CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 16-Dec-2021

Day Change Summary
	Previous	Current
	15-Dec-2021	16-Dec-2021	Change	Change %	Previous Week
Open	1.1403	1.1425	0.0022	0.2%	1.1400
High	1.1403	1.1449	0.0046	0.4%	1.1471
Low	1.1372	1.1421	0.0050	0.4%	1.1385
Close	1.1392	1.1447	0.0055	0.5%	1.1431
Range	0.0031	0.0028	-0.0004	-11.3%	0.0086
ATR	0.0045	0.0046	0.0001	1.8%	0.0000
Volume	3	13	10	333.3%	92

Daily Pivots for day following 16-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1521	1.1511	1.1462
R3	1.1494	1.1484	1.1454
R2	1.1466	1.1466	1.1452
R1	1.1456	1.1456	1.1449	1.1461
PP	1.1439	1.1439	1.1439	1.1441
S1	1.1429	1.1429	1.1444	1.1434
S2	1.1411	1.1411	1.1441
S3	1.1384	1.1401	1.1439
S4	1.1356	1.1374	1.1431

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1687	1.1645	1.1478
R3	1.1601	1.1559	1.1455
R2	1.1515	1.1515	1.1447
R1	1.1473	1.1473	1.1439	1.1494
PP	1.1429	1.1429	1.1429	1.1439
S1	1.1387	1.1387	1.1423	1.1408
S2	1.1343	1.1343	1.1415
S3	1.1257	1.1301	1.1407
S4	1.1171	1.1215	1.1384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1449	1.1372	0.0077	0.7%	0.0025	0.2%	97%	True	False	3
10	1.1471	1.1372	0.0099	0.9%	0.0028	0.2%	76%	False	False	11
20	1.1493	1.1312	0.0181	1.6%	0.0027	0.2%	75%	False	False	41
40	1.1809	1.1312	0.0497	4.3%	0.0025	0.2%	27%	False	False	52

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1565
2.618	1.1520
1.618	1.1493
1.000	1.1476
0.618	1.1465
HIGH	1.1449
0.618	1.1438
0.500	1.1435
0.382	1.1432
LOW	1.1421
0.618	1.1404
1.000	1.1394
1.618	1.1377
2.618	1.1349
4.250	1.1304

Fisher Pivots for day following 16-Dec-2021
Pivot	1 day	3 day
R1	1.1443	1.1434
PP	1.1439	1.1422
S1	1.1435	1.1410

Download as Excel Spreadsheet

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

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