CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 02-Jul-2021

Day Change Summary
	Previous	Current
	01-Jul-2021	02-Jul-2021	Change	Change %	Previous Week
Open	1.1935	1.1890	-0.0045	-0.4%	1.2000
High	1.1948	1.1937	-0.0011	-0.1%	1.2010
Low	1.1905	1.1880	-0.0025	-0.2%	1.1880
Close	1.1907	1.1909	0.0002	0.0%	1.1909
Range	0.0043	0.0058	0.0015	33.7%	0.0131
ATR	0.0057	0.0057	0.0000	0.1%	0.0000
Volume	4	32	28	700.0%	48

Daily Pivots for day following 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2081	1.2052	1.1940
R3	1.2023	1.1995	1.1924
R2	1.1966	1.1966	1.1919
R1	1.1937	1.1937	1.1914	1.1952
PP	1.1908	1.1908	1.1908	1.1916
S1	1.1880	1.1880	1.1903	1.1894
S2	1.1851	1.1851	1.1898
S3	1.1793	1.1822	1.1893
S4	1.1736	1.1765	1.1877

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2324	1.2247	1.1980
R3	1.2194	1.2116	1.1944
R2	1.2063	1.2063	1.1932
R1	1.1986	1.1986	1.1920	1.1959
PP	1.1933	1.1933	1.1933	1.1919
S1	1.1855	1.1855	1.1897	1.1829
S2	1.1802	1.1802	1.1885
S3	1.1672	1.1725	1.1873
S4	1.1541	1.1594	1.1837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2010	1.1880	0.0131	1.1%	0.0049	0.4%	22%	False	True	9
10	1.2040	1.1880	0.0161	1.3%	0.0051	0.4%	18%	False	True	10
20	1.2286	1.1880	0.0407	3.4%	0.0056	0.5%	7%	False	True	24
40	1.2334	1.1880	0.0455	3.8%	0.0051	0.4%	6%	False	True	240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2181
2.618	1.2088
1.618	1.2030
1.000	1.1995
0.618	1.1973
HIGH	1.1937
0.618	1.1915
0.500	1.1908
0.382	1.1901
LOW	1.1880
0.618	1.1844
1.000	1.1822
1.618	1.1786
2.618	1.1729
4.250	1.1635

Fisher Pivots for day following 02-Jul-2021
Pivot	1 day	3 day
R1	1.1908	1.1926
PP	1.1908	1.1920
S1	1.1908	1.1914

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

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