CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 17-Apr-2020

Day Change Summary
	Previous	Current
	16-Apr-2020	17-Apr-2020	Change	Change %	Previous Week
Open	1.0917	1.0945	0.0029	0.3%	1.1000
High	1.0917	1.0955	0.0038	0.3%	1.1055
Low	1.0891	1.0885	-0.0006	-0.1%	1.0885
Close	1.0914	1.0934	0.0020	0.2%	1.0934
Range	0.0027	0.0071	0.0044	166.0%	0.0171
ATR	0.0117	0.0113	-0.0003	-2.8%	0.0000
Volume	93	44	-49	-52.7%	233

Daily Pivots for day following 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1136	1.1106	1.0973
R3	1.1066	1.1035	1.0953
R2	1.0995	1.0995	1.0947
R1	1.0965	1.0965	1.0940	1.0945
PP	1.0925	1.0925	1.0925	1.0915
S1	1.0894	1.0894	1.0928	1.0874
S2	1.0854	1.0854	1.0921
S3	1.0784	1.0824	1.0915
S4	1.0713	1.0753	1.0895

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1469	1.1372	1.1028
R3	1.1299	1.1202	1.0981
R2	1.1128	1.1128	1.0965
R1	1.1031	1.1031	1.0950	1.0995
PP	1.0958	1.0958	1.0958	1.0940
S1	1.0861	1.0861	1.0918	1.0824
S2	1.0787	1.0787	1.0903
S3	1.0617	1.0690	1.0887
S4	1.0446	1.0520	1.0840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1055	1.0885	0.0171	1.6%	0.0060	0.5%	29%	False	True	46
10	1.1055	1.0852	0.0204	1.9%	0.0071	0.6%	41%	False	False	53
20	1.1243	1.0730	0.0513	4.7%	0.0103	0.9%	40%	False	False	76
40	1.1601	1.0730	0.0871	8.0%	0.0111	1.0%	23%	False	False	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1255
2.618	1.1140
1.618	1.1069
1.000	1.1026
0.618	1.0999
HIGH	1.0955
0.618	1.0928
0.500	1.0920
0.382	1.0911
LOW	1.0885
0.618	1.0841
1.000	1.0814
1.618	1.0770
2.618	1.0700
4.250	1.0585

Fisher Pivots for day following 17-Apr-2020
Pivot	1 day	3 day
R1	1.0929	1.0943
PP	1.0925	1.0940
S1	1.0920	1.0937

Download as Excel Spreadsheet

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

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