CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 1.1363 1.1377 0.0014 0.1% 1.1364
High 1.1412 1.1400 -0.0012 -0.1% 1.1412
Low 1.1347 1.1287 -0.0061 -0.5% 1.1281
Close 1.1376 1.1303 -0.0074 -0.6% 1.1303
Range 0.0065 0.0113 0.0049 75.2% 0.0131
ATR 0.0063 0.0067 0.0004 5.6% 0.0000
Volume 273 240 -33 -12.1% 1,430
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1669 1.1599 1.1365
R3 1.1556 1.1486 1.1334
R2 1.1443 1.1443 1.1323
R1 1.1373 1.1373 1.1313 1.1351
PP 1.1330 1.1330 1.1330 1.1319
S1 1.1260 1.1260 1.1292 1.1238
S2 1.1217 1.1217 1.1282
S3 1.1104 1.1147 1.1271
S4 1.0991 1.1034 1.1240
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% 0.0071 0.6% 16% False False 286
10 1.1412 1.1281 0.0131 1.2% 0.0062 0.5% 16% False False 591
20 1.1438 1.1249 0.0189 1.7% 0.0062 0.5% 28% False False 378
40 1.1750 1.1249 0.0501 4.4% 0.0053 0.5% 11% False False 238
60 1.1794 1.1249 0.0545 4.8% 0.0044 0.4% 10% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1880
2.618 1.1695
1.618 1.1582
1.000 1.1513
0.618 1.1469
HIGH 1.1400
0.618 1.1356
0.500 1.1343
0.382 1.1330
LOW 1.1287
0.618 1.1217
1.000 1.1174
1.618 1.1104
2.618 1.0991
4.250 1.0806
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 1.1343 1.1346
PP 1.1330 1.1332
S1 1.1316 1.1317

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

View Archives - Comment on this page... - Back to Index of Symbols