CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary
Previous Current
11-Jan-2022 12-Jan-2022 Change Change % Previous Week
Open 1.0868 1.0915 0.0047 0.4% 1.1009
High 1.0877 1.1000 0.0123 1.1% 1.1009
Low 1.0868 1.0915 0.0047 0.4% 1.0883
Close 1.0877 1.0998 0.0121 1.1% 1.0939
Range 0.0009 0.0085 0.0076 844.4% 0.0126
ATR 0.0046 0.0051 0.0006 12.1% 0.0000
Volume 6 25 19 316.7% 15
Daily Pivots for day following 12-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1226 1.1197 1.1045
R3 1.1141 1.1112 1.1021
R2 1.1056 1.1056 1.1014
R1 1.1027 1.1027 1.1006 1.1042
PP 1.0971 1.0971 1.0971 1.0978
S1 1.0942 1.0942 1.0990 1.0957
S2 1.0886 1.0886 1.0982
S3 1.0801 1.0857 1.0975
S4 1.0716 1.0772 1.0951
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1322 1.1256 1.1008
R3 1.1196 1.1130 1.0974
R2 1.1070 1.1070 1.0962
R1 1.1004 1.1004 1.0951 1.0974
PP 1.0944 1.0944 1.0944 1.0929
S1 1.0878 1.0878 1.0927 1.0848
S2 1.0818 1.0818 1.0916
S3 1.0692 1.0752 1.0904
S4 1.0566 1.0626 1.0870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1000 1.0835 0.0165 1.5% 0.0037 0.3% 99% True False 8
10 1.1034 1.0835 0.0199 1.8% 0.0034 0.3% 82% False False 5
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 0.0004
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1361
2.618 1.1223
1.618 1.1138
1.000 1.1085
0.618 1.1053
HIGH 1.1000
0.618 1.0968
0.500 1.0958
0.382 1.0947
LOW 1.0915
0.618 1.0862
1.000 1.0830
1.618 1.0777
2.618 1.0692
4.250 1.0554
Fisher Pivots for day following 12-Jan-2022
Pivot 1 day 3 day
R1 1.0985 1.0971
PP 1.0971 1.0944
S1 1.0958 1.0918

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

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