CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0915 |
0.0050 |
0.5% |
1.0993 |
| High |
1.0910 |
1.0940 |
0.0030 |
0.3% |
1.1011 |
| Low |
1.0865 |
1.0910 |
0.0045 |
0.4% |
1.0762 |
| Close |
1.0895 |
1.0933 |
0.0038 |
0.3% |
1.0789 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-33.3% |
0.0249 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
15 |
16 |
1 |
6.7% |
43 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.1005 |
1.0950 |
|
| R3 |
1.0988 |
1.0975 |
1.0941 |
|
| R2 |
1.0958 |
1.0958 |
1.0939 |
|
| R1 |
1.0945 |
1.0945 |
1.0936 |
1.0952 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0931 |
| S1 |
1.0915 |
1.0915 |
1.0930 |
1.0922 |
| S2 |
1.0898 |
1.0898 |
1.0928 |
|
| S3 |
1.0868 |
1.0885 |
1.0925 |
|
| S4 |
1.0838 |
1.0855 |
1.0917 |
|
|
| 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 |
1.1068 |
|
2.618 |
1.1019 |
|
1.618 |
1.0989 |
|
1.000 |
1.0970 |
|
0.618 |
1.0959 |
|
HIGH |
1.0940 |
|
0.618 |
1.0929 |
|
0.500 |
1.0925 |
|
0.382 |
1.0921 |
|
LOW |
1.0910 |
|
0.618 |
1.0891 |
|
1.000 |
1.0880 |
|
1.618 |
1.0861 |
|
2.618 |
1.0831 |
|
4.250 |
1.0783 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0909 |
| PP |
1.0928 |
1.0885 |
| S1 |
1.0925 |
1.0861 |
|