CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 22-Apr-2020

Day Change Summary
	Previous	Current
	21-Apr-2020	22-Apr-2020	Change	Change %	Previous Week
Open	1.0925	1.0910	-0.0015	-0.1%	1.1000
High	1.0941	1.0943	0.0002	0.0%	1.1055
Low	1.0882	1.0865	-0.0018	-0.2%	1.0885
Close	1.0915	1.0879	-0.0036	-0.3%	1.0934
Range	0.0059	0.0079	0.0020	33.1%	0.0171
ATR	0.0105	0.0103	-0.0002	-1.8%	0.0000
Volume	12	39	27	225.0%	233

Daily Pivots for day following 22-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1131	1.1084	1.0922
R3	1.1053	1.1005	1.0901
R2	1.0974	1.0974	1.0893
R1	1.0927	1.0927	1.0886	1.0911
PP	1.0896	1.0896	1.0896	1.0888
S1	1.0848	1.0848	1.0872	1.0833
S2	1.0817	1.0817	1.0865
S3	1.0739	1.0770	1.0857
S4	1.0660	1.0691	1.0836

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1469	1.1372	1.1028
R3	1.1299	1.1202	1.0981
R2	1.1128	1.1128	1.0965
R1	1.1031	1.1031	1.0950	1.0995
PP	1.0958	1.0958	1.0958	1.0940
S1	1.0861	1.0861	1.0918	1.0824
S2	1.0787	1.0787	1.0903
S3	1.0617	1.0690	1.0887
S4	1.0446	1.0520	1.0840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0957	1.0865	0.0093	0.9%	0.0056	0.5%	16%	False	True	48
10	1.1055	1.0865	0.0191	1.8%	0.0063	0.6%	8%	False	True	43
20	1.1243	1.0852	0.0392	3.6%	0.0087	0.8%	7%	False	False	66
40	1.1601	1.0730	0.0871	8.0%	0.0113	1.0%	17%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1277
2.618	1.1149
1.618	1.1070
1.000	1.1022
0.618	1.0992
HIGH	1.0943
0.618	1.0913
0.500	1.0904
0.382	1.0894
LOW	1.0865
0.618	1.0816
1.000	1.0786
1.618	1.0737
2.618	1.0659
4.250	1.0531

Fisher Pivots for day following 22-Apr-2020
Pivot	1 day	3 day
R1	1.0904	1.0911
PP	1.0896	1.0900
S1	1.0887	1.0890

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

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