CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 1.1353 1.1339 -0.0014 -0.1% 1.1344
High 1.1381 1.1345 -0.0036 -0.3% 1.1438
Low 1.1322 1.1327 0.0005 0.0% 1.1315
Close 1.1365 1.1333 -0.0032 -0.3% 1.1365
Range 0.0060 0.0019 -0.0041 -68.9% 0.0124
ATR 0.0061 0.0060 -0.0002 -2.7% 0.0000
Volume 104 43 -61 -58.7% 1,231
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1390 1.1380 1.1343
R3 1.1372 1.1362 1.1338
R2 1.1353 1.1353 1.1336
R1 1.1343 1.1343 1.1335 1.1339
PP 1.1335 1.1335 1.1335 1.1333
S1 1.1325 1.1325 1.1331 1.1321
S2 1.1316 1.1316 1.1330
S3 1.1298 1.1306 1.1328
S4 1.1279 1.1288 1.1323
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1743 1.1678 1.1433
R3 1.1620 1.1554 1.1399
R2 1.1496 1.1496 1.1388
R1 1.1431 1.1431 1.1376 1.1463
PP 1.1373 1.1373 1.1373 1.1389
S1 1.1307 1.1307 1.1354 1.1340
S2 1.1249 1.1249 1.1342
S3 1.1126 1.1184 1.1331
S4 1.1002 1.1060 1.1297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1438 1.1315 0.0124 1.1% 0.0060 0.5% 15% False False 232
10 1.1438 1.1249 0.0189 1.7% 0.0053 0.5% 44% False False 155
20 1.1661 1.1249 0.0412 3.6% 0.0055 0.5% 20% False False 141
40 1.1750 1.1249 0.0501 4.4% 0.0042 0.4% 17% False False 110
60 1.1910 1.1249 0.0661 5.8% 0.0039 0.3% 13% False False 79
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1424
2.618 1.1393
1.618 1.1375
1.000 1.1364
0.618 1.1356
HIGH 1.1345
0.618 1.1338
0.500 1.1336
0.382 1.1334
LOW 1.1327
0.618 1.1315
1.000 1.1308
1.618 1.1297
2.618 1.1278
4.250 1.1248
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 1.1336 1.1361
PP 1.1335 1.1352
S1 1.1334 1.1342

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

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