CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 1.0902 1.0872 -0.0030 -0.3% 1.1009
High 1.0939 1.0872 -0.0067 -0.6% 1.1009
Low 1.0883 1.0835 -0.0048 -0.4% 1.0883
Close 1.0939 1.0835 -0.0104 -1.0% 1.0939
Range 0.0056 0.0037 -0.0019 -33.9% 0.0126
ATR 0.0041 0.0046 0.0004 10.8% 0.0000
Volume 5 5 0 0.0% 15
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.0958 1.0934 1.0855
R3 1.0921 1.0897 1.0845
R2 1.0884 1.0884 1.0842
R1 1.0860 1.0860 1.0838 1.0854
PP 1.0847 1.0847 1.0847 1.0844
S1 1.0823 1.0823 1.0832 1.0817
S2 1.0810 1.0810 1.0828
S3 1.0773 1.0786 1.0825
S4 1.0736 1.0749 1.0815
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 1.0962 1.0835 0.0127 1.2% 0.0025 0.2% 0% False True 2
10 1.1034 1.0835 0.0199 1.8% 0.0034 0.3% 0% False True 4
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1029
2.618 1.0969
1.618 1.0932
1.000 1.0909
0.618 1.0895
HIGH 1.0872
0.618 1.0858
0.500 1.0854
0.382 1.0849
LOW 1.0835
0.618 1.0812
1.000 1.0798
1.618 1.0775
2.618 1.0738
4.250 1.0678
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 1.0854 1.0887
PP 1.0847 1.0870
S1 1.0841 1.0852

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

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