CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 16-Mar-2020

Day Change Summary
	Previous	Current
	13-Mar-2020	16-Mar-2020	Change	Change %	Previous Week
Open	1.1250	1.1190	-0.0060	-0.5%	1.1429
High	1.1287	1.1304	0.0018	0.2%	1.1572
Low	1.1142	1.1163	0.0021	0.2%	1.1135
Close	1.1157	1.1257	0.0101	0.9%	1.1157
Range	0.0145	0.0141	-0.0004	-2.4%	0.0437
ATR	0.0105	0.0108	0.0003	2.9%	0.0000
Volume	529	823	294	55.6%	1,977

Daily Pivots for day following 16-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1664	1.1602	1.1335
R3	1.1523	1.1461	1.1296
R2	1.1382	1.1382	1.1283
R1	1.1320	1.1320	1.1270	1.1351
PP	1.1241	1.1241	1.1241	1.1257
S1	1.1179	1.1179	1.1244	1.1210
S2	1.1100	1.1100	1.1231
S3	1.0959	1.1038	1.1218
S4	1.0818	1.0897	1.1179

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2599	1.2315	1.1397
R3	1.2162	1.1878	1.1277
R2	1.1725	1.1725	1.1237
R1	1.1441	1.1441	1.1197	1.1364
PP	1.1288	1.1288	1.1288	1.1249
S1	1.1004	1.1004	1.1116	1.0927
S2	1.0851	1.0851	1.1076
S3	1.0414	1.0567	1.1036
S4	0.9977	1.0130	1.0916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1487	1.1135	0.0352	3.1%	0.0156	1.4%	35%	False	False	461
10	1.1572	1.1135	0.0437	3.9%	0.0132	1.2%	28%	False	False	449
20	1.1572	1.0913	0.0659	5.9%	0.0101	0.9%	52%	False	False	428
40	1.1572	1.0913	0.0659	5.9%	0.0069	0.6%	52%	False	False	267

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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1903
2.618	1.1673
1.618	1.1532
1.000	1.1445
0.618	1.1391
HIGH	1.1304
0.618	1.1250
0.500	1.1234
0.382	1.1217
LOW	1.1163
0.618	1.1076
1.000	1.1022
1.618	1.0935
2.618	1.0794
4.250	1.0564

Fisher Pivots for day following 16-Mar-2020
Pivot	1 day	3 day
R1	1.1249	1.1269
PP	1.1241	1.1265
S1	1.1234	1.1261

Download as Excel Spreadsheet

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

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