CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 24-Mar-2020

Day Change Summary
	Previous	Current
	23-Mar-2020	24-Mar-2020	Change	Change %	Previous Week
Open	1.0744	1.0813	0.0069	0.6%	1.1190
High	1.0903	1.0961	0.0059	0.5%	1.1304
Low	1.0701	1.0810	0.0109	1.0%	1.0709
Close	1.0804	1.0832	0.0028	0.3%	1.0723
Range	0.0202	0.0152	-0.0051	-25.0%	0.0596
ATR	0.0148	0.0148	0.0001	0.5%	0.0000
Volume	1,101	681	-420	-38.1%	5,016

Daily Pivots for day following 24-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1322	1.1228	1.0915
R3	1.1170	1.1077	1.0873
R2	1.1019	1.1019	1.0859
R1	1.0925	1.0925	1.0845	1.0972
PP	1.0867	1.0867	1.0867	1.0891
S1	1.0774	1.0774	1.0818	1.0821
S2	1.0716	1.0716	1.0804
S3	1.0564	1.0622	1.0790
S4	1.0413	1.0471	1.0748

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	1.1120	1.0701	0.0420	3.9%	0.0222	2.0%	31%	False	False	1,006
10	1.1435	1.0701	0.0734	6.8%	0.0200	1.8%	18%	False	False	802
20	1.1572	1.0701	0.0871	8.0%	0.0153	1.4%	15%	False	False	656
40	1.1572	1.0701	0.0871	8.0%	0.0098	0.9%	15%	False	False	414

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0036
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1605
2.618	1.1358
1.618	1.1206
1.000	1.1113
0.618	1.1055
HIGH	1.0961
0.618	1.0903
0.500	1.0885
0.382	1.0867
LOW	1.0810
0.618	1.0716
1.000	1.0658
1.618	1.0564
2.618	1.0413
4.250	1.0166

Fisher Pivots for day following 24-Mar-2020
Pivot	1 day	3 day
R1	1.0885	1.0831
PP	1.0867	1.0831
S1	1.0849	1.0831

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

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