CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	1.2003	1.1997	-0.0006	0.0%	1.2188
High	1.2018	1.2035	0.0017	0.1%	1.2207
Low	1.1951	1.1981	0.0030	0.3%	1.1918
Close	1.2005	1.1997	-0.0008	-0.1%	1.1940
Range	0.0067	0.0054	-0.0013	-19.4%	0.0289
ATR	0.0064	0.0063	-0.0001	-1.1%	0.0000
Volume	26	0	-26	-100.0%	75

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2166	1.2136	1.2027
R3	1.2112	1.2082	1.2012
R2	1.2058	1.2058	1.2007
R1	1.2028	1.2028	1.2002	1.2024
PP	1.2004	1.2004	1.2004	1.2003
S1	1.1974	1.1974	1.1992	1.1970
S2	1.1950	1.1950	1.1987
S3	1.1896	1.1920	1.1982
S4	1.1842	1.1866	1.1967

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	1.2071	1.1918	0.0153	1.3%	0.0075	0.6%	52%	False	False	11
10	1.2259	1.1918	0.0341	2.8%	0.0068	0.6%	23%	False	False	34
20	1.2334	1.1918	0.0416	3.5%	0.0061	0.5%	19%	False	False	396

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2265
2.618	1.2176
1.618	1.2122
1.000	1.2089
0.618	1.2068
HIGH	1.2035
0.618	1.2014
0.500	1.2008
0.382	1.2002
LOW	1.1981
0.618	1.1948
1.000	1.1927
1.618	1.1894
2.618	1.1840
4.250	1.1752

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	1.2008	1.1990
PP	1.2004	1.1983
S1	1.2001	1.1977

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

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