CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 21-Jul-2020

Day Change Summary
	Previous	Current
	20-Jul-2020	21-Jul-2020	Change	Change %	Previous Week
Open	1.1499	1.1513	0.0015	0.1%	1.1402
High	1.1529	1.1603	0.0074	0.6%	1.1515
Low	1.1469	1.1489	0.0020	0.2%	1.1391
Close	1.1504	1.1593	0.0089	0.8%	1.1500
Range	0.0060	0.0114	0.0055	91.6%	0.0124
ATR	0.0074	0.0077	0.0003	3.8%	0.0000
Volume	38	10	-28	-73.7%	66

Daily Pivots for day following 21-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1903	1.1862	1.1656
R3	1.1789	1.1748	1.1624
R2	1.1675	1.1675	1.1614
R1	1.1634	1.1634	1.1603	1.1655
PP	1.1561	1.1561	1.1561	1.1572
S1	1.1520	1.1520	1.1583	1.1541
S2	1.1447	1.1447	1.1572
S3	1.1333	1.1406	1.1562
S4	1.1219	1.1292	1.1530

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	1.1603	1.1436	0.0167	1.4%	0.0072	0.6%	94%	True	False	17
10	1.1603	1.1325	0.0278	2.4%	0.0072	0.6%	97%	True	False	16
20	1.1603	1.1255	0.0348	3.0%	0.0073	0.6%	97%	True	False	22
40	1.1603	1.0957	0.0646	5.6%	0.0077	0.7%	99%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2087
2.618	1.1901
1.618	1.1787
1.000	1.1717
0.618	1.1673
HIGH	1.1603
0.618	1.1559
0.500	1.1546
0.382	1.1532
LOW	1.1489
0.618	1.1418
1.000	1.1375
1.618	1.1304
2.618	1.1190
4.250	1.1004

Fisher Pivots for day following 21-Jul-2020
Pivot	1 day	3 day
R1	1.1577	1.1569
PP	1.1561	1.1545
S1	1.1546	1.1522

Download as Excel Spreadsheet

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

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