CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0917 |
-0.0005 |
0.0% |
1.0782 |
| High |
1.0929 |
1.0922 |
-0.0007 |
-0.1% |
1.0940 |
| Low |
1.0889 |
1.0849 |
-0.0040 |
-0.4% |
1.0782 |
| Close |
1.0910 |
1.0853 |
-0.0057 |
-0.5% |
1.0853 |
| Range |
0.0040 |
0.0073 |
0.0033 |
82.5% |
0.0158 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.5% |
0.0000 |
| Volume |
5 |
18 |
13 |
260.0% |
63 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1046 |
1.0893 |
|
| R3 |
1.1021 |
1.0973 |
1.0873 |
|
| R2 |
1.0948 |
1.0948 |
1.0866 |
|
| R1 |
1.0900 |
1.0900 |
1.0860 |
1.0888 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0868 |
| S1 |
1.0827 |
1.0827 |
1.0846 |
1.0815 |
| S2 |
1.0802 |
1.0802 |
1.0840 |
|
| S3 |
1.0729 |
1.0754 |
1.0833 |
|
| S4 |
1.0656 |
1.0681 |
1.0813 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1332 |
1.1251 |
1.0940 |
|
| R3 |
1.1174 |
1.1093 |
1.0896 |
|
| R2 |
1.1016 |
1.1016 |
1.0882 |
|
| R1 |
1.0935 |
1.0935 |
1.0867 |
1.0976 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0879 |
| S1 |
1.0777 |
1.0777 |
1.0839 |
1.0818 |
| S2 |
1.0700 |
1.0700 |
1.0824 |
|
| S3 |
1.0542 |
1.0619 |
1.0810 |
|
| S4 |
1.0384 |
1.0461 |
1.0766 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1113 |
|
1.618 |
1.1040 |
|
1.000 |
1.0995 |
|
0.618 |
1.0967 |
|
HIGH |
1.0922 |
|
0.618 |
1.0894 |
|
0.500 |
1.0886 |
|
0.382 |
1.0877 |
|
LOW |
1.0849 |
|
0.618 |
1.0804 |
|
1.000 |
1.0776 |
|
1.618 |
1.0731 |
|
2.618 |
1.0658 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0895 |
| PP |
1.0875 |
1.0881 |
| S1 |
1.0864 |
1.0867 |
|