CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 15-Dec-2021
Day Change Summary
Previous Current
14-Dec-2021 15-Dec-2021 Change Change % Previous Week
Open 1.1334 1.1311 -0.0023 -0.2% 1.1339
High 1.1372 1.1339 -0.0033 -0.3% 1.1403
Low 1.1306 1.1281 -0.0025 -0.2% 1.1288
Close 1.1308 1.1324 0.0016 0.1% 1.1363
Range 0.0066 0.0058 -0.0008 -12.1% 0.0115
ATR 0.0062 0.0061 0.0000 -0.4% 0.0000
Volume 263 415 152 57.8% 4,484
Daily Pivots for day following 15-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1489 1.1464 1.1355
R3 1.1431 1.1406 1.1339
R2 1.1373 1.1373 1.1334
R1 1.1348 1.1348 1.1329 1.1360
PP 1.1315 1.1315 1.1315 1.1321
S1 1.1290 1.1290 1.1318 1.1302
S2 1.1257 1.1257 1.1313
S3 1.1199 1.1232 1.1308
S4 1.1141 1.1174 1.1292
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 1.1380 1.1281 0.0099 0.9% 0.0056 0.5% 43% False True 997
10 1.1403 1.1281 0.0122 1.1% 0.0055 0.5% 35% False True 612
20 1.1438 1.1249 0.0189 1.7% 0.0058 0.5% 39% False False 368
40 1.1750 1.1249 0.0501 4.4% 0.0049 0.4% 15% False False 226
60 1.1818 1.1249 0.0569 5.0% 0.0042 0.4% 13% False False 167
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1586
2.618 1.1491
1.618 1.1433
1.000 1.1397
0.618 1.1375
HIGH 1.1339
0.618 1.1317
0.500 1.1310
0.382 1.1303
LOW 1.1281
0.618 1.1245
1.000 1.1223
1.618 1.1187
2.618 1.1129
4.250 1.1035
Fisher Pivots for day following 15-Dec-2021
Pivot 1 day 3 day
R1 1.1319 1.1327
PP 1.1315 1.1326
S1 1.1310 1.1325

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

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