CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 17-Feb-2022
Day Change Summary
Previous Current
16-Feb-2022 17-Feb-2022 Change Change % Previous Week
Open 1.0854 1.0902 0.0048 0.4% 1.0854
High 1.0905 1.0925 0.0020 0.2% 1.0888
Low 1.0852 1.0883 0.0031 0.3% 1.0819
Close 1.0905 1.0915 0.0010 0.1% 1.0857
Range 0.0053 0.0042 -0.0011 -20.8% 0.0069
ATR 0.0048 0.0047 0.0000 -0.8% 0.0000
Volume 57 192 135 236.8% 65
Daily Pivots for day following 17-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1034 1.1016 1.0938
R3 1.0992 1.0974 1.0927
R2 1.0950 1.0950 1.0923
R1 1.0932 1.0932 1.0919 1.0941
PP 1.0908 1.0908 1.0908 1.0912
S1 1.0890 1.0890 1.0911 1.0899
S2 1.0866 1.0866 1.0907
S3 1.0824 1.0848 1.0903
S4 1.0782 1.0806 1.0892
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1062 1.1028 1.0895
R3 1.0993 1.0959 1.0876
R2 1.0924 1.0924 1.0870
R1 1.0890 1.0890 1.0863 1.0907
PP 1.0855 1.0855 1.0855 1.0863
S1 1.0821 1.0821 1.0851 1.0838
S2 1.0786 1.0786 1.0844
S3 1.0717 1.0752 1.0838
S4 1.0648 1.0683 1.0819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0925 1.0819 0.0106 1.0% 0.0043 0.4% 91% True False 144
10 1.0925 1.0819 0.0106 1.0% 0.0040 0.4% 91% True False 76
20 1.1027 1.0762 0.0265 2.4% 0.0046 0.4% 58% False False 43
40 1.1045 1.0762 0.0283 2.6% 0.0039 0.4% 54% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1104
2.618 1.1035
1.618 1.0993
1.000 1.0967
0.618 1.0951
HIGH 1.0925
0.618 1.0909
0.500 1.0904
0.382 1.0899
LOW 1.0883
0.618 1.0857
1.000 1.0841
1.618 1.0815
2.618 1.0773
4.250 1.0705
Fisher Pivots for day following 17-Feb-2022
Pivot 1 day 3 day
R1 1.0911 1.0903
PP 1.0908 1.0891
S1 1.0904 1.0879

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

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