CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 20-Mar-2020

Day Change Summary
	Previous	Current
	19-Mar-2020	20-Mar-2020	Change	Change %	Previous Week
Open	1.1011	1.0750	-0.0262	-2.4%	1.1190
High	1.1065	1.0904	-0.0161	-1.5%	1.1304
Low	1.0743	1.0709	-0.0035	-0.3%	1.0709
Close	1.0754	1.0723	-0.0031	-0.3%	1.0723
Range	0.0322	0.0195	-0.0127	-39.3%	0.0596
ATR	0.0139	0.0143	0.0004	2.8%	0.0000
Volume	1,441	740	-701	-48.6%	5,016

Daily Pivots for day following 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1363	1.1238	1.0830
R3	1.1168	1.1043	1.0777
R2	1.0973	1.0973	1.0759
R1	1.0848	1.0848	1.0741	1.0813
PP	1.0778	1.0778	1.0778	1.0761
S1	1.0653	1.0653	1.0705	1.0618
S2	1.0583	1.0583	1.0687
S3	1.0388	1.0458	1.0669
S4	1.0193	1.0263	1.0616

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2698	1.2306	1.1051
R3	1.2103	1.1711	1.0887
R2	1.1507	1.1507	1.0832
R1	1.1115	1.1115	1.0778	1.1014
PP	1.0912	1.0912	1.0912	1.0861
S1	1.0520	1.0520	1.0668	1.0418
S2	1.0316	1.0316	1.0614
S3	0.9721	0.9924	1.0559
S4	0.9125	0.9329	1.0395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1304	1.0709	0.0596	5.6%	0.0226	2.1%	2%	False	True	1,003
10	1.1572	1.0709	0.0863	8.0%	0.0192	1.8%	2%	False	True	699
20	1.1572	1.0709	0.0863	8.0%	0.0141	1.3%	2%	False	True	609
40	1.1572	1.0709	0.0863	8.0%	0.0090	0.8%	2%	False	True	370

Crabel Price Patterns
NR	True
NR4	True
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	0.0032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1732
2.618	1.1414
1.618	1.1219
1.000	1.1099
0.618	1.1024
HIGH	1.0904
0.618	1.0829
0.500	1.0806
0.382	1.0783
LOW	1.0709
0.618	1.0588
1.000	1.0514
1.618	1.0393
2.618	1.0198
4.250	0.9880

Fisher Pivots for day following 20-Mar-2020
Pivot	1 day	3 day
R1	1.0806	1.0914
PP	1.0778	1.0851
S1	1.0751	1.0787

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

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