CME Swiss Franc Future March 2022


Trading Metrics calculated at close of trading on 15-Feb-2022
Day Change Summary
Previous Current
14-Feb-2022 15-Feb-2022 Change Change % Previous Week
Open 1.0820 1.0822 0.0002 0.0% 1.0814
High 1.0834 1.0845 0.0011 0.1% 1.0854
Low 1.0793 1.0789 -0.0004 0.0% 1.0764
Close 1.0811 1.0811 0.0000 0.0% 1.0816
Range 0.0041 0.0056 0.0015 36.6% 0.0090
ATR 0.0066 0.0065 -0.0001 -1.1% 0.0000
Volume 18,702 18,183 -519 -2.8% 89,930
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.0983 1.0953 1.0842
R3 1.0927 1.0897 1.0826
R2 1.0871 1.0871 1.0821
R1 1.0841 1.0841 1.0816 1.0828
PP 1.0815 1.0815 1.0815 1.0809
S1 1.0785 1.0785 1.0806 1.0772
S2 1.0759 1.0759 1.0801
S3 1.0703 1.0729 1.0796
S4 1.0647 1.0673 1.0780
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1081 1.1039 1.0866
R3 1.0991 1.0949 1.0841
R2 1.0901 1.0901 1.0833
R1 1.0859 1.0859 1.0824 1.0880
PP 1.0811 1.0811 1.0811 1.0822
S1 1.0769 1.0769 1.0808 1.0790
S2 1.0721 1.0721 1.0800
S3 1.0631 1.0679 1.0791
S4 1.0541 1.0589 1.0767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0853 1.0764 0.0089 0.8% 0.0056 0.5% 53% False False 20,434
10 1.0907 1.0764 0.0143 1.3% 0.0057 0.5% 33% False False 19,174
20 1.0994 1.0715 0.0279 2.6% 0.0066 0.6% 34% False False 20,436
40 1.1015 1.0715 0.0300 2.8% 0.0067 0.6% 32% False False 19,545
60 1.1015 1.0712 0.0303 2.8% 0.0069 0.6% 33% False False 16,173
80 1.1042 1.0712 0.0330 3.1% 0.0063 0.6% 30% False False 12,140
100 1.1042 1.0712 0.0330 3.1% 0.0059 0.5% 30% False False 9,721
120 1.1043 1.0712 0.0331 3.1% 0.0059 0.5% 30% False False 8,101
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1083
2.618 1.0992
1.618 1.0936
1.000 1.0901
0.618 1.0880
HIGH 1.0845
0.618 1.0824
0.500 1.0817
0.382 1.0810
LOW 1.0789
0.618 1.0754
1.000 1.0733
1.618 1.0698
2.618 1.0642
4.250 1.0551
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 1.0817 1.0811
PP 1.0815 1.0811
S1 1.0813 1.0811

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

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