CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	1.1677	1.1789	0.0112	1.0%	1.1499
High	1.1715	1.1819	0.0105	0.9%	1.1715
Low	1.1644	1.1788	0.0144	1.2%	1.1469
Close	1.1699	1.1812	0.0114	1.0%	1.1699
Range	0.0071	0.0032	-0.0039	-55.3%	0.0246
ATR	0.0078	0.0081	0.0003	3.9%	0.0000
Volume	18	21	3	16.7%	153

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1901	1.1888	1.1829
R3	1.1869	1.1856	1.1821
R2	1.1838	1.1838	1.1818
R1	1.1825	1.1825	1.1815	1.1831
PP	1.1806	1.1806	1.1806	1.1809
S1	1.1793	1.1793	1.1809	1.1800
S2	1.1775	1.1775	1.1806
S3	1.1743	1.1762	1.1803
S4	1.1712	1.1730	1.1795

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2364	1.2277	1.1834
R3	1.2118	1.2031	1.1766
R2	1.1873	1.1873	1.1744
R1	1.1786	1.1786	1.1721	1.1829
PP	1.1627	1.1627	1.1627	1.1649
S1	1.1540	1.1540	1.1676	1.1584
S2	1.1382	1.1382	1.1653
S3	1.1136	1.1295	1.1631
S4	1.0891	1.1049	1.1563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1819	1.1489	0.0331	2.8%	0.0077	0.7%	98%	True	False	27
10	1.1819	1.1392	0.0428	3.6%	0.0071	0.6%	98%	True	False	23
20	1.1819	1.1255	0.0565	4.8%	0.0074	0.6%	99%	True	False	27
40	1.1819	1.1186	0.0633	5.4%	0.0076	0.6%	99%	True	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.1953
2.618	1.1901
1.618	1.1870
1.000	1.1851
0.618	1.1838
HIGH	1.1819
0.618	1.1807
0.500	1.1803
0.382	1.1800
LOW	1.1788
0.618	1.1768
1.000	1.1756
1.618	1.1737
2.618	1.1705
4.250	1.1654

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	1.1809	1.1779
PP	1.1806	1.1746
S1	1.1803	1.1713

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

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