CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	1.1399	1.1338	-0.0062	-0.5%	1.1363
High	1.1435	1.1387	-0.0048	-0.4%	1.1435
Low	1.1348	1.1325	-0.0024	-0.2%	1.1289
Close	1.1363	1.1365	0.0003	0.0%	1.1365
Range	0.0087	0.0063	-0.0025	-28.2%	0.0147
ATR	0.0081	0.0079	-0.0001	-1.6%	0.0000
Volume	6	9	3	50.0%	63

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1546	1.1518	1.1399
R3	1.1484	1.1456	1.1382
R2	1.1421	1.1421	1.1376
R1	1.1393	1.1393	1.1371	1.1407
PP	1.1359	1.1359	1.1359	1.1366
S1	1.1331	1.1331	1.1359	1.1345
S2	1.1296	1.1296	1.1354
S3	1.1234	1.1268	1.1348
S4	1.1171	1.1206	1.1331

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1802	1.1730	1.1446
R3	1.1656	1.1584	1.1405
R2	1.1509	1.1509	1.1392
R1	1.1437	1.1437	1.1378	1.1473
PP	1.1363	1.1363	1.1363	1.1381
S1	1.1291	1.1291	1.1352	1.1327
S2	1.1216	1.1216	1.1338
S3	1.1070	1.1144	1.1325
S4	1.0923	1.0998	1.1284

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%	0.0085	0.8%	52%	False	False	12
10	1.1435	1.1255	0.0181	1.6%	0.0077	0.7%	61%	False	False	31
20	1.1435	1.1248	0.0187	1.6%	0.0080	0.7%	63%	False	False	17
40	1.1470	1.0857	0.0614	5.4%	0.0074	0.6%	83%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0023
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1653
2.618	1.1551
1.618	1.1488
1.000	1.1450
0.618	1.1426
HIGH	1.1387
0.618	1.1363
0.500	1.1356
0.382	1.1348
LOW	1.1325
0.618	1.1286
1.000	1.1262
1.618	1.1223
2.618	1.1161
4.250	1.1059

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	1.1362	1.1380
PP	1.1359	1.1375
S1	1.1356	1.1370

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

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