CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 1.1345 1.1364 0.0019 0.2% 1.1339
High 1.1375 1.1364 -0.0011 -0.1% 1.1403
Low 1.1317 1.1312 -0.0005 0.0% 1.1288
Close 1.1363 1.1340 -0.0023 -0.2% 1.1363
Range 0.0058 0.0052 -0.0006 -10.4% 0.0115
ATR 0.0062 0.0061 -0.0001 -1.2% 0.0000
Volume 717 239 -478 -66.7% 4,484
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1493 1.1468 1.1368
R3 1.1442 1.1417 1.1354
R2 1.1390 1.1390 1.1349
R1 1.1365 1.1365 1.1345 1.1352
PP 1.1339 1.1339 1.1339 1.1332
S1 1.1314 1.1314 1.1335 1.1300
S2 1.1287 1.1287 1.1331
S3 1.1236 1.1262 1.1326
S4 1.1184 1.1211 1.1312
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1696 1.1645 1.1426
R3 1.1581 1.1530 1.1395
R2 1.1466 1.1466 1.1384
R1 1.1415 1.1415 1.1374 1.1440
PP 1.1351 1.1351 1.1351 1.1364
S1 1.1300 1.1300 1.1352 1.1325
S2 1.1236 1.1236 1.1342
S3 1.1121 1.1185 1.1331
S4 1.1006 1.1070 1.1300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1403 1.1288 0.0115 1.0% 0.0060 0.5% 46% False False 936
10 1.1438 1.1288 0.0151 1.3% 0.0060 0.5% 35% False False 584
20 1.1508 1.1249 0.0259 2.3% 0.0059 0.5% 35% False False 354
40 1.1750 1.1249 0.0501 4.4% 0.0047 0.4% 18% False False 210
60 1.1818 1.1249 0.0569 5.0% 0.0041 0.4% 16% False False 156
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1582
2.618 1.1498
1.618 1.1447
1.000 1.1415
0.618 1.1395
HIGH 1.1364
0.618 1.1344
0.500 1.1338
0.382 1.1332
LOW 1.1312
0.618 1.1280
1.000 1.1261
1.618 1.1229
2.618 1.1177
4.250 1.1093
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 1.1339 1.1346
PP 1.1339 1.1344
S1 1.1338 1.1342

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

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