CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	1.1456	1.1487	0.0032	0.3%	1.1402
High	1.1502	1.1504	0.0002	0.0%	1.1515
Low	1.1436	1.1441	0.0005	0.0%	1.1391
Close	1.1441	1.1500	0.0059	0.5%	1.1500
Range	0.0066	0.0063	-0.0003	-3.8%	0.0124
ATR	0.0076	0.0075	-0.0001	-1.2%	0.0000
Volume	13	6	-7	-53.8%	66

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1670	1.1648	1.1534
R3	1.1607	1.1585	1.1517
R2	1.1544	1.1544	1.1511
R1	1.1522	1.1522	1.1505	1.1533
PP	1.1481	1.1481	1.1481	1.1487
S1	1.1459	1.1459	1.1494	1.1470
S2	1.1418	1.1418	1.1488
S3	1.1355	1.1396	1.1482
S4	1.1292	1.1333	1.1465

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1839	1.1793	1.1567
R3	1.1715	1.1669	1.1533
R2	1.1592	1.1592	1.1522
R1	1.1546	1.1546	1.1511	1.1569
PP	1.1468	1.1468	1.1468	1.1480
S1	1.1422	1.1422	1.1488	1.1445
S2	1.1345	1.1345	1.1477
S3	1.1221	1.1299	1.1466
S4	1.1098	1.1175	1.1432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1515	1.1391	0.0124	1.1%	0.0062	0.5%	88%	False	False	13
10	1.1515	1.1289	0.0226	2.0%	0.0074	0.6%	93%	False	False	12
20	1.1515	1.1248	0.0267	2.3%	0.0072	0.6%	94%	False	False	19
40	1.1515	1.0957	0.0558	4.8%	0.0074	0.6%	97%	False	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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1771
2.618	1.1668
1.618	1.1605
1.000	1.1567
0.618	1.1542
HIGH	1.1504
0.618	1.1479
0.500	1.1472
0.382	1.1465
LOW	1.1441
0.618	1.1402
1.000	1.1378
1.618	1.1339
2.618	1.1276
4.250	1.1173

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	1.1490	1.1491
PP	1.1481	1.1483
S1	1.1472	1.1475

Download as Excel Spreadsheet

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

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