CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 30-Jun-2021

Day Change Summary
	Previous	Current
	29-Jun-2021	30-Jun-2021	Change	Change %	Previous Week
Open	1.1970	1.1942	-0.0028	-0.2%	1.1978
High	1.1995	1.1973	-0.0022	-0.2%	1.2040
Low	1.1948	1.1914	-0.0034	-0.3%	1.1918
Close	1.1969	1.1914	-0.0056	-0.5%	1.1998
Range	0.0047	0.0059	0.0012	25.5%	0.0122
ATR	0.0058	0.0058	0.0000	0.2%	0.0000
Volume	2	8	6	300.0%	54

Daily Pivots for day following 30-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2110	1.2071	1.1946
R3	1.2051	1.2012	1.1930
R2	1.1992	1.1992	1.1924
R1	1.1953	1.1953	1.1919	1.1943
PP	1.1933	1.1933	1.1933	1.1928
S1	1.1894	1.1894	1.1908	1.1884
S2	1.1874	1.1874	1.1903
S3	1.1815	1.1835	1.1897
S4	1.1756	1.1776	1.1881

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2351	1.2296	1.2065
R3	1.2229	1.2174	1.2031
R2	1.2107	1.2107	1.2020
R1	1.2052	1.2052	1.2009	1.2080
PP	1.1985	1.1985	1.1985	1.1999
S1	1.1930	1.1930	1.1986	1.1958
S2	1.1863	1.1863	1.1975
S3	1.1741	1.1808	1.1964
S4	1.1619	1.1686	1.1930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2040	1.1914	0.0127	1.1%	0.0044	0.4%	0%	False	True	8
10	1.2071	1.1914	0.0158	1.3%	0.0060	0.5%	0%	False	True	9
20	1.2286	1.1914	0.0373	3.1%	0.0059	0.5%	0%	False	True	171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2223
2.618	1.2127
1.618	1.2068
1.000	1.2032
0.618	1.2009
HIGH	1.1973
0.618	1.1950
0.500	1.1943
0.382	1.1936
LOW	1.1914
0.618	1.1877
1.000	1.1855
1.618	1.1818
2.618	1.1759
4.250	1.1663

Fisher Pivots for day following 30-Jun-2021
Pivot	1 day	3 day
R1	1.1943	1.1962
PP	1.1933	1.1946
S1	1.1923	1.1930

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

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