CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	1.1713	1.1693	-0.0020	-0.2%	1.1700
High	1.1713	1.1693	-0.0020	-0.2%	1.1733
Low	1.1713	1.1606	-0.0107	-0.9%	1.1626
Close	1.1713	1.1606	-0.0107	-0.9%	1.1669
Range	0.0000	0.0087	0.0087		0.0108
ATR	0.0038	0.0043	0.0005	13.0%	0.0000
Volume	0	68	68		66

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1896	1.1838	1.1653
R3	1.1809	1.1751	1.1629
R2	1.1722	1.1722	1.1621
R1	1.1664	1.1664	1.1613	1.1649
PP	1.1635	1.1635	1.1635	1.1627
S1	1.1577	1.1577	1.1598	1.1562
S2	1.1548	1.1548	1.1590
S3	1.1461	1.1490	1.1582
S4	1.1374	1.1403	1.1558

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1998	1.1941	1.1728
R3	1.1891	1.1834	1.1699
R2	1.1783	1.1783	1.1689
R1	1.1726	1.1726	1.1679	1.1701
PP	1.1676	1.1676	1.1676	1.1663
S1	1.1619	1.1619	1.1659	1.1594
S2	1.1568	1.1568	1.1649
S3	1.1461	1.1511	1.1639
S4	1.1353	1.1404	1.1610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1713	1.1606	0.0107	0.9%	0.0026	0.2%	0%	False	True	16
10	1.1809	1.1606	0.0203	1.7%	0.0020	0.2%	0%	False	True	44
20	1.1809	1.1606	0.0203	1.7%	0.0017	0.1%	0%	False	True	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.2062
2.618	1.1920
1.618	1.1833
1.000	1.1780
0.618	1.1746
HIGH	1.1693
0.618	1.1659
0.500	1.1649
0.382	1.1639
LOW	1.1606
0.618	1.1552
1.000	1.1519
1.618	1.1465
2.618	1.1378
4.250	1.1236

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	1.1649	1.1659
PP	1.1635	1.1641
S1	1.1620	1.1623

Download as Excel Spreadsheet

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

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