CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 12-Jul-2021

Day Change Summary
	Previous	Current
	09-Jul-2021	12-Jul-2021	Change	Change %	Previous Week
Open	1.1926	1.1921	-0.0005	0.0%	1.1896
High	1.1943	1.1942	-0.0001	0.0%	1.1959
Low	1.1890	1.1901	0.0011	0.1%	1.1846
Close	1.1940	1.1921	-0.0019	-0.2%	1.1940
Range	0.0054	0.0042	-0.0012	-22.4%	0.0113
ATR	0.0060	0.0058	-0.0001	-2.2%	0.0000
Volume	1	0	-1	-100.0%	139

Daily Pivots for day following 12-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2046	1.2025	1.1944
R3	1.2004	1.1983	1.1932
R2	1.1963	1.1963	1.1929
R1	1.1942	1.1942	1.1925	1.1942
PP	1.1921	1.1921	1.1921	1.1921
S1	1.1900	1.1900	1.1917	1.1900
S2	1.1880	1.1880	1.1913
S3	1.1838	1.1859	1.1910
S4	1.1797	1.1817	1.1898

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2252	1.2209	1.2002
R3	1.2140	1.2096	1.1971
R2	1.2027	1.2027	1.1961
R1	1.1984	1.1984	1.1950	1.2006
PP	1.1915	1.1915	1.1915	1.1926
S1	1.1871	1.1871	1.1930	1.1893
S2	1.1802	1.1802	1.1919
S3	1.1690	1.1759	1.1909
S4	1.1577	1.1646	1.1878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1959	1.1846	0.0113	0.9%	0.0064	0.5%	67%	False	False	27
10	1.2010	1.1846	0.0164	1.4%	0.0056	0.5%	46%	False	False	18
20	1.2207	1.1846	0.0361	3.0%	0.0060	0.5%	21%	False	False	15
40	1.2334	1.1846	0.0488	4.1%	0.0054	0.5%	15%	False	False	242

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2118
2.618	1.2051
1.618	1.2009
1.000	1.1984
0.618	1.1968
HIGH	1.1942
0.618	1.1926
0.500	1.1921
0.382	1.1916
LOW	1.1901
0.618	1.1875
1.000	1.1859
1.618	1.1833
2.618	1.1792
4.250	1.1724

Fisher Pivots for day following 12-Jul-2021
Pivot	1 day	3 day
R1	1.1921	1.1913
PP	1.1921	1.1904
S1	1.1921	1.1896

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

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