CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 18-Feb-2022
Day Change Summary
Previous Current
17-Feb-2022 18-Feb-2022 Change Change % Previous Week
Open 1.0902 1.0914 0.0012 0.1% 1.0852
High 1.0925 1.0925 0.0000 0.0% 1.0925
Low 1.0883 1.0892 0.0009 0.1% 1.0833
Close 1.0915 1.0904 -0.0011 -0.1% 1.0904
Range 0.0042 0.0033 -0.0009 -21.4% 0.0092
ATR 0.0047 0.0046 -0.0001 -2.1% 0.0000
Volume 192 76 -116 -60.4% 762
Daily Pivots for day following 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1006 1.0988 1.0922
R3 1.0973 1.0955 1.0913
R2 1.0940 1.0940 1.0910
R1 1.0922 1.0922 1.0907 1.0915
PP 1.0907 1.0907 1.0907 1.0903
S1 1.0889 1.0889 1.0901 1.0882
S2 1.0874 1.0874 1.0898
S3 1.0841 1.0856 1.0895
S4 1.0808 1.0823 1.0886
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1163 1.1126 1.0955
R3 1.1071 1.1034 1.0929
R2 1.0979 1.0979 1.0921
R1 1.0942 1.0942 1.0912 1.0961
PP 1.0887 1.0887 1.0887 1.0897
S1 1.0850 1.0850 1.0896 1.0869
S2 1.0795 1.0795 1.0887
S3 1.0703 1.0758 1.0879
S4 1.0611 1.0666 1.0853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0925 1.0833 0.0092 0.8% 0.0038 0.3% 77% True False 152
10 1.0925 1.0819 0.0106 1.0% 0.0036 0.3% 80% True False 82
20 1.1011 1.0762 0.0249 2.3% 0.0045 0.4% 57% False False 46
40 1.1045 1.0762 0.0283 2.6% 0.0040 0.4% 50% False False 27
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1065
2.618 1.1011
1.618 1.0978
1.000 1.0958
0.618 1.0945
HIGH 1.0925
0.618 1.0912
0.500 1.0909
0.382 1.0905
LOW 1.0892
0.618 1.0872
1.000 1.0859
1.618 1.0839
2.618 1.0806
4.250 1.0752
Fisher Pivots for day following 18-Feb-2022
Pivot 1 day 3 day
R1 1.0909 1.0899
PP 1.0907 1.0894
S1 1.0906 1.0889

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

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