CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 06-Mar-2020

Day Change Summary
	Previous	Current
	05-Mar-2020	06-Mar-2020	Change	Change %	Previous Week
Open	1.1222	1.1325	0.0104	0.9%	1.1167
High	1.1329	1.1431	0.0103	0.9%	1.1431
Low	1.1213	1.1305	0.0092	0.8%	1.1153
Close	1.1288	1.1399	0.0112	1.0%	1.1399
Range	0.0116	0.0126	0.0011	9.1%	0.0279
ATR	0.0068	0.0073	0.0005	7.9%	0.0000
Volume	349	508	159	45.6%	2,303

Daily Pivots for day following 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1756	1.1704	1.1468
R3	1.1630	1.1578	1.1434
R2	1.1504	1.1504	1.1422
R1	1.1452	1.1452	1.1411	1.1478
PP	1.1378	1.1378	1.1378	1.1392
S1	1.1326	1.1326	1.1387	1.1352
S2	1.1252	1.1252	1.1376
S3	1.1126	1.1200	1.1364
S4	1.1000	1.1074	1.1330

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2163	1.2060	1.1552
R3	1.1885	1.1781	1.1476
R2	1.1606	1.1606	1.1450
R1	1.1503	1.1503	1.1425	1.1554
PP	1.1328	1.1328	1.1328	1.1353
S1	1.1224	1.1224	1.1373	1.1276
S2	1.1049	1.1049	1.1348
S3	1.0771	1.0946	1.1322
S4	1.0492	1.0667	1.1246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1431	1.1153	0.0279	2.4%	0.0106	0.9%	89%	True	False	460
10	1.1431	1.0937	0.0495	4.3%	0.0090	0.8%	94%	True	False	519
20	1.1431	1.0913	0.0519	4.5%	0.0069	0.6%	94%	True	False	338
40	1.1431	1.0913	0.0519	4.5%	0.0050	0.4%	94%	True	False	203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1967
2.618	1.1761
1.618	1.1635
1.000	1.1557
0.618	1.1509
HIGH	1.1431
0.618	1.1383
0.500	1.1368
0.382	1.1353
LOW	1.1305
0.618	1.1227
1.000	1.1179
1.618	1.1101
2.618	1.0975
4.250	1.0770

Fisher Pivots for day following 06-Mar-2020
Pivot	1 day	3 day
R1	1.1389	1.1370
PP	1.1378	1.1340
S1	1.1368	1.1311

Download as Excel Spreadsheet

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

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