CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	1.1332	1.1389	0.0057	0.5%	1.1319
High	1.1420	1.1396	-0.0024	-0.2%	1.1421
Low	1.1315	1.1322	0.0008	0.1%	1.1248
Close	1.1385	1.1331	-0.0054	-0.5%	1.1259
Range	0.0106	0.0074	-0.0032	-29.9%	0.0173
ATR	0.0082	0.0082	-0.0001	-0.7%	0.0000
Volume	3	6	3	100.0%	17

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1572	1.1525	1.1372
R3	1.1498	1.1451	1.1351
R2	1.1424	1.1424	1.1345
R1	1.1377	1.1377	1.1338	1.1364
PP	1.1350	1.1350	1.1350	1.1343
S1	1.1303	1.1303	1.1324	1.1290
S2	1.1276	1.1276	1.1317
S3	1.1202	1.1229	1.1311
S4	1.1128	1.1155	1.1290

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%	0.0083	0.7%	48%	False	False	2
10	1.1469	1.1248	0.0221	2.0%	0.0090	0.8%	38%	False	False	9
20	1.1470	1.1120	0.0350	3.1%	0.0080	0.7%	60%	False	False	17

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

Fibonacci Retracements and Extensions
4.250	1.1711
2.618	1.1590
1.618	1.1516
1.000	1.1470
0.618	1.1442
HIGH	1.1396
0.618	1.1368
0.500	1.1359
0.382	1.1350
LOW	1.1322
0.618	1.1276
1.000	1.1248
1.618	1.1202
2.618	1.1128
4.250	1.1008

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	1.1359	1.1335
PP	1.1350	1.1334
S1	1.1340	1.1332

Download as Excel Spreadsheet

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

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