CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 12-Mar-2020

Day Change Summary
	Previous	Current
	11-Mar-2020	12-Mar-2020	Change	Change %	Previous Week
Open	1.1378	1.1333	-0.0046	-0.4%	1.1167
High	1.1435	1.1403	-0.0032	-0.3%	1.1431
Low	1.1335	1.1135	-0.0201	-1.8%	1.1153
Close	1.1355	1.1245	-0.0110	-1.0%	1.1399
Range	0.0100	0.0268	0.0169	169.3%	0.0279
ATR	0.0089	0.0102	0.0013	14.4%	0.0000
Volume	282	420	138	48.9%	2,303

Daily Pivots for day following 12-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2065	1.1923	1.1392
R3	1.1797	1.1655	1.1319
R2	1.1529	1.1529	1.1294
R1	1.1387	1.1387	1.1270	1.1324
PP	1.1261	1.1261	1.1261	1.1229
S1	1.1119	1.1119	1.1220	1.1056
S2	1.0993	1.0993	1.1196
S3	1.0725	1.0851	1.1171
S4	1.0457	1.0583	1.1098

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	1.1135	0.0437	3.9%	0.0153	1.4%	25%	False	True	391
10	1.1572	1.1071	0.0501	4.5%	0.0127	1.1%	35%	False	False	465
20	1.1572	1.0913	0.0659	5.9%	0.0092	0.8%	50%	False	False	377
40	1.1572	1.0913	0.0659	5.9%	0.0064	0.6%	50%	False	False	236

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	0.0023
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	1.2542
2.618	1.2104
1.618	1.1836
1.000	1.1671
0.618	1.1568
HIGH	1.1403
0.618	1.1300
0.500	1.1269
0.382	1.1237
LOW	1.1135
0.618	1.0969
1.000	1.0867
1.618	1.0701
2.618	1.0433
4.250	0.9996

Fisher Pivots for day following 12-Mar-2020
Pivot	1 day	3 day
R1	1.1269	1.1311
PP	1.1261	1.1289
S1	1.1253	1.1267

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

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