CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 10-Jun-2020

Day Change Summary
	Previous	Current
	09-Jun-2020	10-Jun-2020	Change	Change %	Previous Week
Open	1.1426	1.1422	-0.0004	0.0%	1.1200
High	1.1429	1.1470	0.0042	0.4%	1.1450
Low	1.1323	1.1415	0.0092	0.8%	1.1186
Close	1.1422	1.1469	0.0047	0.4%	1.1370
Range	0.0106	0.0056	-0.0050	-47.4%	0.0264
ATR	0.0074	0.0073	-0.0001	-1.8%	0.0000
Volume	21	17	-4	-19.0%	141

Daily Pivots for day following 10-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1618	1.1599	1.1499
R3	1.1562	1.1543	1.1484
R2	1.1507	1.1507	1.1479
R1	1.1488	1.1488	1.1474	1.1497
PP	1.1451	1.1451	1.1451	1.1456
S1	1.1432	1.1432	1.1463	1.1442
S2	1.1396	1.1396	1.1458
S3	1.1340	1.1377	1.1453
S4	1.1285	1.1321	1.1438

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	1.1470	1.1278	0.0192	1.7%	0.0087	0.8%	99%	True	False	22
10	1.1470	1.1120	0.0350	3.1%	0.0070	0.6%	100%	True	False	24
20	1.1470	1.0857	0.0614	5.3%	0.0066	0.6%	100%	True	False	22

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1706
2.618	1.1615
1.618	1.1560
1.000	1.1526
0.618	1.1504
HIGH	1.1470
0.618	1.1449
0.500	1.1442
0.382	1.1436
LOW	1.1415
0.618	1.1380
1.000	1.1359
1.618	1.1325
2.618	1.1269
4.250	1.1179

Fisher Pivots for day following 10-Jun-2020
Pivot	1 day	3 day
R1	1.1460	1.1445
PP	1.1451	1.1421
S1	1.1442	1.1397

Download as Excel Spreadsheet

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

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