CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 19-Jan-2022

Day Change Summary
	Previous	Current
	18-Jan-2022	19-Jan-2022	Change	Change %	Previous Week
Open	1.0980	1.0972	-0.0008	-0.1%	1.0872
High	1.0981	1.0977	-0.0004	0.0%	1.1045
Low	1.0950	1.0972	0.0022	0.2%	1.0835
Close	1.0955	1.0977	0.0022	0.2%	1.0992
Range	0.0031	0.0005	-0.0026	-83.9%	0.0210
ATR	0.0050	0.0048	-0.0002	-4.0%	0.0000
Volume	21	3	-18	-85.7%	79

Daily Pivots for day following 19-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0990	1.0989	1.0980
R3	1.0985	1.0984	1.0978
R2	1.0980	1.0980	1.0978
R1	1.0979	1.0979	1.0977	1.0980
PP	1.0975	1.0975	1.0975	1.0976
S1	1.0974	1.0974	1.0977	1.0975
S2	1.0970	1.0970	1.0976
S3	1.0965	1.0969	1.0976
S4	1.0960	1.0964	1.0974

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	1.0915	0.0130	1.2%	0.0041	0.4%	48%	False	False	18
10	1.1045	1.0835	0.0210	1.9%	0.0031	0.3%	68%	False	False	10
20	1.1045	1.0835	0.0210	1.9%	0.0031	0.3%	68%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0998
2.618	1.0990
1.618	1.0985
1.000	1.0982
0.618	1.0980
HIGH	1.0977
0.618	1.0975
0.500	1.0975
0.382	1.0974
LOW	1.0972
0.618	1.0969
1.000	1.0967
1.618	1.0964
2.618	1.0959
4.250	1.0951

Fisher Pivots for day following 19-Jan-2022
Pivot	1 day	3 day
R1	1.0976	1.0989
PP	1.0975	1.0985
S1	1.0975	1.0981

Download as Excel Spreadsheet

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

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