CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	1.1700	1.1714	0.0015	0.1%	1.1737
High	1.1731	1.1714	-0.0017	-0.1%	1.1809
Low	1.1699	1.1705	0.0006	0.1%	1.1682
Close	1.1731	1.1705	-0.0026	-0.2%	1.1682
Range	0.0032	0.0009	-0.0023	-71.4%	0.0127
ATR	0.0041	0.0039	-0.0001	-2.6%	0.0000
Volume	45	5	-40	-88.9%	462

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1735	1.1729	1.1710
R3	1.1726	1.1720	1.1707
R2	1.1717	1.1717	1.1707
R1	1.1711	1.1711	1.1706	1.1710
PP	1.1708	1.1708	1.1708	1.1707
S1	1.1702	1.1702	1.1704	1.1701
S2	1.1699	1.1699	1.1703
S3	1.1690	1.1693	1.1703
S4	1.1681	1.1684	1.1700

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%	0.0016	0.1%	19%	False	False	76
10	1.1809	1.1682	0.0127	1.1%	0.0013	0.1%	19%	False	False	56
20	1.1809	1.1644	0.0165	1.4%	0.0013	0.1%	37%	False	False	42

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1752
2.618	1.1738
1.618	1.1729
1.000	1.1723
0.618	1.1720
HIGH	1.1714
0.618	1.1711
0.500	1.1710
0.382	1.1708
LOW	1.1705
0.618	1.1699
1.000	1.1696
1.618	1.1690
2.618	1.1681
4.250	1.1667

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	1.1710	1.1706
PP	1.1708	1.1706
S1	1.1707	1.1705

Download as Excel Spreadsheet

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

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