1.1941
S1	1.1909	1.1909	1.1933	1.1893
S2	1.1878	1.1878	1.1926
S3	1.1806	1.1837	1.1920
S4	1.1735	1.1766	1.1900

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2889	1.2703	1.2098
R3	1.2600	1.2414	1.2019
R2	1.2311	1.2311	1.1992
R1	1.2125	1.2125	1.1966	1.2073
PP	1.2022	1.2022	1.2022	1.1996
S1	1.1836	1.1836	1.1913	1.1784
S2	1.1733	1.1733	1.1887
S3	1.1444	1.1547	1.1860
S4	1.1155	1.1258	1.1781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2207	1.1918	0.0289	2.4%	0.0073	0.6%	7%	False	True	15
10	1.2286	1.1918	0.0368	3.1%	0.0060	0.5%	6%	False	True	38
20	1.2334	1.1918	0.0416	3.5%	0.0057	0.5%	5%	False	True	470

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2293
2.618	1.2177
1.618	1.2105
1.000	1.2061
0.618	1.2034
HIGH	1.1990
0.618	1.1962
0.500	1.1954
0.382	1.1945
LOW	1.1918
0.618	1.1874
1.000	1.1847
1.618	1.1802
2.618	1.1731
4.250	1.1614

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	1.1954	1.2058
PP	1.1949	1.2018
S1	1.1944	1.1979

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

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