CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 02-Mar-2020

Day Change Summary
	Previous	Current
	28-Feb-2020	02-Mar-2020	Change	Change %	Previous Week
Open	1.1145	1.1167	0.0023	0.2%	1.0957
High	1.1166	1.1290	0.0124	1.1%	1.1166
Low	1.1071	1.1153	0.0082	0.7%	1.0937
Close	1.1142	1.1272	0.0130	1.2%	1.1142
Range	0.0095	0.0137	0.0043	45.0%	0.0229
ATR	0.0053	0.0060	0.0007	12.7%	0.0000
Volume	899	612	-287	-31.9%	2,893

Daily Pivots for day following 02-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1649	1.1597	1.1347
R3	1.1512	1.1460	1.1309
R2	1.1375	1.1375	1.1297
R1	1.1323	1.1323	1.1284	1.1349
PP	1.1238	1.1238	1.1238	1.1251
S1	1.1186	1.1186	1.1259	1.1212
S2	1.1101	1.1101	1.1246
S3	1.0964	1.1049	1.1234
S4	1.0827	1.0912	1.1196

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1768	1.1684	1.1267
R3	1.1539	1.1455	1.1204
R2	1.1310	1.1310	1.1183
R1	1.1226	1.1226	1.1162	1.1268
PP	1.1081	1.1081	1.1081	1.1102
S1	1.0997	1.0997	1.1121	1.1039
S2	1.0852	1.0852	1.1100
S3	1.0623	1.0768	1.1079
S4	1.0394	1.0539	1.1016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1290	1.0961	0.0329	2.9%	0.0089	0.8%	95%	True	False	666
10	1.1290	1.0913	0.0377	3.3%	0.0070	0.6%	95%	True	False	407
20	1.1290	1.0913	0.0377	3.3%	0.0055	0.5%	95%	True	False	287

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 40 trading days

Fibonacci Retracements and Extensions
4.250	1.1872
2.618	1.1648
1.618	1.1511
1.000	1.1427
0.618	1.1374
HIGH	1.1290
0.618	1.1237
0.500	1.1221
0.382	1.1205
LOW	1.1153
0.618	1.1068
1.000	1.1016
1.618	1.0931
2.618	1.0794
4.250	1.0570

Fisher Pivots for day following 02-Mar-2020
Pivot	1 day	3 day
R1	1.1255	1.1230
PP	1.1238	1.1189
S1	1.1221	1.1147

Download as Excel Spreadsheet

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

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