CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	1.1409	1.1426	0.0017	0.1%	1.1391
High	1.1471	1.1431	-0.0040	-0.3%	1.1460
Low	1.1392	1.1407	0.0015	0.1%	1.1391
Close	1.1471	1.1407	-0.0064	-0.6%	1.1432
Range	0.0079	0.0025	-0.0054	-68.8%	0.0069
ATR	0.0048	0.0049	0.0001	2.4%	0.0000
Volume	12	5	-7	-58.3%	323

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1488	1.1472	1.1420
R3	1.1464	1.1447	1.1413
R2	1.1439	1.1439	1.1411
R1	1.1423	1.1423	1.1409	1.1419
PP	1.1415	1.1415	1.1415	1.1413
S1	1.1398	1.1398	1.1404	1.1394
S2	1.1390	1.1390	1.1402
S3	1.1366	1.1374	1.1400
S4	1.1341	1.1349	1.1393

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	1.1471	1.1385	0.0086	0.8%	0.0030	0.3%	26%	False	False	19
10	1.1471	1.1385	0.0086	0.8%	0.0025	0.2%	26%	False	False	46
20	1.1598	1.1312	0.0286	2.5%	0.0031	0.3%	33%	False	False	71
40	1.1809	1.1312	0.0497	4.4%	0.0024	0.2%	19%	False	False	56

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1535
2.618	1.1495
1.618	1.1471
1.000	1.1456
0.618	1.1446
HIGH	1.1431
0.618	1.1422
0.500	1.1419
0.382	1.1416
LOW	1.1407
0.618	1.1391
1.000	1.1382
1.618	1.1367
2.618	1.1342
4.250	1.1302

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	1.1419	1.1428
PP	1.1415	1.1421
S1	1.1411	1.1414

Download as Excel Spreadsheet

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

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