CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 28-Jan-2020

Day Change Summary
	Previous	Current
	27-Jan-2020	28-Jan-2020	Change	Change %	Previous Week
Open	1.1174	1.1159	-0.0016	-0.1%	1.1252
High	1.1187	1.1175	-0.0013	-0.1%	1.1273
Low	1.1160	1.1152	-0.0008	-0.1%	1.1175
Close	1.1169	1.1170	0.0001	0.0%	1.1185
Range	0.0028	0.0023	-0.0005	-16.4%	0.0099
ATR	0.0036	0.0035	-0.0001	-2.6%	0.0000
Volume	17	13	-4	-23.5%	57

Daily Pivots for day following 28-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1234	1.1225	1.1183
R3	1.1211	1.1202	1.1176
R2	1.1188	1.1188	1.1174
R1	1.1179	1.1179	1.1172	1.1184
PP	1.1165	1.1165	1.1165	1.1168
S1	1.1156	1.1156	1.1168	1.1161
S2	1.1142	1.1142	1.1166
S3	1.1119	1.1133	1.1164
S4	1.1096	1.1110	1.1157

Weekly Pivots for week ending 24-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1506	1.1444	1.1239
R3	1.1408	1.1346	1.1212
R2	1.1309	1.1309	1.1203
R1	1.1247	1.1247	1.1194	1.1229
PP	1.1211	1.1211	1.1211	1.1202
S1	1.1149	1.1149	1.1176	1.1131
S2	1.1112	1.1112	1.1167
S3	1.1014	1.1050	1.1158
S4	1.0915	1.0952	1.1131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1261	1.1152	0.0109	1.0%	0.0028	0.2%	17%	False	True	14
10	1.1329	1.1152	0.0177	1.6%	0.0030	0.3%	10%	False	True	25

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	True
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1272
2.618	1.1235
1.618	1.1212
1.000	1.1198
0.618	1.1189
HIGH	1.1175
0.618	1.1166
0.500	1.1163
0.382	1.1160
LOW	1.1152
0.618	1.1137
1.000	1.1129
1.618	1.1114
2.618	1.1091
4.250	1.1054

Fisher Pivots for day following 28-Jan-2020
Pivot	1 day	3 day
R1	1.1168	1.1170
PP	1.1165	1.1170
S1	1.1163	1.1169

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

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