CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 09-Jul-2020

Day Change Summary
	Previous	Current
	08-Jul-2020	09-Jul-2020	Change	Change %	Previous Week
Open	1.1395	1.1399	0.0004	0.0%	1.1305
High	1.1417	1.1435	0.0019	0.2%	1.1370
Low	1.1331	1.1348	0.0017	0.2%	1.1255
Close	1.1403	1.1363	-0.0041	-0.4%	1.1296
Range	0.0086	0.0087	0.0002	1.8%	0.0115
ATR	0.0080	0.0081	0.0000	0.6%	0.0000
Volume	39	6	-33	-84.6%	249

Daily Pivots for day following 09-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1643	1.1590	1.1410
R3	1.1556	1.1503	1.1386
R2	1.1469	1.1469	1.1378
R1	1.1416	1.1416	1.1370	1.1399
PP	1.1382	1.1382	1.1382	1.1373
S1	1.1329	1.1329	1.1355	1.1312
S2	1.1295	1.1295	1.1347
S3	1.1208	1.1242	1.1339
S4	1.1121	1.1155	1.1315

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	1.1435	1.1289	0.0147	1.3%	0.0088	0.8%	51%	True	False	14
10	1.1435	1.1255	0.0181	1.6%	0.0073	0.6%	60%	True	False	31
20	1.1469	1.1248	0.0221	1.9%	0.0082	0.7%	52%	False	False	20
40	1.1470	1.0857	0.0614	5.4%	0.0074	0.6%	82%	False	False	21

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1805
2.618	1.1663
1.618	1.1576
1.000	1.1522
0.618	1.1489
HIGH	1.1435
0.618	1.1402
0.500	1.1392
0.382	1.1381
LOW	1.1348
0.618	1.1294
1.000	1.1261
1.618	1.1207
2.618	1.1120
4.250	1.0978

Fisher Pivots for day following 09-Jul-2020
Pivot	1 day	3 day
R1	1.1392	1.1382
PP	1.1382	1.1375
S1	1.1372	1.1369

Download as Excel Spreadsheet

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

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