CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	1.1412	1.1407	-0.0005	0.0%	1.1580
High	1.1412	1.1408	-0.0004	0.0%	1.1583
Low	1.1377	1.1359	-0.0018	-0.2%	1.1377
Close	1.1412	1.1359	-0.0053	-0.5%	1.1412
Range	0.0035	0.0049	0.0015	42.0%	0.0206
ATR	0.0049	0.0049	0.0000	0.5%	0.0000
Volume	43	67	24	55.8%	389

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1522	1.1490	1.1386
R3	1.1473	1.1441	1.1372
R2	1.1424	1.1424	1.1368
R1	1.1392	1.1392	1.1363	1.1384
PP	1.1375	1.1375	1.1375	1.1371
S1	1.1343	1.1343	1.1355	1.1335
S2	1.1326	1.1326	1.1350
S3	1.1277	1.1294	1.1346
S4	1.1228	1.1245	1.1332

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	1.1500	1.1359	0.0141	1.2%	0.0041	0.4%	0%	False	True	55
10	1.1713	1.1359	0.0354	3.1%	0.0041	0.4%	0%	False	True	81
20	1.1809	1.1359	0.0450	4.0%	0.0028	0.2%	0%	False	True	67
40	1.1809	1.1359	0.0450	4.0%	0.0023	0.2%	0%	False	True	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1616
2.618	1.1536
1.618	1.1487
1.000	1.1457
0.618	1.1438
HIGH	1.1408
0.618	1.1389
0.500	1.1384
0.382	1.1378
LOW	1.1359
0.618	1.1329
1.000	1.1310
1.618	1.1280
2.618	1.1231
4.250	1.1151

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	1.1384	1.1426
PP	1.1375	1.1404
S1	1.1367	1.1381

Download as Excel Spreadsheet

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

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