CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	1.1598	1.1569	-0.0029	-0.2%	1.1709
High	1.1598	1.1578	-0.0020	-0.2%	1.1713
Low	1.1566	1.1567	0.0002	0.0%	1.1566
Close	1.1566	1.1568	0.0003	0.0%	1.1568
Range	0.0032	0.0011	-0.0022	-67.2%	0.0147
ATR	0.0043	0.0041	-0.0002	-5.1%	0.0000
Volume	8	279	271	3,387.5%	363

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1602	1.1596	1.1574
R3	1.1592	1.1585	1.1571
R2	1.1581	1.1581	1.1570
R1	1.1575	1.1575	1.1569	1.1573
PP	1.1571	1.1571	1.1571	1.1570
S1	1.1564	1.1564	1.1567	1.1562
S2	1.1560	1.1560	1.1566
S3	1.1550	1.1554	1.1565
S4	1.1539	1.1543	1.1562

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2056	1.1959	1.1649
R3	1.1909	1.1812	1.1608
R2	1.1762	1.1762	1.1595
R1	1.1665	1.1665	1.1581	1.1640
PP	1.1615	1.1615	1.1615	1.1603
S1	1.1518	1.1518	1.1555	1.1493
S2	1.1468	1.1468	1.1541
S3	1.1321	1.1371	1.1528
S4	1.1174	1.1224	1.1487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1713	1.1566	0.0147	1.3%	0.0026	0.2%	2%	False	False	72
10	1.1733	1.1566	0.0168	1.4%	0.0024	0.2%	1%	False	False	42
20	1.1809	1.1566	0.0243	2.1%	0.0018	0.2%	1%	False	False	48

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	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1622
2.618	1.1605
1.618	1.1594
1.000	1.1588
0.618	1.1584
HIGH	1.1578
0.618	1.1573
0.500	1.1572
0.382	1.1571
LOW	1.1567
0.618	1.1561
1.000	1.1557
1.618	1.1550
2.618	1.1540
4.250	1.1522

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	1.1572	1.1629
PP	1.1571	1.1609
S1	1.1569	1.1588

Download as Excel Spreadsheet

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

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