CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 14-Jan-2022

Day Change Summary
	Previous	Current
	13-Jan-2022	14-Jan-2022	Change	Change %	Previous Week
Open	1.1005	1.1021	0.0016	0.1%	1.0872
High	1.1045	1.1027	-0.0018	-0.2%	1.1045
Low	1.0996	1.0990	-0.0006	-0.1%	1.0835
Close	1.1031	1.0992	-0.0039	-0.4%	1.0992
Range	0.0049	0.0037	-0.0012	-24.5%	0.0210
ATR	0.0051	0.0050	-0.0001	-1.4%	0.0000
Volume	26	17	-9	-34.6%	79

Daily Pivots for day following 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1114	1.1090	1.1012
R3	1.1077	1.1053	1.1002
R2	1.1040	1.1040	1.0999
R1	1.1016	1.1016	1.0995	1.1010
PP	1.1003	1.1003	1.1003	1.1000
S1	1.0979	1.0979	1.0989	1.0973
S2	1.0966	1.0966	1.0985
S3	1.0929	1.0942	1.0982
S4	1.0892	1.0905	1.0972

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1587	1.1500	1.1108
R3	1.1377	1.1290	1.1050
R2	1.1167	1.1167	1.1031
R1	1.1080	1.1080	1.1011	1.1124
PP	1.0957	1.0957	1.0957	1.0979
S1	1.0870	1.0870	1.0973	1.0914
S2	1.0747	1.0747	1.0954
S3	1.0537	1.0660	1.0934
S4	1.0327	1.0450	1.0877

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%	0.0043	0.4%	75%	False	False	15
10	1.1045	1.0835	0.0210	1.9%	0.0038	0.3%	75%	False	False	9
20	1.1045	1.0835	0.0210	1.9%	0.0034	0.3%	75%	False	False	10

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	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1184
2.618	1.1124
1.618	1.1087
1.000	1.1064
0.618	1.1050
HIGH	1.1027
0.618	1.1013
0.500	1.1009
0.382	1.1004
LOW	1.0990
0.618	1.0967
1.000	1.0953
1.618	1.0930
2.618	1.0893
4.250	1.0833

Fisher Pivots for day following 14-Jan-2022
Pivot	1 day	3 day
R1	1.1009	1.0988
PP	1.1003	1.0984
S1	1.0998	1.0980

Download as Excel Spreadsheet

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

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