CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 27-Feb-2020

Day Change Summary
	Previous	Current
	26-Feb-2020	27-Feb-2020	Change	Change %	Previous Week
Open	1.1013	1.1027	0.0015	0.1%	1.0970
High	1.1032	1.1123	0.0091	0.8%	1.0989
Low	1.0985	1.1005	0.0020	0.2%	1.0913
Close	1.1021	1.1106	0.0085	0.8%	1.0987
Range	0.0047	0.0118	0.0071	152.7%	0.0077
ATR	0.0045	0.0050	0.0005	11.5%	0.0000
Volume	191	967	776	406.3%	574

Daily Pivots for day following 27-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1430	1.1386	1.1171
R3	1.1313	1.1268	1.1138
R2	1.1195	1.1195	1.1128
R1	1.1151	1.1151	1.1117	1.1173
PP	1.1078	1.1078	1.1078	1.1089
S1	1.1033	1.1033	1.1095	1.1056
S2	1.0960	1.0960	1.1084
S3	1.0843	1.0916	1.1074
S4	1.0725	1.0798	1.1041

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	1.1123	1.0920	0.0203	1.8%	0.0068	0.6%	92%	True	False	432
10	1.1123	1.0913	0.0210	1.9%	0.0057	0.5%	92%	True	False	289
20	1.1240	1.0913	0.0327	2.9%	0.0048	0.4%	59%	False	False	223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1.1622
2.618	1.1430
1.618	1.1313
1.000	1.1240
0.618	1.1195
HIGH	1.1123
0.618	1.1078
0.500	1.1064
0.382	1.1050
LOW	1.1005
0.618	1.0932
1.000	1.0888
1.618	1.0815
2.618	1.0697
4.250	1.0506

Fisher Pivots for day following 27-Feb-2020
Pivot	1 day	3 day
R1	1.1092	1.1085
PP	1.1078	1.1063
S1	1.1064	1.1042

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

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