CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 05-Mar-2020

Day Change Summary
	Previous	Current
	04-Mar-2020	05-Mar-2020	Change	Change %	Previous Week
Open	1.1243	1.1222	-0.0021	-0.2%	1.0957
High	1.1243	1.1329	0.0086	0.8%	1.1166
Low	1.1190	1.1213	0.0023	0.2%	1.0937
Close	1.1229	1.1288	0.0059	0.5%	1.1142
Range	0.0053	0.0116	0.0063	120.0%	0.0229
ATR	0.0064	0.0068	0.0004	5.7%	0.0000
Volume	404	349	-55	-13.6%	2,893

Daily Pivots for day following 05-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1623	1.1571	1.1351
R3	1.1507	1.1455	1.1319
R2	1.1392	1.1392	1.1309
R1	1.1340	1.1340	1.1298	1.1366
PP	1.1276	1.1276	1.1276	1.1289
S1	1.1224	1.1224	1.1277	1.1250
S2	1.1161	1.1161	1.1266
S3	1.1045	1.1109	1.1256
S4	1.0930	1.0993	1.1224

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	1.1329	1.1071	0.0258	2.3%	0.0100	0.9%	84%	True	False	538
10	1.1329	1.0920	0.0409	3.6%	0.0084	0.7%	90%	True	False	485
20	1.1329	1.0913	0.0416	3.7%	0.0065	0.6%	90%	True	False	314
40	1.1331	1.0913	0.0419	3.7%	0.0048	0.4%	90%	False	False	194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1819
2.618	1.1631
1.618	1.1515
1.000	1.1444
0.618	1.1400
HIGH	1.1329
0.618	1.1284
0.500	1.1271
0.382	1.1257
LOW	1.1213
0.618	1.1142
1.000	1.1098
1.618	1.1026
2.618	1.0911
4.250	1.0722

Fisher Pivots for day following 05-Mar-2020
Pivot	1 day	3 day
R1	1.1282	1.1278
PP	1.1276	1.1269
S1	1.1271	1.1259

Download as Excel Spreadsheet

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

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