CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	1.1363	1.1354	-0.0009	-0.1%	1.1305
High	1.1413	1.1396	-0.0018	-0.2%	1.1370
Low	1.1289	1.1328	0.0040	0.3%	1.1255
Close	1.1384	1.1354	-0.0030	-0.3%	1.1296
Range	0.0125	0.0068	-0.0057	-45.8%	0.0115
ATR	0.0081	0.0080	-0.0001	-1.2%	0.0000
Volume	9	0	-9	-100.0%	249

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1562	1.1525	1.1391
R3	1.1494	1.1458	1.1373
R2	1.1427	1.1427	1.1366
R1	1.1390	1.1390	1.1360	1.1388
PP	1.1359	1.1359	1.1359	1.1358
S1	1.1323	1.1323	1.1348	1.1320
S2	1.1292	1.1292	1.1342
S3	1.1224	1.1255	1.1335
S4	1.1157	1.1188	1.1317

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%	63%	False	False	51
10	1.1420	1.1255	0.0166	1.5%	0.0074	0.6%	60%	False	False	27
20	1.1470	1.1248	0.0222	2.0%	0.0081	0.7%	48%	False	False	20
40	1.1470	1.0857	0.0614	5.4%	0.0072	0.6%	81%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1682
2.618	1.1572
1.618	1.1505
1.000	1.1463
0.618	1.1437
HIGH	1.1396
0.618	1.1370
0.500	1.1362
0.382	1.1354
LOW	1.1328
0.618	1.1286
1.000	1.1261
1.618	1.1219
2.618	1.1151
4.250	1.1041

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	1.1362	1.1353
PP	1.1359	1.1352
S1	1.1357	1.1351

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

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