CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 1.1311 1.1363 0.0052 0.5% 1.1339
High 1.1339 1.1412 0.0073 0.6% 1.1403
Low 1.1281 1.1347 0.0066 0.6% 1.1288
Close 1.1324 1.1376 0.0053 0.5% 1.1363
Range 0.0058 0.0065 0.0007 11.2% 0.0115
ATR 0.0061 0.0063 0.0002 3.1% 0.0000
Volume 415 273 -142 -34.2% 4,484
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1572 1.1538 1.1411
R3 1.1507 1.1474 1.1394
R2 1.1443 1.1443 1.1388
R1 1.1409 1.1409 1.1382 1.1426
PP 1.1378 1.1378 1.1378 1.1387
S1 1.1345 1.1345 1.1370 1.1362
S2 1.1314 1.1314 1.1364
S3 1.1249 1.1280 1.1358
S4 1.1185 1.1216 1.1341
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 1.1412 1.1281 0.0131 1.1% 0.0060 0.5% 73% True False 381
10 1.1412 1.1281 0.0131 1.1% 0.0057 0.5% 73% True False 577
20 1.1438 1.1249 0.0189 1.7% 0.0058 0.5% 67% False False 371
40 1.1750 1.1249 0.0501 4.4% 0.0050 0.4% 25% False False 232
60 1.1813 1.1249 0.0564 5.0% 0.0042 0.4% 23% False False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1686
2.618 1.1580
1.618 1.1516
1.000 1.1476
0.618 1.1451
HIGH 1.1412
0.618 1.1387
0.500 1.1379
0.382 1.1372
LOW 1.1347
0.618 1.1307
1.000 1.1283
1.618 1.1243
2.618 1.1178
4.250 1.1073
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 1.1379 1.1366
PP 1.1378 1.1356
S1 1.1377 1.1346

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

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