CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 01-May-2020

Day Change Summary
	Previous	Current
	30-Apr-2020	01-May-2020	Change	Change %	Previous Week
Open	1.0922	1.1038	0.0117	1.1%	1.0890
High	1.1026	1.1072	0.0046	0.4%	1.1072
Low	1.0890	1.0997	0.0107	1.0%	1.0873
Close	1.1008	1.1033	0.0025	0.2%	1.1033
Range	0.0136	0.0076	-0.0061	-44.5%	0.0200
ATR	0.0096	0.0095	-0.0001	-1.6%	0.0000
Volume	317	24	-293	-92.4%	647

Daily Pivots for day following 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1260	1.1222	1.1075
R3	1.1185	1.1147	1.1054
R2	1.1109	1.1109	1.1047
R1	1.1071	1.1071	1.1040	1.1053
PP	1.1034	1.1034	1.1034	1.1025
S1	1.0996	1.0996	1.1026	1.0977
S2	1.0958	1.0958	1.1019
S3	1.0883	1.0920	1.1012
S4	1.0807	1.0845	1.0991

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1591	1.1512	1.1143
R3	1.1392	1.1312	1.1088
R2	1.1192	1.1192	1.1070
R1	1.1113	1.1113	1.1051	1.1152
PP	1.0993	1.0993	1.0993	1.1012
S1	1.0913	1.0913	1.1015	1.0953
S2	1.0793	1.0793	1.0996
S3	1.0594	1.0714	1.0978
S4	1.0394	1.0514	1.0923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1072	1.0873	0.0200	1.8%	0.0075	0.7%	80%	True	False	129
10	1.1072	1.0789	0.0284	2.6%	0.0074	0.7%	86%	True	False	98
20	1.1072	1.0789	0.0284	2.6%	0.0072	0.7%	86%	True	False	75
40	1.1601	1.0730	0.0871	7.9%	0.0113	1.0%	35%	False	False	105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1393
2.618	1.1270
1.618	1.1194
1.000	1.1148
0.618	1.1119
HIGH	1.1072
0.618	1.1043
0.500	1.1034
0.382	1.1025
LOW	1.0997
0.618	1.0950
1.000	1.0921
1.618	1.0874
2.618	1.0799
4.250	1.0676

Fisher Pivots for day following 01-May-2020
Pivot	1 day	3 day
R1	1.1034	1.1015
PP	1.1034	1.0997
S1	1.1033	1.0979

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

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