CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 10-Feb-2020

Day Change Summary
	Previous	Current
	07-Feb-2020	10-Feb-2020	Change	Change %	Previous Week
Open	1.1109	1.1087	-0.0022	-0.2%	1.1190
High	1.1126	1.1095	-0.0031	-0.3%	1.1211
Low	1.1084	1.1052	-0.0032	-0.3%	1.1084
Close	1.1087	1.1053	-0.0034	-0.3%	1.1087
Range	0.0042	0.0043	0.0001	2.4%	0.0127
ATR	0.0039	0.0039	0.0000	0.8%	0.0000
Volume	9	163	154	1,711.1%	678

Daily Pivots for day following 10-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1196	1.1167	1.1077
R3	1.1153	1.1124	1.1065
R2	1.1110	1.1110	1.1061
R1	1.1081	1.1081	1.1057	1.1074
PP	1.1067	1.1067	1.1067	1.1063
S1	1.1038	1.1038	1.1049	1.1031
S2	1.1024	1.1024	1.1045
S3	1.0981	1.0995	1.1041
S4	1.0938	1.0952	1.1029

Weekly Pivots for week ending 07-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1508	1.1425	1.1157
R3	1.1381	1.1298	1.1122
R2	1.1254	1.1254	1.1110
R1	1.1171	1.1171	1.1099	1.1149
PP	1.1127	1.1127	1.1127	1.1116
S1	1.1044	1.1044	1.1075	1.1022
S2	1.1000	1.1000	1.1064
S3	1.0873	1.0917	1.1052
S4	1.0746	1.0790	1.1017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1190	1.1052	0.0138	1.2%	0.0038	0.3%	1%	False	True	128
10	1.1240	1.1052	0.0188	1.7%	0.0036	0.3%	1%	False	True	119
20	1.1329	1.1052	0.0277	2.5%	0.0033	0.3%	0%	False	True	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1278
2.618	1.1208
1.618	1.1165
1.000	1.1138
0.618	1.1122
HIGH	1.1095
0.618	1.1079
0.500	1.1074
0.382	1.1068
LOW	1.1052
0.618	1.1025
1.000	1.1009
1.618	1.0982
2.618	1.0939
4.250	1.0869

Fisher Pivots for day following 10-Feb-2020
Pivot	1 day	3 day
R1	1.1074	1.1104
PP	1.1067	1.1087
S1	1.1060	1.1070

Download as Excel Spreadsheet

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

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