CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 03-Dec-2021

Day Change Summary
	Previous	Current
	02-Dec-2021	03-Dec-2021	Change	Change %	Previous Week
Open	1.1441	1.1432	-0.0009	-0.1%	1.1391
High	1.1460	1.1444	-0.0016	-0.1%	1.1460
Low	1.1419	1.1395	-0.0024	-0.2%	1.1391
Close	1.1419	1.1432	0.0013	0.1%	1.1432
Range	0.0042	0.0049	0.0008	18.1%	0.0069
ATR	0.0048	0.0048	0.0000	0.1%	0.0000
Volume	31	5	-26	-83.9%	323

Daily Pivots for day following 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1571	1.1550	1.1458
R3	1.1522	1.1501	1.1445
R2	1.1473	1.1473	1.1440
R1	1.1452	1.1452	1.1436	1.1456
PP	1.1424	1.1424	1.1424	1.1426
S1	1.1403	1.1403	1.1427	1.1407
S2	1.1375	1.1375	1.1423
S3	1.1326	1.1354	1.1418
S4	1.1277	1.1305	1.1405

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1635	1.1602	1.1469
R3	1.1566	1.1533	1.1450
R2	1.1497	1.1497	1.1444
R1	1.1464	1.1464	1.1438	1.1480
PP	1.1428	1.1428	1.1428	1.1436
S1	1.1395	1.1395	1.1425	1.1411
S2	1.1359	1.1359	1.1419
S3	1.1290	1.1326	1.1413
S4	1.1221	1.1257	1.1394

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%	0.0028	0.2%	59%	False	False	64
10	1.1460	1.1312	0.0149	1.3%	0.0027	0.2%	81%	False	False	69
20	1.1713	1.1312	0.0401	3.5%	0.0032	0.3%	30%	False	False	70
40	1.1809	1.1312	0.0497	4.3%	0.0023	0.2%	24%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1652
2.618	1.1572
1.618	1.1523
1.000	1.1493
0.618	1.1474
HIGH	1.1444
0.618	1.1425
0.500	1.1420
0.382	1.1414
LOW	1.1395
0.618	1.1365
1.000	1.1346
1.618	1.1316
2.618	1.1267
4.250	1.1187

Fisher Pivots for day following 03-Dec-2021
Pivot	1 day	3 day
R1	1.1428	1.1430
PP	1.1424	1.1429
S1	1.1420	1.1428

Download as Excel Spreadsheet

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

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