CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 15-Dec-2021

Day Change Summary
	Previous	Current
	14-Dec-2021	15-Dec-2021	Change	Change %	Previous Week
Open	1.1400	1.1345	-0.0055	-0.5%	1.1380
High	1.1400	1.1356	-0.0044	-0.4%	1.1435
Low	1.1341	1.1345	0.0005	0.0%	1.1349
Close	1.1341	1.1356	0.0016	0.1%	1.1396
Range	0.0060	0.0011	-0.0049	-81.5%	0.0086
ATR	0.0052	0.0049	-0.0003	-5.0%	0.0000
Volume	2	12	10	500.0%	32

Daily Pivots for day following 15-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1385	1.1382	1.1362
R3	1.1374	1.1371	1.1359
R2	1.1363	1.1363	1.1358
R1	1.1360	1.1360	1.1357	1.1362
PP	1.1352	1.1352	1.1352	1.1353
S1	1.1349	1.1349	1.1355	1.1351
S2	1.1341	1.1341	1.1354
S3	1.1330	1.1338	1.1353
S4	1.1319	1.1327	1.1350

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1651	1.1609	1.1443
R3	1.1565	1.1523	1.1419
R2	1.1479	1.1479	1.1411
R1	1.1437	1.1437	1.1403	1.1458
PP	1.1393	1.1393	1.1393	1.1403
S1	1.1351	1.1351	1.1388	1.1372
S2	1.1307	1.1307	1.1380
S3	1.1221	1.1265	1.1372
S4	1.1135	1.1179	1.1348

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1400	1.1341	0.0060	0.5%	0.0029	0.3%	26%	False	False	4
10	1.1435	1.1341	0.0094	0.8%	0.0038	0.3%	16%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1403
2.618	1.1385
1.618	1.1374
1.000	1.1367
0.618	1.1363
HIGH	1.1356
0.618	1.1352
0.500	1.1351
0.382	1.1349
LOW	1.1345
0.618	1.1338
1.000	1.1334
1.618	1.1327
2.618	1.1316
4.250	1.1298

Fisher Pivots for day following 15-Dec-2021
Pivot	1 day	3 day
R1	1.1354	1.1370
PP	1.1352	1.1366
S1	1.1351	1.1361

Download as Excel Spreadsheet

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

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