CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	1.1425	1.1391	-0.0034	-0.3%	1.1407
High	1.1431	1.1403	-0.0028	-0.2%	1.1431
Low	1.1425	1.1391	-0.0034	-0.3%	1.1312
Close	1.1425	1.1395	-0.0031	-0.3%	1.1425
Range	0.0006	0.0012	0.0006	109.1%	0.0119
ATR	0.0053	0.0051	-0.0001	-2.5%	0.0000
Volume	56	3	-53	-94.6%	331

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1431	1.1424	1.1401
R3	1.1419	1.1413	1.1398
R2	1.1408	1.1408	1.1397
R1	1.1401	1.1401	1.1396	1.1404
PP	1.1396	1.1396	1.1396	1.1398
S1	1.1390	1.1390	1.1393	1.1393
S2	1.1385	1.1385	1.1392
S3	1.1373	1.1378	1.1391
S4	1.1362	1.1367	1.1388

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%	0.0021	0.2%	70%	False	False	66
10	1.1583	1.1312	0.0272	2.4%	0.0034	0.3%	31%	False	False	72
20	1.1733	1.1312	0.0422	3.7%	0.0029	0.3%	20%	False	False	57
40	1.1809	1.1312	0.0497	4.4%	0.0021	0.2%	17%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1451
2.618	1.1433
1.618	1.1421
1.000	1.1414
0.618	1.1410
HIGH	1.1403
0.618	1.1398
0.500	1.1397
0.382	1.1395
LOW	1.1391
0.618	1.1384
1.000	1.1380
1.618	1.1372
2.618	1.1361
4.250	1.1342

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	1.1397	1.1387
PP	1.1396	1.1379
S1	1.1395	1.1371

Download as Excel Spreadsheet

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

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