CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 11-Mar-2020

Day Change Summary
	Previous	Current
	10-Mar-2020	11-Mar-2020	Change	Change %	Previous Week
Open	1.1478	1.1378	-0.0100	-0.9%	1.1167
High	1.1487	1.1435	-0.0052	-0.5%	1.1431
Low	1.1358	1.1335	-0.0023	-0.2%	1.1153
Close	1.1372	1.1355	-0.0017	-0.1%	1.1399
Range	0.0129	0.0100	-0.0029	-22.6%	0.0279
ATR	0.0088	0.0089	0.0001	0.9%	0.0000
Volume	252	282	30	11.9%	2,303

Daily Pivots for day following 11-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1673	1.1614	1.1410
R3	1.1574	1.1514	1.1382
R2	1.1474	1.1474	1.1373
R1	1.1415	1.1415	1.1364	1.1395
PP	1.1375	1.1375	1.1375	1.1365
S1	1.1315	1.1315	1.1346	1.1295
S2	1.1275	1.1275	1.1337
S3	1.1176	1.1216	1.1328
S4	1.1076	1.1116	1.1300

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	1.1213	0.0359	3.2%	0.0123	1.1%	40%	False	False	377
10	1.1572	1.1005	0.0567	5.0%	0.0112	1.0%	62%	False	False	519
20	1.1572	1.0913	0.0659	5.8%	0.0081	0.7%	67%	False	False	374
40	1.1572	1.0913	0.0659	5.8%	0.0057	0.5%	67%	False	False	226

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1857
2.618	1.1695
1.618	1.1595
1.000	1.1534
0.618	1.1496
HIGH	1.1435
0.618	1.1396
0.500	1.1385
0.382	1.1373
LOW	1.1335
0.618	1.1274
1.000	1.1236
1.618	1.1174
2.618	1.1075
4.250	1.0912

Fisher Pivots for day following 11-Mar-2020
Pivot	1 day	3 day
R1	1.1385	1.1453
PP	1.1375	1.1421
S1	1.1365	1.1388

Download as Excel Spreadsheet

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

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