CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	1.1721	1.1748	0.0027	0.2%	1.1706
High	1.1721	1.1748	0.0027	0.2%	1.1777
Low	1.1721	1.1711	-0.0010	-0.1%	1.1706
Close	1.1721	1.1734	0.0013	0.1%	1.1759
Range	0.0000	0.0037	0.0037		0.0072
ATR	0.0029	0.0030	0.0001	1.8%	0.0000
Volume	128	30	-98	-76.6%	78

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1842	1.1825	1.1754
R3	1.1805	1.1788	1.1744
R2	1.1768	1.1768	1.1740
R1	1.1751	1.1751	1.1737	1.1741
PP	1.1731	1.1731	1.1731	1.1726
S1	1.1714	1.1714	1.1730	1.1704
S2	1.1694	1.1694	1.1727
S3	1.1657	1.1677	1.1723
S4	1.1620	1.1640	1.1713

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	1.1774	1.1711	0.0063	0.5%	0.0016	0.1%	36%	False	True	41
10	1.1777	1.1704	0.0074	0.6%	0.0013	0.1%	41%	False	False	39
20	1.1777	1.1644	0.0133	1.1%	0.0015	0.1%	67%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.1905
2.618	1.1845
1.618	1.1808
1.000	1.1785
0.618	1.1771
HIGH	1.1748
0.618	1.1734
0.500	1.1730
0.382	1.1725
LOW	1.1711
0.618	1.1688
1.000	1.1674
1.618	1.1651
2.618	1.1614
4.250	1.1554

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	1.1732	1.1732
PP	1.1731	1.1731
S1	1.1730	1.1730

Download as Excel Spreadsheet

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

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