CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	1.1331	1.1363	0.0032	0.3%	1.1305
High	1.1370	1.1413	0.0044	0.4%	1.1370
Low	1.1294	1.1289	-0.0005	0.0%	1.1255
Close	1.1296	1.1384	0.0088	0.8%	1.1296
Range	0.0076	0.0125	0.0049	63.8%	0.0115
ATR	0.0077	0.0081	0.0003	4.4%	0.0000
Volume	16	9	-7	-43.8%	249

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1735	1.1684	1.1452
R3	1.1611	1.1560	1.1418
R2	1.1486	1.1486	1.1407
R1	1.1435	1.1435	1.1395	1.1461
PP	1.1362	1.1362	1.1362	1.1375
S1	1.1311	1.1311	1.1373	1.1336
S2	1.1237	1.1237	1.1361
S3	1.1113	1.1186	1.1350
S4	1.0988	1.1062	1.1316

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1652	1.1589	1.1359
R3	1.1537	1.1474	1.1328
R2	1.1422	1.1422	1.1317
R1	1.1359	1.1359	1.1307	1.1333
PP	1.1307	1.1307	1.1307	1.1294
S1	1.1244	1.1244	1.1285	1.1218
S2	1.1192	1.1192	1.1275
S3	1.1077	1.1129	1.1264
S4	1.0962	1.1014	1.1233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1413	1.1255	0.0159	1.4%	0.0085	0.7%	82%	True	False	51
10	1.1420	1.1251	0.0170	1.5%	0.0076	0.7%	79%	False	False	27
20	1.1470	1.1248	0.0222	2.0%	0.0080	0.7%	61%	False	False	20
40	1.1470	1.0857	0.0614	5.4%	0.0071	0.6%	86%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.1942
2.618	1.1739
1.618	1.1614
1.000	1.1538
0.618	1.1490
HIGH	1.1413
0.618	1.1365
0.500	1.1351
0.382	1.1336
LOW	1.1289
0.618	1.1212
1.000	1.1164
1.618	1.1087
2.618	1.0963
4.250	1.0759

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	1.1373	1.1367
PP	1.1362	1.1351
S1	1.1351	1.1334

Download as Excel Spreadsheet

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

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