CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	1.1682	1.1700	0.0018	0.2%	1.1737
High	1.1682	1.1731	0.0049	0.4%	1.1809
Low	1.1682	1.1699	0.0018	0.1%	1.1682
Close	1.1682	1.1731	0.0049	0.4%	1.1682
Range	0.0000	0.0032	0.0032		0.0127
ATR	0.0040	0.0041	0.0001	1.6%	0.0000
Volume	0	45	45		462

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1815	1.1804	1.1748
R3	1.1783	1.1773	1.1739
R2	1.1752	1.1752	1.1736
R1	1.1741	1.1741	1.1733	1.1746
PP	1.1720	1.1720	1.1720	1.1723
S1	1.1710	1.1710	1.1728	1.1715
S2	1.1689	1.1689	1.1725
S3	1.1657	1.1678	1.1722
S4	1.1626	1.1647	1.1713

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2105	1.2020	1.1751
R3	1.1978	1.1893	1.1716
R2	1.1851	1.1851	1.1705
R1	1.1766	1.1766	1.1693	1.1745
PP	1.1724	1.1724	1.1724	1.1713
S1	1.1639	1.1639	1.1670	1.1618
S2	1.1597	1.1597	1.1658
S3	1.1470	1.1512	1.1647
S4	1.1343	1.1385	1.1612

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1809	1.1682	0.0127	1.1%	0.0014	0.1%	39%	False	False	101
10	1.1809	1.1682	0.0127	1.1%	0.0013	0.1%	39%	False	False	55
20	1.1809	1.1644	0.0165	1.4%	0.0014	0.1%	53%	False	False	42

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	0.0000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1864
2.618	1.1813
1.618	1.1781
1.000	1.1762
0.618	1.1750
HIGH	1.1731
0.618	1.1718
0.500	1.1715
0.382	1.1711
LOW	1.1699
0.618	1.1680
1.000	1.1668
1.618	1.1648
2.618	1.1617
4.250	1.1565

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	1.1725	1.1745
PP	1.1720	1.1740
S1	1.1715	1.1735

Download as Excel Spreadsheet

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

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