CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 16-Jul-2021

Day Change Summary
	Previous	Current
	15-Jul-2021	16-Jul-2021	Change	Change %	Previous Week
Open	1.1862	1.1870	0.0008	0.1%	1.1921
High	1.1911	1.1882	-0.0029	-0.2%	1.1942
Low	1.1859	1.1854	-0.0005	0.0%	1.1835
Close	1.1868	1.1870	0.0002	0.0%	1.1870
Range	0.0052	0.0028	-0.0024	-46.6%	0.0107
ATR	0.0061	0.0058	-0.0002	-3.9%	0.0000
Volume	2	120	118	5,900.0%	197

Daily Pivots for day following 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1951	1.1938	1.1885
R3	1.1923	1.1910	1.1877
R2	1.1896	1.1896	1.1875
R1	1.1883	1.1883	1.1872	1.1883
PP	1.1868	1.1868	1.1868	1.1869
S1	1.1855	1.1855	1.1867	1.1856
S2	1.1841	1.1841	1.1864
S3	1.1813	1.1828	1.1862
S4	1.1786	1.1800	1.1854

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2203	1.2143	1.1928
R3	1.2096	1.2036	1.1899
R2	1.1989	1.1989	1.1889
R1	1.1929	1.1929	1.1879	1.1906
PP	1.1882	1.1882	1.1882	1.1870
S1	1.1822	1.1822	1.1860	1.1799
S2	1.1775	1.1775	1.1850
S3	1.1668	1.1715	1.1840
S4	1.1561	1.1608	1.1811

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1942	1.1835	0.0107	0.9%	0.0057	0.5%	32%	False	False	39
10	1.1959	1.1835	0.0124	1.0%	0.0062	0.5%	28%	False	False	36
20	1.2040	1.1835	0.0205	1.7%	0.0057	0.5%	17%	False	False	22
40	1.2334	1.1835	0.0499	4.2%	0.0056	0.5%	7%	False	False	246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.1998
2.618	1.1953
1.618	1.1926
1.000	1.1909
0.618	1.1898
HIGH	1.1882
0.618	1.1871
0.500	1.1868
0.382	1.1865
LOW	1.1854
0.618	1.1837
1.000	1.1827
1.618	1.1810
2.618	1.1782
4.250	1.1737

Fisher Pivots for day following 16-Jul-2021
Pivot	1 day	3 day
R1	1.1869	1.1873
PP	1.1868	1.1872
S1	1.1868	1.1871

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

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