CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 05-Feb-2020

Day Change Summary
	Previous	Current
	04-Feb-2020	05-Feb-2020	Change	Change %	Previous Week
Open	1.1178	1.1170	-0.0008	-0.1%	1.1174
High	1.1190	1.1190	0.0001	0.0%	1.1240
Low	1.1178	1.1142	-0.0036	-0.3%	1.1148
Close	1.1190	1.1142	-0.0048	-0.4%	1.1237
Range	0.0012	0.0049	0.0037	304.2%	0.0092
ATR	0.0037	0.0038	0.0001	2.2%	0.0000
Volume	137	295	158	115.3%	371

Daily Pivots for day following 05-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1303	1.1271	1.1168
R3	1.1255	1.1222	1.1155
R2	1.1206	1.1206	1.1150
R1	1.1174	1.1174	1.1146	1.1166
PP	1.1158	1.1158	1.1158	1.1154
S1	1.1125	1.1125	1.1137	1.1117
S2	1.1109	1.1109	1.1133
S3	1.1061	1.1077	1.1128
S4	1.1012	1.1028	1.1115

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	1.1142	0.0098	0.9%	0.0035	0.3%	0%	False	True	175
10	1.1261	1.1142	0.0119	1.1%	0.0033	0.3%	0%	False	True	103
20	1.1331	1.1142	0.0190	1.7%	0.0032	0.3%	0%	False	True	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1396
2.618	1.1317
1.618	1.1268
1.000	1.1239
0.618	1.1220
HIGH	1.1190
0.618	1.1171
0.500	1.1166
0.382	1.1160
LOW	1.1142
0.618	1.1112
1.000	1.1093
1.618	1.1063
2.618	1.1015
4.250	1.0935

Fisher Pivots for day following 05-Feb-2020
Pivot	1 day	3 day
R1	1.1166	1.1176
PP	1.1158	1.1165
S1	1.1150	1.1153

Download as Excel Spreadsheet

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

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