CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 21-Jan-2022
Day Change Summary
Previous Current
20-Jan-2022 21-Jan-2022 Change Change % Previous Week
Open 1.0975 1.0962 -0.0013 -0.1% 1.0980
High 1.0985 1.1027 0.0042 0.4% 1.1027
Low 1.0945 1.0962 0.0017 0.2% 1.0945
Close 1.0950 1.1019 0.0069 0.6% 1.1019
Range 0.0040 0.0065 0.0025 62.5% 0.0082
ATR 0.0047 0.0049 0.0002 4.5% 0.0000
Volume 18 11 -7 -38.9% 53
Daily Pivots for day following 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1198 1.1173 1.1055
R3 1.1133 1.1108 1.1037
R2 1.1068 1.1068 1.1031
R1 1.1043 1.1043 1.1025 1.1056
PP 1.1003 1.1003 1.1003 1.1009
S1 1.0978 1.0978 1.1013 1.0991
S2 1.0938 1.0938 1.1007
S3 1.0873 1.0913 1.1001
S4 1.0808 1.0848 1.0983
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1243 1.1213 1.1064
R3 1.1161 1.1131 1.1042
R2 1.1079 1.1079 1.1034
R1 1.1049 1.1049 1.1027 1.1064
PP 1.0997 1.0997 1.0997 1.1005
S1 1.0967 1.0967 1.1011 1.0982
S2 1.0915 1.0915 1.1004
S3 1.0833 1.0885 1.0996
S4 1.0751 1.0803 1.0974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1027 1.0945 0.0082 0.7% 0.0036 0.3% 90% True False 14
10 1.1045 1.0835 0.0210 1.9% 0.0041 0.4% 88% False False 13
20 1.1045 1.0835 0.0210 1.9% 0.0035 0.3% 88% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1303
2.618 1.1197
1.618 1.1132
1.000 1.1092
0.618 1.1067
HIGH 1.1027
0.618 1.1002
0.500 1.0995
0.382 1.0987
LOW 1.0962
0.618 1.0922
1.000 1.0897
1.618 1.0857
2.618 1.0792
4.250 1.0686
Fisher Pivots for day following 21-Jan-2022
Pivot 1 day 3 day
R1 1.1011 1.1008
PP 1.1003 1.0997
S1 1.0995 1.0986

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

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