CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 1.0932 1.0951 0.0019 0.2% 1.0955
High 1.0962 1.0951 -0.0011 -0.1% 1.1034
Low 1.0932 1.0951 0.0019 0.2% 1.0934
Close 1.0962 1.0951 -0.0011 -0.1% 1.1024
Range 0.0030 0.0000 -0.0030 -100.0% 0.0100
ATR 0.0000 0.0039 0.0039 0.0000
Volume 2 0 -2 -100.0% 22
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.0951 1.0951 1.0951
R3 1.0951 1.0951 1.0951
R2 1.0951 1.0951 1.0951
R1 1.0951 1.0951 1.0951 1.0951
PP 1.0951 1.0951 1.0951 1.0951
S1 1.0951 1.0951 1.0951 1.0951
S2 1.0951 1.0951 1.0951
S3 1.0951 1.0951 1.0951
S4 1.0951 1.0951 1.0951
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 1.0932 0.0102 0.9% 0.0031 0.3% 19% False False 3
10 1.1034 1.0906 0.0128 1.2% 0.0030 0.3% 35% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0951
2.618 1.0951
1.618 1.0951
1.000 1.0951
0.618 1.0951
HIGH 1.0951
0.618 1.0951
0.500 1.0951
0.382 1.0951
LOW 1.0951
0.618 1.0951
1.000 1.0951
1.618 1.0951
2.618 1.0951
4.250 1.0951
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 1.0951 1.0971
PP 1.0951 1.0964
S1 1.0951 1.0958

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

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