CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	1.1395	1.1402	0.0007	0.1%	1.1401
High	1.1420	1.1457	0.0037	0.3%	1.1457
Low	1.1383	1.1385	0.0002	0.0%	1.1370
Close	1.1408	1.1465	0.0057	0.5%	1.1465
Range	0.0037	0.0072	0.0035	94.6%	0.0087
ATR	0.0049	0.0051	0.0002	3.4%	0.0000
Volume	41	25	-16	-39.0%	95

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1652	1.1630	1.1504
R3	1.1580	1.1558	1.1484
R2	1.1508	1.1508	1.1478
R1	1.1486	1.1486	1.1471	1.1497
PP	1.1436	1.1436	1.1436	1.1441
S1	1.1414	1.1414	1.1458	1.1425
S2	1.1364	1.1364	1.1451
S3	1.1292	1.1342	1.1445
S4	1.1220	1.1270	1.1425

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1692	1.1665	1.1512
R3	1.1605	1.1578	1.1488
R2	1.1518	1.1518	1.1480
R1	1.1491	1.1491	1.1472	1.1504
PP	1.1431	1.1431	1.1431	1.1437
S1	1.1404	1.1404	1.1457	1.1417
S2	1.1344	1.1344	1.1449
S3	1.1257	1.1317	1.1441
S4	1.1170	1.1230	1.1417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1457	1.1370	0.0087	0.8%	0.0040	0.3%	109%	True	False	19
10	1.1457	1.1331	0.0127	1.1%	0.0043	0.4%	106%	True	False	26
20	1.1457	1.1331	0.0127	1.1%	0.0040	0.3%	106%	True	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1763
2.618	1.1645
1.618	1.1573
1.000	1.1529
0.618	1.1501
HIGH	1.1457
0.618	1.1429
0.500	1.1421
0.382	1.1413
LOW	1.1385
0.618	1.1341
1.000	1.1313
1.618	1.1269
2.618	1.1197
4.250	1.1079

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	1.1450	1.1448
PP	1.1436	1.1431
S1	1.1421	1.1414

Download as Excel Spreadsheet

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

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