CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	1.1355	1.1426	0.0071	0.6%	1.1200
High	1.1385	1.1429	0.0044	0.4%	1.1450
Low	1.1350	1.1323	-0.0027	-0.2%	1.1186
Close	1.1381	1.1422	0.0041	0.4%	1.1370
Range	0.0035	0.0106	0.0071	205.8%	0.0264
ATR	0.0072	0.0074	0.0002	3.4%	0.0000
Volume	16	21	5	31.3%	141

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1708	1.1670	1.1480
R3	1.1602	1.1565	1.1451
R2	1.1497	1.1497	1.1441
R1	1.1459	1.1459	1.1431	1.1425
PP	1.1391	1.1391	1.1391	1.1374
S1	1.1354	1.1354	1.1412	1.1320
S2	1.1286	1.1286	1.1402
S3	1.1180	1.1248	1.1392
S4	1.1075	1.1143	1.1363

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2126	1.2011	1.1515
R3	1.1862	1.1748	1.1442
R2	1.1599	1.1599	1.1418
R1	1.1484	1.1484	1.1394	1.1542
PP	1.1335	1.1335	1.1335	1.1364
S1	1.1221	1.1221	1.1346	1.1278
S2	1.1072	1.1072	1.1322
S3	1.0808	1.0957	1.1298
S4	1.0545	1.0694	1.1225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1450	1.1258	0.0192	1.7%	0.0088	0.8%	85%	False	False	30
10	1.1450	1.1016	0.0434	3.8%	0.0072	0.6%	94%	False	False	22
20	1.1450	1.0857	0.0593	5.2%	0.0067	0.6%	95%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1877
2.618	1.1705
1.618	1.1599
1.000	1.1534
0.618	1.1494
HIGH	1.1429
0.618	1.1388
0.500	1.1376
0.382	1.1363
LOW	1.1323
0.618	1.1258
1.000	1.1218
1.618	1.1152
2.618	1.1047
4.250	1.0875

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	1.1406	1.1410
PP	1.1391	1.1398
S1	1.1376	1.1386

Download as Excel Spreadsheet

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

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