CME Swiss Franc Future March 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	1.0874	1.0814	-0.0060	-0.6%	1.0750
High	1.0887	1.0854	-0.0033	-0.3%	1.0907
Low	1.0811	1.0806	-0.0005	0.0%	1.0715
Close	1.0815	1.0840	0.0025	0.2%	1.0815
Range	0.0076	0.0048	-0.0028	-36.8%	0.0192
ATR	0.0073	0.0071	-0.0002	-2.4%	0.0000
Volume	20,997	13,162	-7,835	-37.3%	118,507

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0977	1.0957	1.0866
R3	1.0929	1.0909	1.0853
R2	1.0881	1.0881	1.0849
R1	1.0861	1.0861	1.0844	1.0871
PP	1.0833	1.0833	1.0833	1.0839
S1	1.0813	1.0813	1.0836	1.0823
S2	1.0785	1.0785	1.0831
S3	1.0737	1.0765	1.0827
S4	1.0689	1.0717	1.0814

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1388	1.1294	1.0921
R3	1.1196	1.1102	1.0868
R2	1.1004	1.1004	1.0850
R1	1.0910	1.0910	1.0833	1.0957
PP	1.0812	1.0812	1.0812	1.0836
S1	1.0718	1.0718	1.0797	1.0765
S2	1.0620	1.0620	1.0780
S3	1.0428	1.0526	1.0762
S4	1.0236	1.0334	1.0709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0907	1.0790	0.0117	1.1%	0.0066	0.6%	43%	False	False	20,190
10	1.0957	1.0715	0.0242	2.2%	0.0077	0.7%	52%	False	False	22,290
20	1.1015	1.0715	0.0300	2.8%	0.0074	0.7%	42%	False	False	22,125
40	1.1015	1.0715	0.0300	2.8%	0.0070	0.6%	42%	False	False	19,377
60	1.1015	1.0712	0.0303	2.8%	0.0068	0.6%	42%	False	False	14,284
80	1.1042	1.0712	0.0330	3.0%	0.0062	0.6%	39%	False	False	10,724
100	1.1042	1.0712	0.0330	3.0%	0.0060	0.6%	39%	False	False	8,584

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1058
2.618	1.0980
1.618	1.0932
1.000	1.0902
0.618	1.0884
HIGH	1.0854
0.618	1.0836
0.500	1.0830
0.382	1.0824
LOW	1.0806
0.618	1.0776
1.000	1.0758
1.618	1.0728
2.618	1.0680
4.250	1.0602

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	1.0837	1.0857
PP	1.0833	1.0851
S1	1.0830	1.0846

Download as Excel Spreadsheet

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

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