CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	1.0750	1.0744	-0.0006	-0.1%	1.1190
High	1.0904	1.0903	-0.0001	0.0%	1.1304
Low	1.0709	1.0701	-0.0008	-0.1%	1.0709
Close	1.0723	1.0804	0.0081	0.8%	1.0723
Range	0.0195	0.0202	0.0007	3.6%	0.0596
ATR	0.0143	0.0148	0.0004	2.9%	0.0000
Volume	740	1,101	361	48.8%	5,016

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1408	1.1308	1.0915
R3	1.1206	1.1106	1.0860
R2	1.1004	1.1004	1.0841
R1	1.0904	1.0904	1.0823	1.0954
PP	1.0802	1.0802	1.0802	1.0827
S1	1.0702	1.0702	1.0785	1.0752
S2	1.0600	1.0600	1.0767
S3	1.0398	1.0500	1.0748
S4	1.0196	1.0298	1.0693

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	1.1271	1.0701	0.0571	5.3%	0.0238	2.2%	18%	False	True	1,058
10	1.1487	1.0701	0.0786	7.3%	0.0197	1.8%	13%	False	True	760
20	1.1572	1.0701	0.0871	8.1%	0.0148	1.4%	12%	False	True	655
40	1.1572	1.0701	0.0871	8.1%	0.0095	0.9%	12%	False	True	397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1761
2.618	1.1431
1.618	1.1229
1.000	1.1105
0.618	1.1027
HIGH	1.0903
0.618	1.0825
0.500	1.0802
0.382	1.0778
LOW	1.0701
0.618	1.0576
1.000	1.0499
1.618	1.0374
2.618	1.0172
4.250	0.9842

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	1.0803	1.0883
PP	1.0802	1.0856
S1	1.0802	1.0830

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

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