CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 11-Feb-2020

Day Change Summary
	Previous	Current
	10-Feb-2020	11-Feb-2020	Change	Change %	Previous Week
Open	1.1087	1.1054	-0.0034	-0.3%	1.1190
High	1.1095	1.1062	-0.0033	-0.3%	1.1211
Low	1.1052	1.1033	-0.0019	-0.2%	1.1084
Close	1.1053	1.1062	0.0009	0.1%	1.1087
Range	0.0043	0.0029	-0.0014	-32.6%	0.0127
ATR	0.0039	0.0038	-0.0001	-1.8%	0.0000
Volume	163	133	-30	-18.4%	678

Daily Pivots for day following 11-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1139	1.1130	1.1078
R3	1.1110	1.1101	1.1070
R2	1.1081	1.1081	1.1067
R1	1.1072	1.1072	1.1065	1.1077
PP	1.1052	1.1052	1.1052	1.1055
S1	1.1043	1.1043	1.1059	1.1048
S2	1.1023	1.1023	1.1057
S3	1.0994	1.1014	1.1054
S4	1.0965	1.0985	1.1046

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	1.1033	0.0157	1.4%	0.0042	0.4%	18%	False	True	127
10	1.1240	1.1033	0.0207	1.9%	0.0037	0.3%	14%	False	True	131
20	1.1329	1.1033	0.0296	2.7%	0.0033	0.3%	10%	False	True	78

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1185
2.618	1.1138
1.618	1.1109
1.000	1.1091
0.618	1.1080
HIGH	1.1062
0.618	1.1051
0.500	1.1048
0.382	1.1044
LOW	1.1033
0.618	1.1015
1.000	1.1004
1.618	1.0986
2.618	1.0957
4.250	1.0910

Fisher Pivots for day following 11-Feb-2020
Pivot	1 day	3 day
R1	1.1057	1.1079
PP	1.1052	1.1074
S1	1.1048	1.1068

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

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