CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	1.1487	1.1499	0.0012	0.1%	1.1402
High	1.1504	1.1529	0.0025	0.2%	1.1515
Low	1.1441	1.1469	0.0029	0.2%	1.1391
Close	1.1500	1.1504	0.0005	0.0%	1.1500
Range	0.0063	0.0060	-0.0004	-5.6%	0.0124
ATR	0.0075	0.0074	-0.0001	-1.5%	0.0000
Volume	6	38	32	533.3%	66

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1679	1.1651	1.1537
R3	1.1620	1.1592	1.1520
R2	1.1560	1.1560	1.1515
R1	1.1532	1.1532	1.1509	1.1546
PP	1.1501	1.1501	1.1501	1.1508
S1	1.1473	1.1473	1.1499	1.1487
S2	1.1441	1.1441	1.1493
S3	1.1382	1.1413	1.1488
S4	1.1322	1.1354	1.1471

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	1.1529	1.1392	0.0137	1.2%	0.0065	0.6%	82%	True	False	19
10	1.1529	1.1325	0.0204	1.8%	0.0067	0.6%	88%	True	False	15
20	1.1529	1.1251	0.0278	2.4%	0.0071	0.6%	91%	True	False	21
40	1.1529	1.0957	0.0572	5.0%	0.0074	0.6%	96%	True	False	19

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1781
2.618	1.1684
1.618	1.1625
1.000	1.1588
0.618	1.1565
HIGH	1.1529
0.618	1.1506
0.500	1.1499
0.382	1.1492
LOW	1.1469
0.618	1.1432
1.000	1.1410
1.618	1.1373
2.618	1.1313
4.250	1.1216

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	1.1502	1.1497
PP	1.1501	1.1490
S1	1.1499	1.1482

Download as Excel Spreadsheet

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

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