CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 1.0915 1.1005 0.0090 0.8% 1.1009
High 1.1000 1.1045 0.0045 0.4% 1.1009
Low 1.0915 1.0996 0.0081 0.7% 1.0883
Close 1.0998 1.1031 0.0033 0.3% 1.0939
Range 0.0085 0.0049 -0.0036 -42.4% 0.0126
ATR 0.0051 0.0051 0.0000 -0.3% 0.0000
Volume 25 26 1 4.0% 15
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1171 1.1150 1.1058
R3 1.1122 1.1101 1.1044
R2 1.1073 1.1073 1.1040
R1 1.1052 1.1052 1.1035 1.1063
PP 1.1024 1.1024 1.1024 1.1029
S1 1.1003 1.1003 1.1027 1.1014
S2 1.0975 1.0975 1.1022
S3 1.0926 1.0954 1.1018
S4 1.0877 1.0905 1.1004
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 1.1045 1.0835 0.0210 1.9% 0.0047 0.4% 93% True False 13
10 1.1045 1.0835 0.0210 1.9% 0.0039 0.4% 93% True False 8
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1253
2.618 1.1173
1.618 1.1124
1.000 1.1094
0.618 1.1075
HIGH 1.1045
0.618 1.1026
0.500 1.1021
0.382 1.1015
LOW 1.0996
0.618 1.0966
1.000 1.0947
1.618 1.0917
2.618 1.0868
4.250 1.0788
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 1.1028 1.1006
PP 1.1024 1.0981
S1 1.1021 1.0957

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

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