CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 26-Feb-2020

Day Change Summary
	Previous	Current
	25-Feb-2020	26-Feb-2020	Change	Change %	Previous Week
Open	1.0991	1.1013	0.0022	0.2%	1.0970
High	1.1009	1.1032	0.0023	0.2%	1.0989
Low	1.0961	1.0985	0.0025	0.2%	1.0913
Close	1.1005	1.1021	0.0016	0.1%	1.0987
Range	0.0049	0.0047	-0.0002	-4.1%	0.0077
ATR	0.0045	0.0045	0.0000	0.3%	0.0000
Volume	662	191	-471	-71.1%	574

Daily Pivots for day following 26-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.1133	1.1047
R3	1.1106	1.1087	1.1034
R2	1.1059	1.1059	1.1030
R1	1.1040	1.1040	1.1025	1.1050
PP	1.1013	1.1013	1.1013	1.1017
S1	1.0994	1.0994	1.1017	1.1003
S2	1.0966	1.0966	1.1012
S3	1.0920	1.0947	1.1008
S4	1.0873	1.0901	1.0995

Weekly Pivots for week ending 21-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1192	1.1166	1.1029
R3	1.1116	1.1090	1.1008
R2	1.1039	1.1039	1.1001
R1	1.1013	1.1013	1.0994	1.1026
PP	1.0963	1.0963	1.0963	1.0969
S1	1.0937	1.0937	1.0980	1.0950
S2	1.0886	1.0886	1.0973
S3	1.0810	1.0860	1.0966
S4	1.0733	1.0784	1.0945

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1032	1.0913	0.0119	1.1%	0.0053	0.5%	91%	True	False	273
10	1.1064	1.0913	0.0151	1.4%	0.0051	0.5%	72%	False	False	229
20	1.1240	1.0913	0.0327	3.0%	0.0044	0.4%	33%	False	False	180

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1229
2.618	1.1153
1.618	1.1107
1.000	1.1078
0.618	1.1060
HIGH	1.1032
0.618	1.1014
0.500	1.1008
0.382	1.1003
LOW	1.0985
0.618	1.0956
1.000	1.0939
1.618	1.0910
2.618	1.0863
4.250	1.0787

Fisher Pivots for day following 26-Feb-2020
Pivot	1 day	3 day
R1	1.1017	1.1009
PP	1.1013	1.0996
S1	1.1008	1.0984

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

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