CME Swiss Franc Future June 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 1.1021 1.0980 -0.0041 -0.4% 1.0872
High 1.1027 1.0981 -0.0046 -0.4% 1.1045
Low 1.0990 1.0950 -0.0040 -0.4% 1.0835
Close 1.0992 1.0955 -0.0037 -0.3% 1.0992
Range 0.0037 0.0031 -0.0006 -16.2% 0.0210
ATR 0.0050 0.0050 -0.0001 -1.2% 0.0000
Volume 17 21 4 23.5% 79
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1055 1.1036 1.0972
R3 1.1024 1.1005 1.0964
R2 1.0993 1.0993 1.0961
R1 1.0974 1.0974 1.0958 1.0968
PP 1.0962 1.0962 1.0962 1.0959
S1 1.0943 1.0943 1.0952 1.0937
S2 1.0931 1.0931 1.0949
S3 1.0900 1.0912 1.0946
S4 1.0869 1.0881 1.0938
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 1.0868 0.0177 1.6% 0.0042 0.4% 49% False False 19
10 1.1045 1.0835 0.0210 1.9% 0.0033 0.3% 57% False False 10
20 1.1045 1.0835 0.0210 1.9% 0.0032 0.3% 57% False False 11
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1113
2.618 1.1062
1.618 1.1031
1.000 1.1012
0.618 1.1000
HIGH 1.0981
0.618 1.0969
0.500 1.0966
0.382 1.0962
LOW 1.0950
0.618 1.0931
1.000 1.0919
1.618 1.0900
2.618 1.0869
4.250 1.0818
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 1.0966 1.0998
PP 1.0962 1.0983
S1 1.0959 1.0969

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

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