CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	1.0951	1.0893	-0.0058	-0.5%	1.0955
High	1.0951	1.0893	-0.0058	-0.5%	1.1034
Low	1.0951	1.0893	-0.0058	-0.5%	1.0934
Close	1.0951	1.0893	-0.0058	-0.5%	1.1024
Range
ATR	0.0039	0.0040	0.0001	3.5%	0.0000
Volume

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0893	1.0893	1.0893
R3	1.0893	1.0893	1.0893
R2	1.0893	1.0893	1.0893
R1	1.0893	1.0893	1.0893	1.0893
PP	1.0893	1.0893	1.0893	1.0893
S1	1.0893	1.0893	1.0893	1.0893
S2	1.0893	1.0893	1.0893
S3	1.0893	1.0893	1.0893
S4	1.0893	1.0893	1.0893

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	1.0893	0.0141	1.3%	0.0031	0.3%	0%	False	True	3
10	1.1034	1.0893	0.0141	1.3%	0.0030	0.3%	0%	False	True	3

Crabel Price Patterns
NR	False
NR4	False
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	0.0003

Fibonacci Retracements and Extensions
4.250	1.0893
2.618	1.0893
1.618	1.0893
1.000	1.0893
0.618	1.0893
HIGH	1.0893
0.618	1.0893
0.500	1.0893
0.382	1.0893
LOW	1.0893
0.618	1.0893
1.000	1.0893
1.618	1.0893
2.618	1.0893
4.250	1.0893

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	1.0893	1.0928
PP	1.0893	1.0916
S1	1.0893	1.0905

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols