CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 30-Jun-2020

Day Change Summary
	Previous	Current
	29-Jun-2020	30-Jun-2020	Change	Change %	Previous Week
Open	1.1305	1.1270	-0.0035	-0.3%	1.1334
High	1.1358	1.1330	-0.0028	-0.2%	1.1420
Low	1.1290	1.1261	-0.0029	-0.3%	1.1251
Close	1.1305	1.1304	-0.0001	0.0%	1.1297
Range	0.0068	0.0069	0.0001	1.5%	0.0170
ATR	0.0077	0.0077	-0.0001	-0.8%	0.0000
Volume	0	45	45		16

Daily Pivots for day following 30-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1505	1.1474	1.1342
R3	1.1436	1.1405	1.1323
R2	1.1367	1.1367	1.1317
R1	1.1336	1.1336	1.1310	1.1351
PP	1.1298	1.1298	1.1298	1.1306
S1	1.1267	1.1267	1.1298	1.1282
S2	1.1229	1.1229	1.1291
S3	1.1160	1.1198	1.1285
S4	1.1091	1.1129	1.1266

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	1.1396	1.1261	0.0136	1.2%	0.0055	0.5%	32%	False	True	11
10	1.1420	1.1248	0.0172	1.5%	0.0070	0.6%	33%	False	False	6
20	1.1470	1.1248	0.0222	2.0%	0.0080	0.7%	25%	False	False	15

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

Fibonacci Retracements and Extensions
4.250	1.1623
2.618	1.1510
1.618	1.1441
1.000	1.1399
0.618	1.1372
HIGH	1.1330
0.618	1.1303
0.500	1.1295
0.382	1.1287
LOW	1.1261
0.618	1.1218
1.000	1.1192
1.618	1.1149
2.618	1.1080
4.250	1.0967

Fisher Pivots for day following 30-Jun-2020
Pivot	1 day	3 day
R1	1.1301	1.1309
PP	1.1298	1.1307
S1	1.1295	1.1306

Download as Excel Spreadsheet

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

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