CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 19-Feb-2020

Day Change Summary
	Previous	Current
	18-Feb-2020	19-Feb-2020	Change	Change %	Previous Week
Open	1.0970	1.0929	-0.0041	-0.4%	1.1087
High	1.0984	1.0945	-0.0039	-0.4%	1.1095
Low	1.0925	1.0918	-0.0007	-0.1%	1.0936
Close	1.0928	1.0931	0.0003	0.0%	1.0976
Range	0.0059	0.0027	-0.0032	-54.2%	0.0160
ATR	0.0043	0.0042	-0.0001	-2.6%	0.0000
Volume	197	39	-158	-80.2%	990

Daily Pivots for day following 19-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1012	1.0998	1.0945
R3	1.0985	1.0971	1.0938
R2	1.0958	1.0958	1.0935
R1	1.0944	1.0944	1.0933	1.0951
PP	1.0931	1.0931	1.0931	1.0935
S1	1.0917	1.0917	1.0928	1.0924
S2	1.0904	1.0904	1.0926
S3	1.0877	1.0890	1.0923
S4	1.0850	1.0863	1.0916

Weekly Pivots for week ending 14-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1481	1.1388	1.1063
R3	1.1321	1.1228	1.1019
R2	1.1162	1.1162	1.1005
R1	1.1069	1.1069	1.0990	1.1035
PP	1.1002	1.1002	1.1002	1.0985
S1	1.0909	1.0909	1.0961	1.0876
S2	1.0843	1.0843	1.0946
S3	1.0683	1.0750	1.0932
S4	1.0524	1.0590	1.0888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1064	1.0918	0.0146	1.3%	0.0050	0.5%	9%	False	True	186
10	1.1190	1.0918	0.0272	2.5%	0.0046	0.4%	5%	False	True	156
20	1.1261	1.0918	0.0343	3.1%	0.0038	0.3%	4%	False	True	115

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1060
2.618	1.1016
1.618	1.0989
1.000	1.0972
0.618	1.0962
HIGH	1.0945
0.618	1.0935
0.500	1.0932
0.382	1.0928
LOW	1.0918
0.618	1.0901
1.000	1.0891
1.618	1.0874
2.618	1.0847
4.250	1.0803

Fisher Pivots for day following 19-Feb-2020
Pivot	1 day	3 day
R1	1.0932	1.0955
PP	1.0931	1.0947
S1	1.0931	1.0939

Download as Excel Spreadsheet

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

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