CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 1.1292 1.1333 0.0041 0.4% 1.1364
High 1.1352 1.1351 -0.0002 0.0% 1.1412
Low 1.1292 1.1309 0.0017 0.1% 1.1281
Close 1.1323 1.1329 0.0006 0.1% 1.1303
Range 0.0060 0.0042 -0.0018 -30.0% 0.0131
ATR 0.0066 0.0065 -0.0002 -2.6% 0.0000
Volume 661 266 -395 -59.8% 1,430
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1455 1.1434 1.1352
R3 1.1413 1.1392 1.1341
R2 1.1371 1.1371 1.1337
R1 1.1350 1.1350 1.1333 1.1340
PP 1.1329 1.1329 1.1329 1.1324
S1 1.1308 1.1308 1.1325 1.1298
S2 1.1287 1.1287 1.1321
S3 1.1245 1.1266 1.1317
S4 1.1203 1.1224 1.1306
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1723 1.1643 1.1374
R3 1.1593 1.1513 1.1338
R2 1.1462 1.1462 1.1326
R1 1.1382 1.1382 1.1314 1.1357
PP 1.1332 1.1332 1.1332 1.1319
S1 1.1252 1.1252 1.1291 1.1227
S2 1.1201 1.1201 1.1279
S3 1.1071 1.1121 1.1267
S4 1.0940 1.0991 1.1231
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 1.2% 0.0068 0.6% 37% False False 371
10 1.1412 1.1281 0.0131 1.2% 0.0064 0.6% 37% False False 670
20 1.1438 1.1249 0.0189 1.7% 0.0059 0.5% 42% False False 413
40 1.1750 1.1249 0.0501 4.4% 0.0055 0.5% 16% False False 260
60 1.1757 1.1249 0.0508 4.5% 0.0045 0.4% 16% False False 191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1529
2.618 1.1460
1.618 1.1418
1.000 1.1393
0.618 1.1376
HIGH 1.1351
0.618 1.1334
0.500 1.1330
0.382 1.1325
LOW 1.1309
0.618 1.1283
1.000 1.1267
1.618 1.1241
2.618 1.1199
4.250 1.1130
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 1.1330 1.1343
PP 1.1329 1.1338
S1 1.1329 1.1334

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

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