CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0869 |
-0.0057 |
-0.5% |
1.0980 |
| High |
1.0926 |
1.0869 |
-0.0057 |
-0.5% |
1.1027 |
| Low |
1.0876 |
1.0762 |
-0.0114 |
-1.0% |
1.0945 |
| Close |
1.0876 |
1.0782 |
-0.0094 |
-0.9% |
1.1019 |
| Range |
0.0050 |
0.0107 |
0.0057 |
114.0% |
0.0082 |
| ATR |
0.0051 |
0.0056 |
0.0004 |
8.8% |
0.0000 |
| Volume |
4 |
17 |
13 |
325.0% |
53 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1061 |
1.0841 |
|
| R3 |
1.1018 |
1.0954 |
1.0811 |
|
| R2 |
1.0911 |
1.0911 |
1.0802 |
|
| R1 |
1.0847 |
1.0847 |
1.0792 |
1.0826 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0794 |
| S1 |
1.0740 |
1.0740 |
1.0772 |
1.0719 |
| S2 |
1.0697 |
1.0697 |
1.0762 |
|
| S3 |
1.0590 |
1.0633 |
1.0753 |
|
| S4 |
1.0483 |
1.0526 |
1.0723 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1149 |
|
1.618 |
1.1042 |
|
1.000 |
1.0976 |
|
0.618 |
1.0935 |
|
HIGH |
1.0869 |
|
0.618 |
1.0828 |
|
0.500 |
1.0816 |
|
0.382 |
1.0803 |
|
LOW |
1.0762 |
|
0.618 |
1.0696 |
|
1.000 |
1.0655 |
|
1.618 |
1.0589 |
|
2.618 |
1.0482 |
|
4.250 |
1.0307 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0816 |
1.0861 |
| PP |
1.0804 |
1.0834 |
| S1 |
1.0793 |
1.0808 |
|