CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 16-Jun-2020

Day Change Summary
	Previous	Current
	15-Jun-2020	16-Jun-2020	Change	Change %	Previous Week
Open	1.1319	1.1400	0.0081	0.7%	1.1355
High	1.1396	1.1421	0.0025	0.2%	1.1470
Low	1.1319	1.1310	-0.0010	-0.1%	1.1281
Close	1.1392	1.1348	-0.0045	-0.4%	1.1307
Range	0.0077	0.0112	0.0035	44.8%	0.0189
ATR	0.0079	0.0081	0.0002	3.0%	0.0000
Volume	7	6	-1	-14.3%	125

Daily Pivots for day following 16-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1694	1.1632	1.1409
R3	1.1582	1.1521	1.1378
R2	1.1471	1.1471	1.1368
R1	1.1409	1.1409	1.1358	1.1384
PP	1.1359	1.1359	1.1359	1.1347
S1	1.1298	1.1298	1.1337	1.1273
S2	1.1248	1.1248	1.1327
S3	1.1136	1.1186	1.1317
S4	1.1025	1.1075	1.1286

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1920	1.1802	1.1410
R3	1.1731	1.1613	1.1358
R2	1.1542	1.1542	1.1341
R1	1.1424	1.1424	1.1324	1.1388
PP	1.1353	1.1353	1.1353	1.1335
S1	1.1235	1.1235	1.1289	1.1199
S2	1.1164	1.1164	1.1272
S3	1.0975	1.1046	1.1255
S4	1.0786	1.0857	1.1203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1470	1.1281	0.0189	1.7%	0.0093	0.8%	35%	False	False	20
10	1.1470	1.1258	0.0213	1.9%	0.0090	0.8%	42%	False	False	25
20	1.1470	1.0957	0.0513	4.5%	0.0074	0.7%	76%	False	False	22

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1895
2.618	1.1713
1.618	1.1601
1.000	1.1533
0.618	1.1490
HIGH	1.1421
0.618	1.1378
0.500	1.1365
0.382	1.1352
LOW	1.1310
0.618	1.1241
1.000	1.1198
1.618	1.1129
2.618	1.1018
4.250	1.0836

Fisher Pivots for day following 16-Jun-2020
Pivot	1 day	3 day
R1	1.1365	1.1351
PP	1.1359	1.1350
S1	1.1353	1.1349

Download as Excel Spreadsheet

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

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