CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	1.1453	1.1412	-0.0041	-0.4%	1.1580
High	1.1493	1.1412	-0.0081	-0.7%	1.1583
Low	1.1453	1.1377	-0.0076	-0.7%	1.1377
Close	1.1493	1.1412	-0.0081	-0.7%	1.1412
Range	0.0040	0.0035	-0.0006	-13.8%	0.0206
ATR	0.0044	0.0049	0.0005	11.5%	0.0000
Volume	29	43	14	48.3%	389

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1504	1.1492	1.1430
R3	1.1469	1.1458	1.1421
R2	1.1435	1.1435	1.1418
R1	1.1423	1.1423	1.1415	1.1429
PP	1.1400	1.1400	1.1400	1.1403
S1	1.1389	1.1389	1.1408	1.1394
S2	1.1366	1.1366	1.1405
S3	1.1331	1.1354	1.1402
S4	1.1297	1.1320	1.1393

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2075	1.1949	1.1525
R3	1.1869	1.1743	1.1468
R2	1.1663	1.1663	1.1449
R1	1.1537	1.1537	1.1430	1.1497
PP	1.1457	1.1457	1.1457	1.1437
S1	1.1331	1.1331	1.1393	1.1291
S2	1.1251	1.1251	1.1374
S3	1.1045	1.1125	1.1355
S4	1.0839	1.0919	1.1298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1583	1.1377	0.0206	1.8%	0.0047	0.4%	17%	False	True	77
10	1.1713	1.1377	0.0336	2.9%	0.0036	0.3%	10%	False	True	75
20	1.1809	1.1377	0.0432	3.8%	0.0026	0.2%	8%	False	True	64
40	1.1817	1.1377	0.0440	3.9%	0.0022	0.2%	8%	False	True	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1558
2.618	1.1502
1.618	1.1467
1.000	1.1446
0.618	1.1433
HIGH	1.1412
0.618	1.1398
0.500	1.1394
0.382	1.1390
LOW	1.1377
0.618	1.1356
1.000	1.1343
1.618	1.1321
2.618	1.1287
4.250	1.1230

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	1.1406	1.1435
PP	1.1400	1.1427
S1	1.1394	1.1419

Download as Excel Spreadsheet

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

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