CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	1.1789	1.1831	0.0042	0.4%	1.1499
High	1.1819	1.1834	0.0015	0.1%	1.1715
Low	1.1788	1.1762	-0.0026	-0.2%	1.1469
Close	1.1812	1.1785	-0.0027	-0.2%	1.1699
Range	0.0032	0.0072	0.0041	128.6%	0.0246
ATR	0.0081	0.0080	-0.0001	-0.8%	0.0000
Volume	21	22	1	4.8%	153

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2009	1.1969	1.1825
R3	1.1937	1.1897	1.1805
R2	1.1865	1.1865	1.1798
R1	1.1825	1.1825	1.1792	1.1809
PP	1.1793	1.1793	1.1793	1.1785
S1	1.1753	1.1753	1.1778	1.1737
S2	1.1721	1.1721	1.1772
S3	1.1649	1.1681	1.1765
S4	1.1577	1.1609	1.1745

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	1.1834	1.1571	0.0263	2.2%	0.0069	0.6%	82%	True	False	29
10	1.1834	1.1436	0.0398	3.4%	0.0070	0.6%	88%	True	False	23
20	1.1834	1.1255	0.0579	4.9%	0.0074	0.6%	92%	True	False	28
40	1.1834	1.1202	0.0632	5.4%	0.0077	0.7%	92%	True	False	21

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

Fibonacci Retracements and Extensions
4.250	1.2140
2.618	1.2022
1.618	1.1950
1.000	1.1906
0.618	1.1878
HIGH	1.1834
0.618	1.1806
0.500	1.1798
0.382	1.1789
LOW	1.1762
0.618	1.1717
1.000	1.1690
1.618	1.1645
2.618	1.1573
4.250	1.1456

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	1.1798	1.1770
PP	1.1793	1.1754
S1	1.1789	1.1739

Download as Excel Spreadsheet

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

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