CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	1.0995	1.1015	0.0020	0.2%	1.0955
High	1.0995	1.1034	0.0039	0.4%	1.1034
Low	1.0995	1.0984	-0.0011	-0.1%	1.0934
Close	1.0995	1.1024	0.0029	0.3%	1.1024
Range	0.0000	0.0050	0.0050		0.0100
ATR
Volume	0	6	6		22

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1164	1.1144	1.1052
R3	1.1114	1.1094	1.1038
R2	1.1064	1.1064	1.1033
R1	1.1044	1.1044	1.1029	1.1054
PP	1.1014	1.1014	1.1014	1.1019
S1	1.0994	1.0994	1.1019	1.1004
S2	1.0964	1.0964	1.1015
S3	1.0914	1.0944	1.1010
S4	1.0864	1.0894	1.0997

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1297	1.1261	1.1079
R3	1.1197	1.1161	1.1052
R2	1.1097	1.1097	1.1042
R1	1.1061	1.1061	1.1033	1.1079
PP	1.0997	1.0997	1.0997	1.1007
S1	1.0961	1.0961	1.1015	1.0979
S2	1.0897	1.0897	1.1006
S3	1.0797	1.0861	1.0997
S4	1.0697	1.0761	1.0969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1034	1.0934	0.0100	0.9%	0.0028	0.3%	90%	True	False	4
10	1.1034	1.0870	0.0164	1.5%	0.0030	0.3%	94%	True	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1247
2.618	1.1165
1.618	1.1115
1.000	1.1084
0.618	1.1065
HIGH	1.1034
0.618	1.1015
0.500	1.1009
0.382	1.1003
LOW	1.0984
0.618	1.0953
1.000	1.0934
1.618	1.0903
2.618	1.0853
4.250	1.0772

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	1.1019	1.1011
PP	1.1014	1.0997
S1	1.1009	1.0984

Download as Excel Spreadsheet

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

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