CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 18-Mar-2020

Day Change Summary
	Previous	Current
	17-Mar-2020	18-Mar-2020	Change	Change %	Previous Week
Open	1.1260	1.1088	-0.0172	-1.5%	1.1429
High	1.1271	1.1120	-0.0151	-1.3%	1.1572
Low	1.1035	1.0883	-0.0153	-1.4%	1.1135
Close	1.1079	1.0957	-0.0122	-1.1%	1.1157
Range	0.0236	0.0238	0.0002	0.6%	0.0437
ATR	0.0117	0.0125	0.0009	7.4%	0.0000
Volume	943	1,069	126	13.4%	1,977

Daily Pivots for day following 18-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1699	1.1566	1.1088
R3	1.1462	1.1328	1.1022
R2	1.1224	1.1224	1.1001
R1	1.1091	1.1091	1.0979	1.1039
PP	1.0987	1.0987	1.0987	1.0961
S1	1.0853	1.0853	1.0935	1.0801
S2	1.0749	1.0749	1.0913
S3	1.0512	1.0616	1.0892
S4	1.0274	1.0378	1.0826

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	1.1403	1.0883	0.0520	4.7%	0.0205	1.9%	14%	False	True	756
10	1.1572	1.0883	0.0689	6.3%	0.0164	1.5%	11%	False	True	566
20	1.1572	1.0883	0.0689	6.3%	0.0120	1.1%	11%	False	True	517
40	1.1572	1.0883	0.0689	6.3%	0.0079	0.7%	11%	False	True	316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2129
2.618	1.1742
1.618	1.1504
1.000	1.1358
0.618	1.1267
HIGH	1.1120
0.618	1.1029
0.500	1.1001
0.382	1.0973
LOW	1.0883
0.618	1.0736
1.000	1.0645
1.618	1.0498
2.618	1.0261
4.250	0.9873

Fisher Pivots for day following 18-Mar-2020
Pivot	1 day	3 day
R1	1.1001	1.1093
PP	1.0987	1.1048
S1	1.0972	1.1002

Download as Excel Spreadsheet

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

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