CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	1.1456	1.1500	0.0044	0.4%	1.1363
High	1.1471	1.1515	0.0044	0.4%	1.1435
Low	1.1392	1.1459	0.0067	0.6%	1.1289
Close	1.1459	1.1470	0.0011	0.1%	1.1365
Range	0.0079	0.0056	-0.0023	-29.1%	0.0147
ATR	0.0079	0.0077	-0.0002	-2.1%	0.0000
Volume	19	20	1	5.3%	63

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1649	1.1616	1.1501
R3	1.1593	1.1560	1.1485
R2	1.1537	1.1537	1.1480
R1	1.1504	1.1504	1.1475	1.1492
PP	1.1481	1.1481	1.1481	1.1475
S1	1.1448	1.1448	1.1465	1.1436
S2	1.1425	1.1425	1.1460
S3	1.1369	1.1392	1.1455
S4	1.1313	1.1336	1.1439

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	1.1515	1.1325	0.0190	1.7%	0.0066	0.6%	77%	True	False	12
10	1.1515	1.1255	0.0260	2.3%	0.0077	0.7%	83%	True	False	31
20	1.1515	1.1248	0.0267	2.3%	0.0073	0.6%	83%	True	False	18
40	1.1515	1.0957	0.0558	4.9%	0.0074	0.6%	92%	True	False	20

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1753
2.618	1.1661
1.618	1.1605
1.000	1.1571
0.618	1.1549
HIGH	1.1515
0.618	1.1493
0.500	1.1487
0.382	1.1480
LOW	1.1459
0.618	1.1424
1.000	1.1403
1.618	1.1368
2.618	1.1312
4.250	1.1221

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	1.1487	1.1464
PP	1.1481	1.1459
S1	1.1476	1.1453

Download as Excel Spreadsheet

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

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