CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 1.0951 1.0893 -0.0058 -0.5% 1.0955
High 1.0951 1.0893 -0.0058 -0.5% 1.1034
Low 1.0951 1.0893 -0.0058 -0.5% 1.0934
Close 1.0951 1.0893 -0.0058 -0.5% 1.1024
Range
ATR 0.0039 0.0040 0.0001 3.5% 0.0000
Volume
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.0893 1.0893 1.0893
R3 1.0893 1.0893 1.0893
R2 1.0893 1.0893 1.0893
R1 1.0893 1.0893 1.0893 1.0893
PP 1.0893 1.0893 1.0893 1.0893
S1 1.0893 1.0893 1.0893 1.0893
S2 1.0893 1.0893 1.0893
S3 1.0893 1.0893 1.0893
S4 1.0893 1.0893 1.0893
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1297 1.1261 1.1079
R3 1.1197 1.1161 1.1052
R2 1.1097 1.1097 1.1042
R1 1.1061 1.1061 1.1033 1.1079
PP 1.0997 1.0997 1.0997 1.1007
S1 1.0961 1.0961 1.1015 1.0979
S2 1.0897 1.0897 1.1006
S3 1.0797 1.0861 1.0997
S4 1.0697 1.0761 1.0969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1034 1.0893 0.0141 1.3% 0.0031 0.3% 0% False True 3
10 1.1034 1.0893 0.0141 1.3% 0.0030 0.3% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.0893
2.618 1.0893
1.618 1.0893
1.000 1.0893
0.618 1.0893
HIGH 1.0893
0.618 1.0893
0.500 1.0893
0.382 1.0893
LOW 1.0893
0.618 1.0893
1.000 1.0893
1.618 1.0893
2.618 1.0893
4.250 1.0893
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 1.0893 1.0928
PP 1.0893 1.0916
S1 1.0893 1.0905

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

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