CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	1.1442	1.1441	-0.0002	0.0%	1.1407
High	1.1446	1.1460	0.0014	0.1%	1.1431
Low	1.1441	1.1419	-0.0023	-0.2%	1.1312
Close	1.1441	1.1419	-0.0023	-0.2%	1.1425
Range	0.0005	0.0042	0.0037	730.0%	0.0119
ATR	0.0049	0.0048	-0.0001	-1.1%	0.0000
Volume	93	31	-62	-66.7%	331

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1557	1.1529	1.1441
R3	1.1515	1.1488	1.1430
R2	1.1474	1.1474	1.1426
R1	1.1446	1.1446	1.1422	1.1439
PP	1.1432	1.1432	1.1432	1.1429
S1	1.1405	1.1405	1.1415	1.1398
S2	1.1391	1.1391	1.1411
S3	1.1349	1.1363	1.1407
S4	1.1308	1.1322	1.1396

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	1.1460	1.1391	0.0069	0.6%	0.0020	0.2%	40%	True	False	74
10	1.1493	1.1312	0.0181	1.6%	0.0026	0.2%	59%	False	False	72
20	1.1713	1.1312	0.0401	3.5%	0.0030	0.3%	27%	False	False	70
40	1.1809	1.1312	0.0497	4.4%	0.0022	0.2%	22%	False	False	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1636
2.618	1.1569
1.618	1.1527
1.000	1.1502
0.618	1.1486
HIGH	1.1460
0.618	1.1444
0.500	1.1439
0.382	1.1434
LOW	1.1419
0.618	1.1393
1.000	1.1377
1.618	1.1351
2.618	1.1310
4.250	1.1242

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	1.1439	1.1439
PP	1.1432	1.1432
S1	1.1425	1.1425

Download as Excel Spreadsheet

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

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