CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 03-Feb-2020

Day Change Summary
	Previous	Current
	31-Jan-2020	03-Feb-2020	Change	Change %	Previous Week
Open	1.1169	1.1190	0.0022	0.2%	1.1174
High	1.1240	1.1211	-0.0029	-0.3%	1.1240
Low	1.1169	1.1189	0.0021	0.2%	1.1148
Close	1.1237	1.1211	-0.0026	-0.2%	1.1237
Range	0.0071	0.0022	-0.0050	-69.7%	0.0092
ATR	0.0037	0.0037	0.0001	2.1%	0.0000
Volume	176	201	25	14.2%	371

Daily Pivots for day following 03-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1268	1.1261	1.1222
R3	1.1246	1.1239	1.1216
R2	1.1225	1.1225	1.1214
R1	1.1218	1.1218	1.1212	1.1221
PP	1.1203	1.1203	1.1203	1.1205
S1	1.1196	1.1196	1.1209	1.1200
S2	1.1182	1.1182	1.1207
S3	1.1160	1.1175	1.1205
S4	1.1139	1.1153	1.1199

Weekly Pivots for week ending 31-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1483	1.1451	1.1287
R3	1.1391	1.1360	1.1262
R2	1.1300	1.1300	1.1253
R1	1.1268	1.1268	1.1245	1.1284
PP	1.1208	1.1208	1.1208	1.1216
S1	1.1177	1.1177	1.1228	1.1192
S2	1.1117	1.1117	1.1220
S3	1.1025	1.1085	1.1211
S4	1.0934	1.0994	1.1186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1240	1.1148	0.0092	0.8%	0.0033	0.3%	68%	False	False	111
10	1.1273	1.1148	0.0125	1.1%	0.0031	0.3%	50%	False	False	62
20	1.1376	1.1148	0.0228	2.0%	0.0031	0.3%	27%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1302
2.618	1.1267
1.618	1.1245
1.000	1.1232
0.618	1.1224
HIGH	1.1211
0.618	1.1202
0.500	1.1200
0.382	1.1197
LOW	1.1189
0.618	1.1176
1.000	1.1168
1.618	1.1154
2.618	1.1133
4.250	1.1098

Fisher Pivots for day following 03-Feb-2020
Pivot	1 day	3 day
R1	1.1207	1.1207
PP	1.1203	1.1203
S1	1.1200	1.1200

Download as Excel Spreadsheet

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

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