CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	1.1942	1.1935	-0.0007	-0.1%	1.1978
High	1.1973	1.1948	-0.0025	-0.2%	1.2040
Low	1.1914	1.1905	-0.0009	-0.1%	1.1918
Close	1.1914	1.1907	-0.0007	-0.1%	1.1998
Range	0.0059	0.0043	-0.0016	-27.1%	0.0122
ATR	0.0058	0.0057	-0.0001	-1.8%	0.0000
Volume	8	4	-4	-50.0%	54

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2049	1.2021	1.1931
R3	1.2006	1.1978	1.1919
R2	1.1963	1.1963	1.1915
R1	1.1935	1.1935	1.1911	1.1927
PP	1.1920	1.1920	1.1920	1.1916
S1	1.1892	1.1892	1.1903	1.1884
S2	1.1877	1.1877	1.1899
S3	1.1834	1.1849	1.1895
S4	1.1791	1.1806	1.1883

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	1.1905	0.0136	1.1%	0.0046	0.4%	2%	False	True	8
10	1.2040	1.1905	0.0136	1.1%	0.0053	0.4%	2%	False	True	7
20	1.2286	1.1905	0.0382	3.2%	0.0056	0.5%	1%	False	True	91

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2130
2.618	1.2060
1.618	1.2017
1.000	1.1991
0.618	1.1974
HIGH	1.1948
0.618	1.1931
0.500	1.1926
0.382	1.1921
LOW	1.1905
0.618	1.1878
1.000	1.1862
1.618	1.1835
2.618	1.1792
4.250	1.1722

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	1.1926	1.1950
PP	1.1920	1.1935
S1	1.1913	1.1921

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

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