CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 10-Mar-2020

Day Change Summary
	Previous	Current
	09-Mar-2020	10-Mar-2020	Change	Change %	Previous Week
Open	1.1429	1.1478	0.0049	0.4%	1.1167
High	1.1572	1.1487	-0.0085	-0.7%	1.1431
Low	1.1428	1.1358	-0.0070	-0.6%	1.1153
Close	1.1542	1.1372	-0.0170	-1.5%	1.1399
Range	0.0144	0.0129	-0.0016	-10.8%	0.0279
ATR	0.0081	0.0088	0.0007	9.2%	0.0000
Volume	494	252	-242	-49.0%	2,303

Daily Pivots for day following 10-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1791	1.1710	1.1443
R3	1.1663	1.1582	1.1407
R2	1.1534	1.1534	1.1396
R1	1.1453	1.1453	1.1384	1.1429
PP	1.1406	1.1406	1.1406	1.1394
S1	1.1325	1.1325	1.1360	1.1301
S2	1.1277	1.1277	1.1348
S3	1.1149	1.1196	1.1337
S4	1.1020	1.1068	1.1301

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	3.4%	0.0113	1.0%	48%	False	False	401
10	1.1572	1.0985	0.0587	5.2%	0.0106	0.9%	66%	False	False	510
20	1.1572	1.0913	0.0659	5.8%	0.0078	0.7%	70%	False	False	367
40	1.1572	1.0913	0.0659	5.8%	0.0056	0.5%	70%	False	False	219

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2033
2.618	1.1823
1.618	1.1694
1.000	1.1615
0.618	1.1566
HIGH	1.1487
0.618	1.1437
0.500	1.1422
0.382	1.1407
LOW	1.1358
0.618	1.1279
1.000	1.1230
1.618	1.1150
2.618	1.1022
4.250	1.0812

Fisher Pivots for day following 10-Mar-2020
Pivot	1 day	3 day
R1	1.1422	1.1438
PP	1.1406	1.1416
S1	1.1389	1.1394

Download as Excel Spreadsheet

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

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