CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	1.1349	1.1425	0.0076	0.7%	1.1407
High	1.1350	1.1431	0.0081	0.7%	1.1431
Low	1.1312	1.1425	0.0114	1.0%	1.1312
Close	1.1325	1.1425	0.0100	0.9%	1.1425
Range	0.0038	0.0006	-0.0033	-85.5%	0.0119
ATR	0.0049	0.0053	0.0004	8.4%	0.0000
Volume	42	56	14	33.3%	331

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1443	1.1440	1.1428
R3	1.1438	1.1434	1.1427
R2	1.1432	1.1432	1.1426
R1	1.1429	1.1429	1.1426	1.1428
PP	1.1427	1.1427	1.1427	1.1426
S1	1.1423	1.1423	1.1424	1.1422
S2	1.1421	1.1421	1.1424
S3	1.1416	1.1418	1.1423
S4	1.1410	1.1412	1.1422

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1746	1.1705	1.1490
R3	1.1627	1.1586	1.1458
R2	1.1508	1.1508	1.1447
R1	1.1467	1.1467	1.1436	1.1487
PP	1.1389	1.1389	1.1389	1.1399
S1	1.1348	1.1348	1.1414	1.1368
S2	1.1270	1.1270	1.1403
S3	1.1151	1.1229	1.1392
S4	1.1032	1.1110	1.1360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1431	1.1312	0.0119	1.0%	0.0025	0.2%	95%	True	False	74
10	1.1583	1.1312	0.0272	2.4%	0.0034	0.3%	42%	False	False	99
20	1.1733	1.1312	0.0422	3.7%	0.0028	0.2%	27%	False	False	57
40	1.1809	1.1312	0.0497	4.4%	0.0021	0.2%	23%	False	False	49

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	1.1454
2.618	1.1445
1.618	1.1439
1.000	1.1436
0.618	1.1434
HIGH	1.1431
0.618	1.1428
0.500	1.1428
0.382	1.1427
LOW	1.1425
0.618	1.1422
1.000	1.1420
1.618	1.1416
2.618	1.1411
4.250	1.1402

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	1.1428	1.1407
PP	1.1427	1.1389
S1	1.1426	1.1371

Download as Excel Spreadsheet

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

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