CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	1.1635	1.1677	0.0042	0.4%	1.1499
High	1.1686	1.1715	0.0029	0.2%	1.1715
Low	1.1607	1.1644	0.0038	0.3%	1.1469
Close	1.1671	1.1699	0.0028	0.2%	1.1699
Range	0.0080	0.0071	-0.0009	-11.3%	0.0246
ATR	0.0078	0.0078	-0.0001	-0.7%	0.0000
Volume	12	18	6	50.0%	153

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1897	1.1868	1.1737
R3	1.1827	1.1798	1.1718
R2	1.1756	1.1756	1.1711
R1	1.1727	1.1727	1.1705	1.1742
PP	1.1686	1.1686	1.1686	1.1693
S1	1.1657	1.1657	1.1692	1.1671
S2	1.1615	1.1615	1.1686
S3	1.1545	1.1586	1.1679
S4	1.1474	1.1516	1.1660

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2364	1.2277	1.1834
R3	1.2118	1.2031	1.1766
R2	1.1873	1.1873	1.1744
R1	1.1786	1.1786	1.1721	1.1829
PP	1.1627	1.1627	1.1627	1.1649
S1	1.1540	1.1540	1.1676	1.1584
S2	1.1382	1.1382	1.1653
S3	1.1136	1.1295	1.1631
S4	1.0891	1.1049	1.1563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1715	1.1469	0.0246	2.1%	0.0083	0.7%	93%	True	False	30
10	1.1715	1.1391	0.0324	2.8%	0.0072	0.6%	95%	True	False	21
20	1.1715	1.1255	0.0460	3.9%	0.0075	0.6%	97%	True	False	26
40	1.1715	1.1152	0.0563	4.8%	0.0077	0.7%	97%	True	False	21

Crabel Price Patterns
NR	True
NR4	True
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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2014
2.618	1.1899
1.618	1.1829
1.000	1.1785
0.618	1.1758
HIGH	1.1715
0.618	1.1688
0.500	1.1679
0.382	1.1671
LOW	1.1644
0.618	1.1600
1.000	1.1574
1.618	1.1530
2.618	1.1459
4.250	1.1344

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	1.1692	1.1680
PP	1.1686	1.1661
S1	1.1679	1.1643

Download as Excel Spreadsheet

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

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