CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 1.1015 1.1009 -0.0006 -0.1% 1.0955
High 1.1034 1.1009 -0.0025 -0.2% 1.1034
Low 1.0984 1.0934 -0.0050 -0.5% 1.0934
Close 1.1024 1.0938 -0.0086 -0.8% 1.1024
Range 0.0050 0.0075 0.0025 50.0% 0.0100
ATR
Volume 6 8 2 33.3% 22
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1185 1.1137 1.0979
R3 1.1110 1.1062 1.0959
R2 1.1035 1.1035 1.0952
R1 1.0987 1.0987 1.0945 1.0974
PP 1.0960 1.0960 1.0960 1.0954
S1 1.0912 1.0912 1.0931 1.0899
S2 1.0885 1.0885 1.0924
S3 1.0810 1.0837 1.0917
S4 1.0735 1.0762 1.0897
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% 0.0043 0.4% 4% False True 5
10 1.1034 1.0870 0.0164 1.5% 0.0030 0.3% 41% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1328
2.618 1.1205
1.618 1.1130
1.000 1.1084
0.618 1.1055
HIGH 1.1009
0.618 1.0980
0.500 1.0972
0.382 1.0963
LOW 1.0934
0.618 1.0888
1.000 1.0859
1.618 1.0813
2.618 1.0738
4.250 1.0615
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 1.0972 1.0984
PP 1.0960 1.0969
S1 1.0949 1.0953

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

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