CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 22-Oct-2021

Day Change Summary
	Previous	Current
	21-Oct-2021	22-Oct-2021	Change	Change %	Previous Week
Open	1.1774	1.1763	-0.0011	-0.1%	1.1706
High	1.1774	1.1773	-0.0001	0.0%	1.1777
Low	1.1745	1.1759	0.0015	0.1%	1.1706
Close	1.1745	1.1759	0.0015	0.1%	1.1759
Range	0.0029	0.0014	-0.0015	-51.7%	0.0072
ATR	0.0031	0.0031	0.0000	-0.6%	0.0000
Volume	4	43	39	975.0%	78

Daily Pivots for day following 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1806	1.1796	1.1767
R3	1.1792	1.1782	1.1763
R2	1.1778	1.1778	1.1762
R1	1.1768	1.1768	1.1760	1.1766
PP	1.1764	1.1764	1.1764	1.1763
S1	1.1754	1.1754	1.1758	1.1752
S2	1.1750	1.1750	1.1756
S3	1.1736	1.1740	1.1755
S4	1.1722	1.1726	1.1751

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1962	1.1932	1.1798
R3	1.1890	1.1860	1.1779
R2	1.1819	1.1819	1.1772
R1	1.1789	1.1789	1.1766	1.1804
PP	1.1747	1.1747	1.1747	1.1755
S1	1.1717	1.1717	1.1752	1.1732
S2	1.1676	1.1676	1.1746
S3	1.1604	1.1646	1.1739
S4	1.1533	1.1574	1.1720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1777	1.1706	0.0072	0.6%	0.0017	0.1%	75%	False	False	15
10	1.1777	1.1644	0.0133	1.1%	0.0015	0.1%	86%	False	False	29
20	1.1817	1.1644	0.0173	1.5%	0.0018	0.2%	66%	False	False	19

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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1833
2.618	1.1810
1.618	1.1796
1.000	1.1787
0.618	1.1782
HIGH	1.1773
0.618	1.1768
0.500	1.1766
0.382	1.1764
LOW	1.1759
0.618	1.1750
1.000	1.1745
1.618	1.1736
2.618	1.1722
4.250	1.1700

Fisher Pivots for day following 22-Oct-2021
Pivot	1 day	3 day
R1	1.1766	1.1761
PP	1.1764	1.1760
S1	1.1761	1.1760

Download as Excel Spreadsheet

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

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