CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 1.1371 1.1375 0.0004 0.0% 1.1292
High 1.1376 1.1380 0.0005 0.0% 1.1389
Low 1.1362 1.1339 -0.0023 -0.2% 1.1292
Close 1.1373 1.1349 -0.0024 -0.2% 1.1384
Range 0.0014 0.0041 0.0028 203.7% 0.0097
ATR 0.0061 0.0060 -0.0001 -2.4% 0.0000
Volume 139 53 -86 -61.9% 1,155
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1479 1.1455 1.1372
R3 1.1438 1.1414 1.1360
R2 1.1397 1.1397 1.1357
R1 1.1373 1.1373 1.1353 1.1365
PP 1.1356 1.1356 1.1356 1.1352
S1 1.1332 1.1332 1.1345 1.1324
S2 1.1315 1.1315 1.1341
S3 1.1274 1.1291 1.1338
S4 1.1233 1.1250 1.1326
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1646 1.1612 1.1437
R3 1.1549 1.1515 1.1411
R2 1.1452 1.1452 1.1402
R1 1.1418 1.1418 1.1393 1.1435
PP 1.1355 1.1355 1.1355 1.1364
S1 1.1321 1.1321 1.1375 1.1338
S2 1.1258 1.1258 1.1366
S3 1.1161 1.1224 1.1357
S4 1.1064 1.1127 1.1331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1389 1.1309 0.0081 0.7% 0.0044 0.4% 50% False False 137
10 1.1412 1.1281 0.0131 1.1% 0.0058 0.5% 52% False False 253
20 1.1438 1.1281 0.0157 1.4% 0.0059 0.5% 43% False False 419
40 1.1671 1.1249 0.0422 3.7% 0.0053 0.5% 24% False False 260
60 1.1750 1.1249 0.0501 4.4% 0.0045 0.4% 20% False False 195
80 1.1975 1.1249 0.0726 6.4% 0.0042 0.4% 14% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1554
2.618 1.1487
1.618 1.1446
1.000 1.1421
0.618 1.1405
HIGH 1.1380
0.618 1.1364
0.500 1.1360
0.382 1.1355
LOW 1.1339
0.618 1.1314
1.000 1.1298
1.618 1.1273
2.618 1.1232
4.250 1.1165
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 1.1360 1.1363
PP 1.1356 1.1358
S1 1.1353 1.1354

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

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