CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0865 |
0.0083 |
0.8% |
1.0993 |
| High |
1.0855 |
1.0910 |
0.0055 |
0.5% |
1.1011 |
| Low |
1.0782 |
1.0865 |
0.0083 |
0.8% |
1.0762 |
| Close |
1.0855 |
1.0895 |
0.0040 |
0.4% |
1.0789 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0249 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
9 |
15 |
6 |
66.7% |
43 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.1005 |
1.0920 |
|
| R3 |
1.0980 |
1.0960 |
1.0907 |
|
| R2 |
1.0935 |
1.0935 |
1.0903 |
|
| R1 |
1.0915 |
1.0915 |
1.0899 |
1.0925 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0895 |
| S1 |
1.0870 |
1.0870 |
1.0891 |
1.0880 |
| S2 |
1.0845 |
1.0845 |
1.0887 |
|
| S3 |
1.0800 |
1.0825 |
1.0883 |
|
| S4 |
1.0755 |
1.0780 |
1.0870 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1444 |
1.0926 |
|
| R3 |
1.1352 |
1.1195 |
1.0857 |
|
| R2 |
1.1103 |
1.1103 |
1.0835 |
|
| R1 |
1.0946 |
1.0946 |
1.0812 |
1.0900 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0831 |
| S1 |
1.0697 |
1.0697 |
1.0766 |
1.0651 |
| S2 |
1.0605 |
1.0605 |
1.0743 |
|
| S3 |
1.0356 |
1.0448 |
1.0721 |
|
| S4 |
1.0107 |
1.0199 |
1.0652 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.1028 |
|
1.618 |
1.0983 |
|
1.000 |
1.0955 |
|
0.618 |
1.0938 |
|
HIGH |
1.0910 |
|
0.618 |
1.0893 |
|
0.500 |
1.0888 |
|
0.382 |
1.0882 |
|
LOW |
1.0865 |
|
0.618 |
1.0837 |
|
1.000 |
1.0820 |
|
1.618 |
1.0792 |
|
2.618 |
1.0747 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0876 |
| PP |
1.0890 |
1.0858 |
| S1 |
1.0888 |
1.0839 |
|