CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 30-Mar-2020

Day Change Summary
	Previous	Current
	27-Mar-2020	30-Mar-2020	Change	Change %	Previous Week
Open	1.1114	1.1195	0.0081	0.7%	1.0744
High	1.1219	1.1215	-0.0004	0.0%	1.1219
Low	1.1026	1.1080	0.0054	0.5%	1.0701
Close	1.1190	1.1096	-0.0095	-0.8%	1.1190
Range	0.0193	0.0135	-0.0058	-30.1%	0.0519
ATR	0.0153	0.0152	-0.0001	-0.8%	0.0000
Volume	1,051	586	-465	-44.2%	4,204

Daily Pivots for day following 30-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1535	1.1450	1.1170
R3	1.1400	1.1315	1.1133
R2	1.1265	1.1265	1.1120
R1	1.1180	1.1180	1.1108	1.1155
PP	1.1130	1.1130	1.1130	1.1118
S1	1.1045	1.1045	1.1083	1.1020
S2	1.0995	1.0995	1.1071
S3	1.0860	1.0910	1.1058
S4	1.0725	1.0775	1.1021

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	1.0810	0.0410	3.7%	0.0159	1.4%	70%	False	False	737
10	1.1271	1.0701	0.0571	5.1%	0.0199	1.8%	69%	False	False	898
20	1.1572	1.0701	0.0871	7.9%	0.0165	1.5%	45%	False	False	673
40	1.1572	1.0701	0.0871	7.9%	0.0110	1.0%	45%	False	False	480

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1789
2.618	1.1568
1.618	1.1433
1.000	1.1350
0.618	1.1298
HIGH	1.1215
0.618	1.1163
0.500	1.1148
0.382	1.1132
LOW	1.1080
0.618	1.0997
1.000	1.0945
1.618	1.0862
2.618	1.0727
4.250	1.0506

Fisher Pivots for day following 30-Mar-2020
Pivot	1 day	3 day
R1	1.1148	1.1091
PP	1.1130	1.1086
S1	1.1113	1.1081

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

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