CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 30-Dec-2021
Day Change Summary
Previous Current
29-Dec-2021 30-Dec-2021 Change Change % Previous Week
Open 1.1348 1.1401 0.0053 0.5% 1.1292
High 1.1410 1.1401 -0.0010 -0.1% 1.1389
Low 1.1320 1.1345 0.0025 0.2% 1.1292
Close 1.1391 1.1373 -0.0018 -0.2% 1.1384
Range 0.0090 0.0056 -0.0035 -38.3% 0.0097
ATR 0.0062 0.0061 0.0000 -0.7% 0.0000
Volume 143 177 34 23.8% 1,155
Daily Pivots for day following 30-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1539 1.1511 1.1403
R3 1.1484 1.1456 1.1388
R2 1.1428 1.1428 1.1383
R1 1.1400 1.1400 1.1378 1.1387
PP 1.1373 1.1373 1.1373 1.1366
S1 1.1345 1.1345 1.1367 1.1331
S2 1.1317 1.1317 1.1362
S3 1.1262 1.1289 1.1357
S4 1.1206 1.1234 1.1342
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 1.1410 1.1320 0.0090 0.8% 0.0050 0.4% 58% False False 122
10 1.1412 1.1287 0.0125 1.1% 0.0060 0.5% 69% False False 218
20 1.1412 1.1281 0.0131 1.1% 0.0058 0.5% 70% False False 415
40 1.1671 1.1249 0.0422 3.7% 0.0056 0.5% 29% False False 264
60 1.1750 1.1249 0.0501 4.4% 0.0047 0.4% 25% False False 200
80 1.1918 1.1249 0.0669 5.9% 0.0043 0.4% 18% False False 160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1636
2.618 1.1546
1.618 1.1490
1.000 1.1456
0.618 1.1435
HIGH 1.1401
0.618 1.1379
0.500 1.1373
0.382 1.1366
LOW 1.1345
0.618 1.1311
1.000 1.1290
1.618 1.1255
2.618 1.1200
4.250 1.1109
Fisher Pivots for day following 30-Dec-2021
Pivot 1 day 3 day
R1 1.1373 1.1370
PP 1.1373 1.1368
S1 1.1373 1.1365

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

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