CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 31-Mar-2020

Day Change Summary
	Previous	Current
	30-Mar-2020	31-Mar-2020	Change	Change %	Previous Week
Open	1.1125	1.1028	-0.0098	-0.9%	1.0797
High	1.1240	1.1141	-0.0099	-0.9%	1.1243
Low	1.1105	1.1024	-0.0081	-0.7%	1.0730
Close	1.1126	1.1109	-0.0017	-0.1%	1.1218
Range	0.0135	0.0117	-0.0018	-13.3%	0.0513
ATR	0.0147	0.0145	-0.0002	-1.5%	0.0000
Volume	205	26	-179	-87.3%	519

Daily Pivots for day following 31-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1442	1.1393	1.1173
R3	1.1325	1.1276	1.1141
R2	1.1208	1.1208	1.1130
R1	1.1159	1.1159	1.1120	1.1184
PP	1.1091	1.1091	1.1091	1.1104
S1	1.1042	1.1042	1.1098	1.1067
S2	1.0974	1.0974	1.1088
S3	1.0857	1.0925	1.1077
S4	1.0740	1.0808	1.1045

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2603	1.2423	1.1500
R3	1.2090	1.1910	1.1359
R2	1.1577	1.1577	1.1312
R1	1.1397	1.1397	1.1265	1.1487
PP	1.1064	1.1064	1.1064	1.1109
S1	1.0884	1.0884	1.1171	1.0974
S2	1.0551	1.0551	1.1124
S3	1.0038	1.0371	1.1077
S4	0.9525	0.9858	1.0936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1243	1.0967	0.0277	2.5%	0.0116	1.0%	52%	False	False	120
10	1.1243	1.0730	0.0513	4.6%	0.0165	1.5%	74%	False	False	154
20	1.1601	1.0730	0.0871	7.8%	0.0148	1.3%	44%	False	False	141

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	0.0042
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1638
2.618	1.1447
1.618	1.1330
1.000	1.1258
0.618	1.1213
HIGH	1.1141
0.618	1.1096
0.500	1.1083
0.382	1.1069
LOW	1.1024
0.618	1.0952
1.000	1.0907
1.618	1.0835
2.618	1.0718
4.250	1.0527

Fisher Pivots for day following 31-Mar-2020
Pivot	1 day	3 day
R1	1.1100	1.1134
PP	1.1091	1.1125
S1	1.1083	1.1117

Download as Excel Spreadsheet

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

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