CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 14-Dec-2021
Day Change Summary
Previous Current
13-Dec-2021 14-Dec-2021 Change Change % Previous Week
Open 1.1364 1.1334 -0.0030 -0.3% 1.1339
High 1.1364 1.1372 0.0009 0.1% 1.1403
Low 1.1312 1.1306 -0.0006 -0.1% 1.1288
Close 1.1340 1.1308 -0.0033 -0.3% 1.1363
Range 0.0052 0.0066 0.0015 28.2% 0.0115
ATR 0.0061 0.0062 0.0000 0.5% 0.0000
Volume 239 263 24 10.0% 4,484
Daily Pivots for day following 14-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1527 1.1483 1.1344
R3 1.1461 1.1417 1.1326
R2 1.1395 1.1395 1.1320
R1 1.1351 1.1351 1.1314 1.1340
PP 1.1329 1.1329 1.1329 1.1323
S1 1.1285 1.1285 1.1301 1.1274
S2 1.1263 1.1263 1.1295
S3 1.1197 1.1219 1.1289
S4 1.1131 1.1153 1.1271
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 1.1306 0.0097 0.9% 0.0060 0.5% 2% False True 969
10 1.1417 1.1288 0.0129 1.1% 0.0054 0.5% 16% False False 581
20 1.1442 1.1249 0.0193 1.7% 0.0058 0.5% 30% False False 363
40 1.1750 1.1249 0.0501 4.4% 0.0047 0.4% 12% False False 216
60 1.1818 1.1249 0.0569 5.0% 0.0042 0.4% 10% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1653
2.618 1.1545
1.618 1.1479
1.000 1.1438
0.618 1.1413
HIGH 1.1372
0.618 1.1347
0.500 1.1339
0.382 1.1331
LOW 1.1306
0.618 1.1265
1.000 1.1240
1.618 1.1199
2.618 1.1133
4.250 1.1026
Fisher Pivots for day following 14-Dec-2021
Pivot 1 day 3 day
R1 1.1339 1.1340
PP 1.1329 1.1329
S1 1.1318 1.1318

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

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