CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 15-Apr-2020

Day Change Summary
	Previous	Current
	14-Apr-2020	15-Apr-2020	Change	Change %	Previous Week
Open	1.1025	1.0990	-0.0035	-0.3%	1.0892
High	1.1055	1.1001	-0.0055	-0.5%	1.1022
Low	1.0988	1.0931	-0.0057	-0.5%	1.0852
Close	1.1055	1.0991	-0.0064	-0.6%	1.1013
Range	0.0067	0.0070	0.0003	3.7%	0.0170
ATR	0.0117	0.0118	0.0000	0.4%	0.0000
Volume	4	92	88	2,200.0%	230

Daily Pivots for day following 15-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1183	1.1156	1.1029
R3	1.1113	1.1087	1.1010
R2	1.1044	1.1044	1.1004
R1	1.1017	1.1017	1.0997	1.1031
PP	1.0974	1.0974	1.0974	1.0981
S1	1.0948	1.0948	1.0985	1.0961
S2	1.0905	1.0905	1.0978
S3	1.0835	1.0878	1.0972
S4	1.0766	1.0809	1.0953

Weekly Pivots for week ending 10-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1472	1.1412	1.1106
R3	1.1302	1.1242	1.1059
R2	1.1132	1.1132	1.1044
R1	1.1072	1.1072	1.1028	1.1102
PP	1.0962	1.0962	1.0962	1.0977
S1	1.0902	1.0902	1.0997	1.0932
S2	1.0792	1.0792	1.0981
S3	1.0622	1.0732	1.0966
S4	1.0452	1.0562	1.0919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1055	1.0913	0.0142	1.3%	0.0070	0.6%	55%	False	False	38
10	1.1121	1.0852	0.0270	2.5%	0.0087	0.8%	52%	False	False	47
20	1.1243	1.0730	0.0513	4.7%	0.0126	1.1%	51%	False	False	101
40	1.1601	1.0730	0.0871	7.9%	0.0110	1.0%	30%	False	False	107

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1296
2.618	1.1182
1.618	1.1113
1.000	1.1070
0.618	1.1043
HIGH	1.1001
0.618	1.0974
0.500	1.0966
0.382	1.0958
LOW	1.0931
0.618	1.0888
1.000	1.0862
1.618	1.0819
2.618	1.0749
4.250	1.0636

Fisher Pivots for day following 15-Apr-2020
Pivot	1 day	3 day
R1	1.0983	1.0993
PP	1.0974	1.0992
S1	1.0966	1.0992

Download as Excel Spreadsheet

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

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