CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	1.1334	1.1332	-0.0002	0.0%	1.1319
High	1.1338	1.1420	0.0082	0.7%	1.1421
Low	1.1251	1.1315	0.0064	0.6%	1.1248
Close	1.1334	1.1385	0.0051	0.4%	1.1259
Range	0.0088	0.0106	0.0018	20.6%	0.0173
ATR	0.0081	0.0082	0.0002	2.2%	0.0000
Volume	0	3	3		17

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1690	1.1643	1.1443
R3	1.1584	1.1537	1.1414
R2	1.1479	1.1479	1.1404
R1	1.1432	1.1432	1.1395	1.1455
PP	1.1373	1.1373	1.1373	1.1385
S1	1.1326	1.1326	1.1375	1.1350
S2	1.1268	1.1268	1.1366
S3	1.1162	1.1221	1.1356
S4	1.1057	1.1115	1.1327

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1828	1.1717	1.1354
R3	1.1655	1.1544	1.1307
R2	1.1482	1.1482	1.1291
R1	1.1371	1.1371	1.1275	1.1340
PP	1.1309	1.1309	1.1309	1.1294
S1	1.1198	1.1198	1.1243	1.1167
S2	1.1136	1.1136	1.1227
S3	1.0963	1.1025	1.1211
S4	1.0790	1.0852	1.1164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1420	1.1248	0.0172	1.5%	0.0084	0.7%	80%	True	False	1
10	1.1470	1.1248	0.0222	1.9%	0.0089	0.8%	62%	False	False	10
20	1.1470	1.1016	0.0455	4.0%	0.0080	0.7%	81%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1868
2.618	1.1696
1.618	1.1591
1.000	1.1526
0.618	1.1485
HIGH	1.1420
0.618	1.1380
0.500	1.1367
0.382	1.1355
LOW	1.1315
0.618	1.1249
1.000	1.1209
1.618	1.1144
2.618	1.1038
4.250	1.0866

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	1.1379	1.1368
PP	1.1373	1.1351
S1	1.1367	1.1334

Download as Excel Spreadsheet

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

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