CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 07-Jan-2022
Day Change Summary
Previous Current
06-Jan-2022 07-Jan-2022 Change Change % Previous Week
Open 1.0893 1.0902 0.0009 0.1% 1.1009
High 1.0893 1.0939 0.0046 0.4% 1.1009
Low 1.0893 1.0883 -0.0010 -0.1% 1.0883
Close 1.0893 1.0939 0.0046 0.4% 1.0939
Range 0.0000 0.0056 0.0056 0.0126
ATR 0.0040 0.0041 0.0001 2.8% 0.0000
Volume 0 5 5 15
Daily Pivots for day following 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1088 1.1070 1.0970
R3 1.1032 1.1014 1.0954
R2 1.0976 1.0976 1.0949
R1 1.0958 1.0958 1.0944 1.0967
PP 1.0920 1.0920 1.0920 1.0925
S1 1.0902 1.0902 1.0934 1.0911
S2 1.0864 1.0864 1.0929
S3 1.0808 1.0846 1.0924
S4 1.0752 1.0790 1.0908
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1322 1.1256 1.1008
R3 1.1196 1.1130 1.0974
R2 1.1070 1.1070 1.0962
R1 1.1004 1.1004 1.0951 1.0974
PP 1.0944 1.0944 1.0944 1.0929
S1 1.0878 1.0878 1.0927 1.0848
S2 1.0818 1.0818 1.0916
S3 1.0692 1.0752 1.0904
S4 1.0566 1.0626 1.0870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1009 1.0883 0.0126 1.2% 0.0032 0.3% 44% False True 3
10 1.1034 1.0883 0.0151 1.4% 0.0030 0.3% 37% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.1086
1.618 1.1030
1.000 1.0995
0.618 1.0974
HIGH 1.0939
0.618 1.0918
0.500 1.0911
0.382 1.0904
LOW 1.0883
0.618 1.0848
1.000 1.0827
1.618 1.0792
2.618 1.0736
4.250 1.0645
Fisher Pivots for day following 07-Jan-2022
Pivot 1 day 3 day
R1 1.0930 1.0932
PP 1.0920 1.0924
S1 1.0911 1.0917

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

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