CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 27-Mar-2020

Day Change Summary
	Previous	Current
	26-Mar-2020	27-Mar-2020	Change	Change %	Previous Week
Open	1.0963	1.1114	0.0152	1.4%	1.0744
High	1.1127	1.1219	0.0093	0.8%	1.1219
Low	1.0944	1.1026	0.0083	0.8%	1.0701
Close	1.1112	1.1190	0.0078	0.7%	1.1190
Range	0.0183	0.0193	0.0010	5.5%	0.0519
ATR	0.0150	0.0153	0.0003	2.0%	0.0000
Volume	939	1,051	112	11.9%	4,204

Daily Pivots for day following 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1724	1.1650	1.1296
R3	1.1531	1.1457	1.1243
R2	1.1338	1.1338	1.1225
R1	1.1264	1.1264	1.1208	1.1301
PP	1.1145	1.1145	1.1145	1.1164
S1	1.1071	1.1071	1.1172	1.1108
S2	1.0952	1.0952	1.1155
S3	1.0759	1.0878	1.1137
S4	1.0566	1.0685	1.1084

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2592	1.2410	1.1475
R3	1.2074	1.1891	1.1333
R2	1.1555	1.1555	1.1285
R1	1.1373	1.1373	1.1238	1.1464
PP	1.1037	1.1037	1.1037	1.1082
S1	1.0854	1.0854	1.1142	1.0945
S2	1.0518	1.0518	1.1095
S3	1.0000	1.0336	1.1047
S4	0.9481	0.9817	1.0905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1219	1.0701	0.0519	4.6%	0.0172	1.5%	94%	True	False	840
10	1.1304	1.0701	0.0604	5.4%	0.0199	1.8%	81%	False	False	922
20	1.1572	1.0701	0.0871	7.8%	0.0165	1.5%	56%	False	False	675
40	1.1572	1.0701	0.0871	7.8%	0.0109	1.0%	56%	False	False	470

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	0.0036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2039
2.618	1.1724
1.618	1.1531
1.000	1.1412
0.618	1.1338
HIGH	1.1219
0.618	1.1145
0.500	1.1123
0.382	1.1100
LOW	1.1026
0.618	1.0907
1.000	1.0833
1.618	1.0714
2.618	1.0521
4.250	1.0206

Fisher Pivots for day following 27-Mar-2020
Pivot	1 day	3 day
R1	1.1168	1.1136
PP	1.1145	1.1082
S1	1.1123	1.1028

Download as Excel Spreadsheet

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

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