CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	1.1273	1.1305	0.0032	0.3%	1.1334
High	1.1308	1.1358	0.0050	0.4%	1.1420
Low	1.1268	1.1290	0.0022	0.2%	1.1251
Close	1.1297	1.1305	0.0008	0.1%	1.1297
Range	0.0041	0.0068	0.0028	67.9%	0.0170
ATR	0.0078	0.0077	-0.0001	-0.9%	0.0000
Volume	7	0	-7	-100.0%	16

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1521	1.1481	1.1342
R3	1.1453	1.1413	1.1324
R2	1.1385	1.1385	1.1317
R1	1.1345	1.1345	1.1311	1.1339
PP	1.1317	1.1317	1.1317	1.1314
S1	1.1277	1.1277	1.1299	1.1271
S2	1.1249	1.1249	1.1293
S3	1.1181	1.1209	1.1286
S4	1.1113	1.1141	1.1268

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1831	1.1734	1.1390
R3	1.1662	1.1564	1.1344
R2	1.1492	1.1492	1.1328
R1	1.1395	1.1395	1.1313	1.1359
PP	1.1323	1.1323	1.1323	1.1305
S1	1.1225	1.1225	1.1281	1.1189
S2	1.1153	1.1153	1.1266
S3	1.0984	1.1056	1.1250
S4	1.0814	1.0886	1.1204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1420	1.1263	0.0157	1.4%	0.0062	0.6%	27%	False	False	3
10	1.1421	1.1248	0.0173	1.5%	0.0074	0.7%	33%	False	False	2
20	1.1470	1.1202	0.0269	2.4%	0.0080	0.7%	39%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1647
2.618	1.1536
1.618	1.1468
1.000	1.1426
0.618	1.1400
HIGH	1.1358
0.618	1.1332
0.500	1.1324
0.382	1.1315
LOW	1.1290
0.618	1.1247
1.000	1.1222
1.618	1.1179
2.618	1.1111
4.250	1.1001

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	1.1324	1.1310
PP	1.1317	1.1309
S1	1.1311	1.1307

Download as Excel Spreadsheet

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

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