In this work, the FENE dumbbell model under small- and large-amplitude oscillatory shear flows using a micro-macro approach is presented. This approach involves the evolution of an ensemble of Brownian Configuration Fields which describes the polymer dynamics of the microscopic scale and the momentum equation describes the macroscopic scale. The Lissajous curves for the shear stress and the first normal stress difference versus the instantaneous strain or strain rate for the elastic or viscous projection are shown. The influences of the solvent/polymer viscosity ratio, the maximum extension length, and the relation between strain rate and frequency are analyzed. An important finding is the self-intersection of the Lissajous curves, which forms secondary loops for short extension lengths and high Weissenberg/Deborah dimensionless numbers ratio.