CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 16-Jul-2020

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	1.1500	1.1456	-0.0045	-0.4%	1.1363
High	1.1515	1.1502	-0.0013	-0.1%	1.1435
Low	1.1459	1.1436	-0.0023	-0.2%	1.1289
Close	1.1470	1.1441	-0.0029	-0.3%	1.1365
Range	0.0056	0.0066	0.0010	17.0%	0.0147
ATR	0.0077	0.0076	-0.0001	-1.1%	0.0000
Volume	20	13	-7	-35.0%	63

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1656	1.1614	1.1477
R3	1.1591	1.1549	1.1459
R2	1.1525	1.1525	1.1453
R1	1.1483	1.1483	1.1447	1.1471
PP	1.1460	1.1460	1.1460	1.1454
S1	1.1418	1.1418	1.1435	1.1406
S2	1.1394	1.1394	1.1429
S3	1.1329	1.1352	1.1423
S4	1.1263	1.1287	1.1405

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%	0.0062	0.5%	61%	False	False	13
10	1.1515	1.1289	0.0226	2.0%	0.0075	0.7%	67%	False	False	13
20	1.1515	1.1248	0.0267	2.3%	0.0073	0.6%	72%	False	False	19
40	1.1515	1.0957	0.0558	4.9%	0.0074	0.6%	87%	False	False	20

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1780
2.618	1.1673
1.618	1.1607
1.000	1.1567
0.618	1.1542
HIGH	1.1502
0.618	1.1476
0.500	1.1469
0.382	1.1461
LOW	1.1436
0.618	1.1396
1.000	1.1371
1.618	1.1330
2.618	1.1265
4.250	1.1158

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	1.1469	1.1453
PP	1.1460	1.1449
S1	1.1450	1.1445

Download as Excel Spreadsheet

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

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