CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 26-Mar-2020

Day Change Summary
	Previous	Current
	25-Mar-2020	26-Mar-2020	Change	Change %	Previous Week
Open	1.0882	1.0963	0.0081	0.7%	1.1190
High	1.0967	1.1127	0.0160	1.5%	1.1304
Low	1.0836	1.0944	0.0108	1.0%	1.0709
Close	1.0941	1.1112	0.0171	1.6%	1.0723
Range	0.0131	0.0183	0.0053	40.2%	0.0596
ATR	0.0147	0.0150	0.0003	1.9%	0.0000
Volume	432	939	507	117.4%	5,016

Daily Pivots for day following 26-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1610	1.1544	1.1213
R3	1.1427	1.1361	1.1162
R2	1.1244	1.1244	1.1146
R1	1.1178	1.1178	1.1129	1.1211
PP	1.1061	1.1061	1.1061	1.1077
S1	1.0995	1.0995	1.1095	1.1028
S2	1.0878	1.0878	1.1078
S3	1.0695	1.0812	1.1062
S4	1.0512	1.0629	1.1011

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	1.1127	1.0701	0.0426	3.8%	0.0172	1.6%	97%	True	False	778
10	1.1304	1.0701	0.0604	5.4%	0.0194	1.7%	68%	False	False	869
20	1.1572	1.0701	0.0871	7.8%	0.0160	1.4%	47%	False	False	667
40	1.1572	1.0701	0.0871	7.8%	0.0104	0.9%	47%	False	False	445

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	0.0031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1904
2.618	1.1606
1.618	1.1423
1.000	1.1310
0.618	1.1240
HIGH	1.1127
0.618	1.1057
0.500	1.1035
0.382	1.1013
LOW	1.0944
0.618	1.0830
1.000	1.0761
1.618	1.0647
2.618	1.0464
4.250	1.0166

Fisher Pivots for day following 26-Mar-2020
Pivot	1 day	3 day
R1	1.1086	1.1064
PP	1.1061	1.1016
S1	1.1035	1.0968

Download as Excel Spreadsheet

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

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