CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 09-Mar-2020

Day Change Summary
	Previous	Current
	06-Mar-2020	09-Mar-2020	Change	Change %	Previous Week
Open	1.1325	1.1429	0.0104	0.9%	1.1167
High	1.1431	1.1572	0.0141	1.2%	1.1431
Low	1.1305	1.1428	0.0123	1.1%	1.1153
Close	1.1399	1.1542	0.0143	1.3%	1.1399
Range	0.0126	0.0144	0.0018	14.3%	0.0279
ATR	0.0073	0.0081	0.0007	9.6%	0.0000
Volume	508	494	-14	-2.8%	2,303

Daily Pivots for day following 09-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1946	1.1888	1.1621
R3	1.1802	1.1744	1.1582
R2	1.1658	1.1658	1.1568
R1	1.1600	1.1600	1.1555	1.1629
PP	1.1514	1.1514	1.1514	1.1528
S1	1.1456	1.1456	1.1529	1.1485
S2	1.1370	1.1370	1.1516
S3	1.1226	1.1312	1.1502
S4	1.1082	1.1168	1.1463

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	1.1572	1.1190	0.0382	3.3%	0.0108	0.9%	92%	True	False	437
10	1.1572	1.0961	0.0611	5.3%	0.0098	0.9%	95%	True	False	551
20	1.1572	1.0913	0.0659	5.7%	0.0074	0.6%	96%	True	False	362
40	1.1572	1.0913	0.0659	5.7%	0.0053	0.5%	96%	True	False	213

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	0.0017
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	1.2184
2.618	1.1948
1.618	1.1804
1.000	1.1716
0.618	1.1660
HIGH	1.1572
0.618	1.1516
0.500	1.1500
0.382	1.1483
LOW	1.1428
0.618	1.1339
1.000	1.1284
1.618	1.1195
2.618	1.1051
4.250	1.0816

Fisher Pivots for day following 09-Mar-2020
Pivot	1 day	3 day
R1	1.1528	1.1492
PP	1.1514	1.1442
S1	1.1500	1.1392

Download as Excel Spreadsheet

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

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