CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	1.1329	1.1331	0.0002	0.0%	1.1334
High	1.1343	1.1370	0.0027	0.2%	1.1420
Low	1.1255	1.1294	0.0039	0.3%	1.1251
Close	1.1315	1.1296	-0.0019	-0.2%	1.1297
Range	0.0089	0.0076	-0.0013	-14.1%	0.0170
ATR	0.0077	0.0077	0.0000	-0.1%	0.0000
Volume	188	16	-172	-91.5%	16

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1548	1.1498	1.1338
R3	1.1472	1.1422	1.1317
R2	1.1396	1.1396	1.1310
R1	1.1346	1.1346	1.1303	1.1333
PP	1.1320	1.1320	1.1320	1.1313
S1	1.1270	1.1270	1.1289	1.1257
S2	1.1244	1.1244	1.1282
S3	1.1168	1.1194	1.1275
S4	1.1092	1.1118	1.1254

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	1.1370	1.1255	0.0115	1.0%	0.0068	0.6%	36%	True	False	51
10	1.1420	1.1248	0.0172	1.5%	0.0071	0.6%	28%	False	False	26
20	1.1470	1.1248	0.0222	2.0%	0.0078	0.7%	22%	False	False	21
40	1.1470	1.0854	0.0617	5.5%	0.0069	0.6%	72%	False	False	28

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1693
2.618	1.1568
1.618	1.1492
1.000	1.1446
0.618	1.1416
HIGH	1.1370
0.618	1.1340
0.500	1.1332
0.382	1.1323
LOW	1.1294
0.618	1.1247
1.000	1.1218
1.618	1.1171
2.618	1.1095
4.250	1.0971

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	1.1332	1.1312
PP	1.1320	1.1307
S1	1.1308	1.1301

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

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