CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 1.1339 1.1340 0.0002 0.0% 1.1344
High 1.1345 1.1352 0.0007 0.1% 1.1438
Low 1.1327 1.1288 -0.0039 -0.3% 1.1315
Close 1.1333 1.1316 -0.0017 -0.2% 1.1365
Range 0.0019 0.0064 0.0046 245.9% 0.0124
ATR 0.0060 0.0060 0.0000 0.5% 0.0000
Volume 43 96 53 123.3% 1,231
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1510 1.1477 1.1351
R3 1.1446 1.1413 1.1334
R2 1.1382 1.1382 1.1328
R1 1.1349 1.1349 1.1322 1.1334
PP 1.1318 1.1318 1.1318 1.1311
S1 1.1285 1.1285 1.1310 1.1270
S2 1.1254 1.1254 1.1304
S3 1.1190 1.1221 1.1298
S4 1.1126 1.1157 1.1281
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 1.1417 1.1288 0.0129 1.1% 0.0048 0.4% 22% False True 193
10 1.1438 1.1249 0.0189 1.7% 0.0054 0.5% 35% False False 157
20 1.1661 1.1249 0.0412 3.6% 0.0057 0.5% 16% False False 145
40 1.1750 1.1249 0.0501 4.4% 0.0044 0.4% 13% False False 113
60 1.1910 1.1249 0.0661 5.8% 0.0040 0.4% 10% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1624
2.618 1.1519
1.618 1.1455
1.000 1.1416
0.618 1.1391
HIGH 1.1352
0.618 1.1327
0.500 1.1320
0.382 1.1312
LOW 1.1288
0.618 1.1248
1.000 1.1224
1.618 1.1184
2.618 1.1120
4.250 1.1016
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 1.1320 1.1334
PP 1.1318 1.1328
S1 1.1317 1.1322

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

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